CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9343 |
0.9459 |
0.0116 |
1.2% |
0.9498 |
| High |
0.9484 |
0.9466 |
-0.0018 |
-0.2% |
0.9590 |
| Low |
0.9343 |
0.9399 |
0.0056 |
0.6% |
0.9324 |
| Close |
0.9475 |
0.9455 |
-0.0020 |
-0.2% |
0.9335 |
| Range |
0.0141 |
0.0067 |
-0.0074 |
-52.5% |
0.0266 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
590 |
662 |
72 |
12.2% |
4,500 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9641 |
0.9615 |
0.9492 |
|
| R3 |
0.9574 |
0.9548 |
0.9473 |
|
| R2 |
0.9507 |
0.9507 |
0.9467 |
|
| R1 |
0.9481 |
0.9481 |
0.9461 |
0.9461 |
| PP |
0.9440 |
0.9440 |
0.9440 |
0.9430 |
| S1 |
0.9414 |
0.9414 |
0.9449 |
0.9394 |
| S2 |
0.9373 |
0.9373 |
0.9443 |
|
| S3 |
0.9306 |
0.9347 |
0.9437 |
|
| S4 |
0.9239 |
0.9280 |
0.9418 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0041 |
0.9481 |
|
| R3 |
0.9948 |
0.9775 |
0.9408 |
|
| R2 |
0.9682 |
0.9682 |
0.9384 |
|
| R1 |
0.9509 |
0.9509 |
0.9359 |
0.9463 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9393 |
| S1 |
0.9243 |
0.9243 |
0.9311 |
0.9197 |
| S2 |
0.9150 |
0.9150 |
0.9286 |
|
| S3 |
0.8884 |
0.8977 |
0.9262 |
|
| S4 |
0.8618 |
0.8711 |
0.9189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9563 |
0.9324 |
0.0239 |
2.5% |
0.0108 |
1.1% |
55% |
False |
False |
970 |
| 10 |
0.9595 |
0.9324 |
0.0271 |
2.9% |
0.0106 |
1.1% |
48% |
False |
False |
634 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0113 |
1.2% |
63% |
False |
False |
440 |
| 40 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0113 |
1.2% |
48% |
False |
False |
339 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0099 |
1.0% |
57% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9751 |
|
2.618 |
0.9641 |
|
1.618 |
0.9574 |
|
1.000 |
0.9533 |
|
0.618 |
0.9507 |
|
HIGH |
0.9466 |
|
0.618 |
0.9440 |
|
0.500 |
0.9433 |
|
0.382 |
0.9425 |
|
LOW |
0.9399 |
|
0.618 |
0.9358 |
|
1.000 |
0.9332 |
|
1.618 |
0.9291 |
|
2.618 |
0.9224 |
|
4.250 |
0.9114 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9448 |
0.9438 |
| PP |
0.9440 |
0.9421 |
| S1 |
0.9433 |
0.9404 |
|