CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9455 |
0.9518 |
0.0063 |
0.7% |
0.9335 |
| High |
0.9570 |
0.9568 |
-0.0002 |
0.0% |
0.9570 |
| Low |
0.9447 |
0.9301 |
-0.0146 |
-1.5% |
0.9301 |
| Close |
0.9564 |
0.9410 |
-0.0154 |
-1.6% |
0.9410 |
| Range |
0.0123 |
0.0267 |
0.0144 |
117.1% |
0.0269 |
| ATR |
0.0124 |
0.0134 |
0.0010 |
8.2% |
0.0000 |
| Volume |
73,310 |
83,307 |
9,997 |
13.6% |
293,683 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0086 |
0.9557 |
|
| R3 |
0.9960 |
0.9819 |
0.9483 |
|
| R2 |
0.9693 |
0.9693 |
0.9459 |
|
| R1 |
0.9552 |
0.9552 |
0.9434 |
0.9489 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9395 |
| S1 |
0.9285 |
0.9285 |
0.9386 |
0.9222 |
| S2 |
0.9159 |
0.9159 |
0.9361 |
|
| S3 |
0.8892 |
0.9018 |
0.9337 |
|
| S4 |
0.8625 |
0.8751 |
0.9263 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0091 |
0.9558 |
|
| R3 |
0.9965 |
0.9822 |
0.9484 |
|
| R2 |
0.9696 |
0.9696 |
0.9459 |
|
| R1 |
0.9553 |
0.9553 |
0.9435 |
0.9625 |
| PP |
0.9427 |
0.9427 |
0.9427 |
0.9463 |
| S1 |
0.9284 |
0.9284 |
0.9385 |
0.9356 |
| S2 |
0.9158 |
0.9158 |
0.9361 |
|
| S3 |
0.8889 |
0.9015 |
0.9336 |
|
| S4 |
0.8620 |
0.8746 |
0.9262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9570 |
0.9301 |
0.0269 |
2.9% |
0.0146 |
1.5% |
41% |
False |
True |
76,948 |
| 10 |
0.9591 |
0.9301 |
0.0290 |
3.1% |
0.0131 |
1.4% |
38% |
False |
True |
74,467 |
| 20 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0129 |
1.4% |
51% |
False |
False |
76,880 |
| 40 |
0.9798 |
0.9124 |
0.0674 |
7.2% |
0.0132 |
1.4% |
42% |
False |
False |
74,277 |
| 60 |
0.9798 |
0.9063 |
0.0735 |
7.8% |
0.0129 |
1.4% |
47% |
False |
False |
67,618 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0126 |
1.3% |
52% |
False |
False |
50,902 |
| 100 |
0.9798 |
0.8576 |
0.1222 |
13.0% |
0.0118 |
1.3% |
68% |
False |
False |
40,756 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0111 |
1.2% |
69% |
False |
False |
33,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0267 |
|
1.618 |
1.0000 |
|
1.000 |
0.9835 |
|
0.618 |
0.9733 |
|
HIGH |
0.9568 |
|
0.618 |
0.9466 |
|
0.500 |
0.9435 |
|
0.382 |
0.9403 |
|
LOW |
0.9301 |
|
0.618 |
0.9136 |
|
1.000 |
0.9034 |
|
1.618 |
0.8869 |
|
2.618 |
0.8602 |
|
4.250 |
0.8166 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9435 |
0.9436 |
| PP |
0.9426 |
0.9427 |
| S1 |
0.9418 |
0.9419 |
|