CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9462 |
0.9498 |
0.0036 |
0.4% |
0.9313 |
| High |
0.9555 |
0.9590 |
0.0035 |
0.4% |
0.9595 |
| Low |
0.9462 |
0.9498 |
0.0036 |
0.4% |
0.9313 |
| Close |
0.9508 |
0.9555 |
0.0047 |
0.5% |
0.9508 |
| Range |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0282 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
158 |
187 |
29 |
18.4% |
996 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9781 |
0.9606 |
|
| R3 |
0.9732 |
0.9689 |
0.9580 |
|
| R2 |
0.9640 |
0.9640 |
0.9572 |
|
| R1 |
0.9597 |
0.9597 |
0.9563 |
0.9619 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9558 |
| S1 |
0.9505 |
0.9505 |
0.9547 |
0.9527 |
| S2 |
0.9456 |
0.9456 |
0.9538 |
|
| S3 |
0.9364 |
0.9413 |
0.9530 |
|
| S4 |
0.9272 |
0.9321 |
0.9504 |
|
|
| 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 |
0.9433 |
0.0162 |
1.7% |
0.0097 |
1.0% |
75% |
False |
False |
192 |
| 10 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0107 |
1.1% |
89% |
False |
False |
208 |
| 20 |
0.9740 |
0.9217 |
0.0523 |
5.5% |
0.0120 |
1.3% |
65% |
False |
False |
273 |
| 40 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0112 |
1.2% |
66% |
False |
False |
214 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0093 |
1.0% |
70% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9981 |
|
2.618 |
0.9831 |
|
1.618 |
0.9739 |
|
1.000 |
0.9682 |
|
0.618 |
0.9647 |
|
HIGH |
0.9590 |
|
0.618 |
0.9555 |
|
0.500 |
0.9544 |
|
0.382 |
0.9533 |
|
LOW |
0.9498 |
|
0.618 |
0.9441 |
|
1.000 |
0.9406 |
|
1.618 |
0.9349 |
|
2.618 |
0.9257 |
|
4.250 |
0.9107 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9551 |
0.9546 |
| PP |
0.9548 |
0.9537 |
| S1 |
0.9544 |
0.9528 |
|