CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9464 |
0.9566 |
0.0102 |
1.1% |
0.9343 |
High |
0.9568 |
0.9566 |
-0.0002 |
0.0% |
0.9568 |
Low |
0.9451 |
0.9305 |
-0.0146 |
-1.5% |
0.9305 |
Close |
0.9564 |
0.9411 |
-0.0153 |
-1.6% |
0.9411 |
Range |
0.0117 |
0.0261 |
0.0144 |
123.1% |
0.0263 |
ATR |
0.0114 |
0.0125 |
0.0010 |
9.2% |
0.0000 |
Volume |
743 |
1,103 |
360 |
48.5% |
3,098 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0210 |
1.0072 |
0.9555 |
|
R3 |
0.9949 |
0.9811 |
0.9483 |
|
R2 |
0.9688 |
0.9688 |
0.9459 |
|
R1 |
0.9550 |
0.9550 |
0.9435 |
0.9489 |
PP |
0.9427 |
0.9427 |
0.9427 |
0.9397 |
S1 |
0.9289 |
0.9289 |
0.9387 |
0.9228 |
S2 |
0.9166 |
0.9166 |
0.9363 |
|
S3 |
0.8905 |
0.9028 |
0.9339 |
|
S4 |
0.8644 |
0.8767 |
0.9267 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0217 |
1.0077 |
0.9556 |
|
R3 |
0.9954 |
0.9814 |
0.9483 |
|
R2 |
0.9691 |
0.9691 |
0.9459 |
|
R1 |
0.9551 |
0.9551 |
0.9435 |
0.9621 |
PP |
0.9428 |
0.9428 |
0.9428 |
0.9463 |
S1 |
0.9288 |
0.9288 |
0.9387 |
0.9358 |
S2 |
0.9165 |
0.9165 |
0.9363 |
|
S3 |
0.8902 |
0.9025 |
0.9339 |
|
S4 |
0.8639 |
0.8762 |
0.9266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9568 |
0.9305 |
0.0263 |
2.8% |
0.0135 |
1.4% |
40% |
False |
True |
730 |
10 |
0.9590 |
0.9305 |
0.0285 |
3.0% |
0.0124 |
1.3% |
37% |
False |
True |
775 |
20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0119 |
1.3% |
51% |
False |
False |
507 |
40 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0116 |
1.2% |
41% |
False |
False |
382 |
60 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0104 |
1.1% |
45% |
False |
False |
282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0675 |
2.618 |
1.0249 |
1.618 |
0.9988 |
1.000 |
0.9827 |
0.618 |
0.9727 |
HIGH |
0.9566 |
0.618 |
0.9466 |
0.500 |
0.9436 |
0.382 |
0.9405 |
LOW |
0.9305 |
0.618 |
0.9144 |
1.000 |
0.9044 |
1.618 |
0.8883 |
2.618 |
0.8622 |
4.250 |
0.8196 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9436 |
0.9437 |
PP |
0.9427 |
0.9428 |
S1 |
0.9419 |
0.9420 |
|