CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9429 |
0.9471 |
0.0042 |
0.4% |
0.9335 |
| High |
0.9495 |
0.9609 |
0.0114 |
1.2% |
0.9570 |
| Low |
0.9410 |
0.9452 |
0.0042 |
0.4% |
0.9301 |
| Close |
0.9460 |
0.9580 |
0.0120 |
1.3% |
0.9410 |
| Range |
0.0085 |
0.0157 |
0.0072 |
84.7% |
0.0269 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.4% |
0.0000 |
| Volume |
117,731 |
87,501 |
-30,230 |
-25.7% |
293,683 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9956 |
0.9666 |
|
| R3 |
0.9861 |
0.9799 |
0.9623 |
|
| R2 |
0.9704 |
0.9704 |
0.9609 |
|
| R1 |
0.9642 |
0.9642 |
0.9594 |
0.9673 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9563 |
| S1 |
0.9485 |
0.9485 |
0.9566 |
0.9516 |
| S2 |
0.9390 |
0.9390 |
0.9551 |
|
| S3 |
0.9233 |
0.9328 |
0.9537 |
|
| S4 |
0.9076 |
0.9171 |
0.9494 |
|
|
| 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 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0143 |
1.5% |
91% |
True |
False |
85,753 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0136 |
1.4% |
91% |
True |
False |
80,958 |
| 20 |
0.9609 |
0.9213 |
0.0396 |
4.1% |
0.0126 |
1.3% |
93% |
True |
False |
77,833 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.1% |
0.0132 |
1.4% |
63% |
False |
False |
75,469 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.3% |
0.0129 |
1.3% |
69% |
False |
False |
70,940 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.4% |
0.0127 |
1.3% |
73% |
False |
False |
53,460 |
| 100 |
0.9798 |
0.8680 |
0.1118 |
11.7% |
0.0119 |
1.2% |
81% |
False |
False |
42,807 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.1% |
0.0111 |
1.2% |
83% |
False |
False |
35,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0020 |
|
1.618 |
0.9863 |
|
1.000 |
0.9766 |
|
0.618 |
0.9706 |
|
HIGH |
0.9609 |
|
0.618 |
0.9549 |
|
0.500 |
0.9531 |
|
0.382 |
0.9512 |
|
LOW |
0.9452 |
|
0.618 |
0.9355 |
|
1.000 |
0.9295 |
|
1.618 |
0.9198 |
|
2.618 |
0.9041 |
|
4.250 |
0.8785 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9564 |
0.9538 |
| PP |
0.9547 |
0.9497 |
| S1 |
0.9531 |
0.9455 |
|