CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9335 |
0.9466 |
0.0131 |
1.4% |
0.9496 |
| High |
0.9488 |
0.9475 |
-0.0013 |
-0.1% |
0.9591 |
| Low |
0.9334 |
0.9394 |
0.0060 |
0.6% |
0.9317 |
| Close |
0.9475 |
0.9455 |
-0.0020 |
-0.2% |
0.9334 |
| Range |
0.0154 |
0.0081 |
-0.0073 |
-47.4% |
0.0274 |
| ATR |
0.0128 |
0.0124 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
70,150 |
66,916 |
-3,234 |
-4.6% |
374,555 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9651 |
0.9500 |
|
| R3 |
0.9603 |
0.9570 |
0.9477 |
|
| R2 |
0.9522 |
0.9522 |
0.9470 |
|
| R1 |
0.9489 |
0.9489 |
0.9462 |
0.9465 |
| PP |
0.9441 |
0.9441 |
0.9441 |
0.9430 |
| S1 |
0.9408 |
0.9408 |
0.9448 |
0.9384 |
| S2 |
0.9360 |
0.9360 |
0.9440 |
|
| S3 |
0.9279 |
0.9327 |
0.9433 |
|
| S4 |
0.9198 |
0.9246 |
0.9410 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0059 |
0.9485 |
|
| R3 |
0.9962 |
0.9785 |
0.9409 |
|
| R2 |
0.9688 |
0.9688 |
0.9384 |
|
| R1 |
0.9511 |
0.9511 |
0.9359 |
0.9463 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9390 |
| S1 |
0.9237 |
0.9237 |
0.9309 |
0.9189 |
| S2 |
0.9140 |
0.9140 |
0.9284 |
|
| S3 |
0.8866 |
0.8963 |
0.9259 |
|
| S4 |
0.8592 |
0.8689 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9569 |
0.9317 |
0.0252 |
2.7% |
0.0118 |
1.2% |
55% |
False |
False |
75,709 |
| 10 |
0.9599 |
0.9317 |
0.0282 |
3.0% |
0.0112 |
1.2% |
49% |
False |
False |
71,213 |
| 20 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0124 |
1.3% |
63% |
False |
False |
77,658 |
| 40 |
0.9798 |
0.9124 |
0.0674 |
7.1% |
0.0130 |
1.4% |
49% |
False |
False |
74,529 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0126 |
1.3% |
56% |
False |
False |
65,092 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0123 |
1.3% |
57% |
False |
False |
48,950 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0116 |
1.2% |
73% |
False |
False |
39,191 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0109 |
1.2% |
73% |
False |
False |
32,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9687 |
|
1.618 |
0.9606 |
|
1.000 |
0.9556 |
|
0.618 |
0.9525 |
|
HIGH |
0.9475 |
|
0.618 |
0.9444 |
|
0.500 |
0.9435 |
|
0.382 |
0.9425 |
|
LOW |
0.9394 |
|
0.618 |
0.9344 |
|
1.000 |
0.9313 |
|
1.618 |
0.9263 |
|
2.618 |
0.9182 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9448 |
0.9438 |
| PP |
0.9441 |
0.9420 |
| S1 |
0.9435 |
0.9403 |
|