CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9577 |
0.9462 |
-0.0115 |
-1.2% |
0.9313 |
| High |
0.9595 |
0.9555 |
-0.0040 |
-0.4% |
0.9595 |
| Low |
0.9460 |
0.9462 |
0.0002 |
0.0% |
0.9313 |
| Close |
0.9480 |
0.9508 |
0.0028 |
0.3% |
0.9508 |
| Range |
0.0135 |
0.0093 |
-0.0042 |
-31.1% |
0.0282 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
233 |
158 |
-75 |
-32.2% |
996 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9741 |
0.9559 |
|
| R3 |
0.9694 |
0.9648 |
0.9534 |
|
| R2 |
0.9601 |
0.9601 |
0.9525 |
|
| R1 |
0.9555 |
0.9555 |
0.9517 |
0.9578 |
| PP |
0.9508 |
0.9508 |
0.9508 |
0.9520 |
| S1 |
0.9462 |
0.9462 |
0.9499 |
0.9485 |
| S2 |
0.9415 |
0.9415 |
0.9491 |
|
| S3 |
0.9322 |
0.9369 |
0.9482 |
|
| S4 |
0.9229 |
0.9276 |
0.9457 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0195 |
0.9663 |
|
| R3 |
1.0036 |
0.9913 |
0.9586 |
|
| R2 |
0.9754 |
0.9754 |
0.9560 |
|
| R1 |
0.9631 |
0.9631 |
0.9534 |
0.9693 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9503 |
| S1 |
0.9349 |
0.9349 |
0.9482 |
0.9411 |
| S2 |
0.9190 |
0.9190 |
0.9456 |
|
| S3 |
0.8908 |
0.9067 |
0.9430 |
|
| S4 |
0.8626 |
0.8785 |
0.9353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9595 |
0.9313 |
0.0282 |
3.0% |
0.0113 |
1.2% |
69% |
False |
False |
199 |
| 10 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0107 |
1.1% |
77% |
False |
False |
236 |
| 20 |
0.9740 |
0.9217 |
0.0523 |
5.5% |
0.0120 |
1.3% |
56% |
False |
False |
277 |
| 40 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0111 |
1.2% |
59% |
False |
False |
211 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0092 |
1.0% |
64% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9950 |
|
2.618 |
0.9798 |
|
1.618 |
0.9705 |
|
1.000 |
0.9648 |
|
0.618 |
0.9612 |
|
HIGH |
0.9555 |
|
0.618 |
0.9519 |
|
0.500 |
0.9509 |
|
0.382 |
0.9498 |
|
LOW |
0.9462 |
|
0.618 |
0.9405 |
|
1.000 |
0.9369 |
|
1.618 |
0.9312 |
|
2.618 |
0.9219 |
|
4.250 |
0.9067 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9528 |
| PP |
0.9508 |
0.9521 |
| S1 |
0.9508 |
0.9515 |
|