CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9471 |
0.9557 |
0.0086 |
0.9% |
0.9335 |
| High |
0.9609 |
0.9587 |
-0.0022 |
-0.2% |
0.9570 |
| Low |
0.9452 |
0.9508 |
0.0056 |
0.6% |
0.9301 |
| Close |
0.9580 |
0.9512 |
-0.0068 |
-0.7% |
0.9410 |
| Range |
0.0157 |
0.0079 |
-0.0078 |
-49.7% |
0.0269 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
87,501 |
91,900 |
4,399 |
5.0% |
293,683 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9773 |
0.9721 |
0.9555 |
|
| R3 |
0.9694 |
0.9642 |
0.9534 |
|
| R2 |
0.9615 |
0.9615 |
0.9526 |
|
| R1 |
0.9563 |
0.9563 |
0.9519 |
0.9550 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9529 |
| S1 |
0.9484 |
0.9484 |
0.9505 |
0.9471 |
| S2 |
0.9457 |
0.9457 |
0.9498 |
|
| S3 |
0.9378 |
0.9405 |
0.9490 |
|
| S4 |
0.9299 |
0.9326 |
0.9469 |
|
|
| 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% |
0.0142 |
1.5% |
69% |
False |
False |
90,749 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0130 |
1.4% |
69% |
False |
False |
83,229 |
| 20 |
0.9609 |
0.9274 |
0.0335 |
3.5% |
0.0122 |
1.3% |
71% |
False |
False |
78,233 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0130 |
1.4% |
51% |
False |
False |
76,409 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0127 |
1.3% |
59% |
False |
False |
72,353 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0126 |
1.3% |
65% |
False |
False |
54,608 |
| 100 |
0.9798 |
0.8848 |
0.0950 |
10.0% |
0.0119 |
1.3% |
70% |
False |
False |
43,726 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0111 |
1.2% |
77% |
False |
False |
36,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9794 |
|
1.618 |
0.9715 |
|
1.000 |
0.9666 |
|
0.618 |
0.9636 |
|
HIGH |
0.9587 |
|
0.618 |
0.9557 |
|
0.500 |
0.9548 |
|
0.382 |
0.9538 |
|
LOW |
0.9508 |
|
0.618 |
0.9459 |
|
1.000 |
0.9429 |
|
1.618 |
0.9380 |
|
2.618 |
0.9301 |
|
4.250 |
0.9172 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9548 |
0.9511 |
| PP |
0.9536 |
0.9510 |
| S1 |
0.9524 |
0.9510 |
|