CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9518 |
0.9429 |
-0.0089 |
-0.9% |
0.9335 |
| High |
0.9568 |
0.9495 |
-0.0073 |
-0.8% |
0.9570 |
| Low |
0.9301 |
0.9410 |
0.0109 |
1.2% |
0.9301 |
| Close |
0.9410 |
0.9460 |
0.0050 |
0.5% |
0.9410 |
| Range |
0.0267 |
0.0085 |
-0.0182 |
-68.2% |
0.0269 |
| ATR |
0.0134 |
0.0131 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
83,307 |
117,731 |
34,424 |
41.3% |
293,683 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9670 |
0.9507 |
|
| R3 |
0.9625 |
0.9585 |
0.9483 |
|
| R2 |
0.9540 |
0.9540 |
0.9476 |
|
| R1 |
0.9500 |
0.9500 |
0.9468 |
0.9520 |
| PP |
0.9455 |
0.9455 |
0.9455 |
0.9465 |
| S1 |
0.9415 |
0.9415 |
0.9452 |
0.9435 |
| S2 |
0.9370 |
0.9370 |
0.9444 |
|
| S3 |
0.9285 |
0.9330 |
0.9437 |
|
| S4 |
0.9200 |
0.9245 |
0.9413 |
|
|
| 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 |
2.8% |
0.0142 |
1.5% |
59% |
False |
False |
82,282 |
| 10 |
0.9591 |
0.9301 |
0.0290 |
3.1% |
0.0130 |
1.4% |
55% |
False |
False |
78,596 |
| 20 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0125 |
1.3% |
64% |
False |
False |
78,808 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0130 |
1.4% |
42% |
False |
False |
75,349 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0128 |
1.4% |
52% |
False |
False |
69,531 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0126 |
1.3% |
58% |
False |
False |
52,369 |
| 100 |
0.9798 |
0.8591 |
0.1207 |
12.8% |
0.0119 |
1.3% |
72% |
False |
False |
41,933 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0111 |
1.2% |
73% |
False |
False |
34,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9856 |
|
2.618 |
0.9718 |
|
1.618 |
0.9633 |
|
1.000 |
0.9580 |
|
0.618 |
0.9548 |
|
HIGH |
0.9495 |
|
0.618 |
0.9463 |
|
0.500 |
0.9453 |
|
0.382 |
0.9442 |
|
LOW |
0.9410 |
|
0.618 |
0.9357 |
|
1.000 |
0.9325 |
|
1.618 |
0.9272 |
|
2.618 |
0.9187 |
|
4.250 |
0.9049 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9458 |
0.9452 |
| PP |
0.9455 |
0.9444 |
| S1 |
0.9453 |
0.9436 |
|