CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9504 |
-0.0046 |
-0.5% |
0.9624 |
| High |
0.9570 |
0.9523 |
-0.0047 |
-0.5% |
0.9741 |
| Low |
0.9482 |
0.9347 |
-0.0135 |
-1.4% |
0.9447 |
| Close |
0.9500 |
0.9367 |
-0.0133 |
-1.4% |
0.9500 |
| Range |
0.0088 |
0.0176 |
0.0088 |
100.0% |
0.0294 |
| ATR |
0.0136 |
0.0139 |
0.0003 |
2.1% |
0.0000 |
| Volume |
76,502 |
56,196 |
-20,306 |
-26.5% |
383,570 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9830 |
0.9464 |
|
| R3 |
0.9764 |
0.9654 |
0.9415 |
|
| R2 |
0.9588 |
0.9588 |
0.9399 |
|
| R1 |
0.9478 |
0.9478 |
0.9383 |
0.9445 |
| PP |
0.9412 |
0.9412 |
0.9412 |
0.9396 |
| S1 |
0.9302 |
0.9302 |
0.9351 |
0.9269 |
| S2 |
0.9236 |
0.9236 |
0.9335 |
|
| S3 |
0.9060 |
0.9126 |
0.9319 |
|
| S4 |
0.8884 |
0.8950 |
0.9270 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0266 |
0.9662 |
|
| R3 |
1.0151 |
0.9972 |
0.9581 |
|
| R2 |
0.9857 |
0.9857 |
0.9554 |
|
| R1 |
0.9678 |
0.9678 |
0.9527 |
0.9621 |
| PP |
0.9563 |
0.9563 |
0.9563 |
0.9534 |
| S1 |
0.9384 |
0.9384 |
0.9473 |
0.9327 |
| S2 |
0.9269 |
0.9269 |
0.9446 |
|
| S3 |
0.8975 |
0.9090 |
0.9419 |
|
| S4 |
0.8681 |
0.8796 |
0.9338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9741 |
0.9347 |
0.0394 |
4.2% |
0.0163 |
1.7% |
5% |
False |
True |
74,324 |
| 10 |
0.9798 |
0.9347 |
0.0451 |
4.8% |
0.0143 |
1.5% |
4% |
False |
True |
68,325 |
| 20 |
0.9798 |
0.9124 |
0.0674 |
7.2% |
0.0137 |
1.5% |
36% |
False |
False |
70,117 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0128 |
1.4% |
45% |
False |
False |
56,854 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0123 |
1.3% |
47% |
False |
False |
38,029 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0114 |
1.2% |
66% |
False |
False |
28,559 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0106 |
1.1% |
66% |
False |
False |
22,866 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.3% |
0.0104 |
1.1% |
68% |
False |
False |
19,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0271 |
|
2.618 |
0.9984 |
|
1.618 |
0.9808 |
|
1.000 |
0.9699 |
|
0.618 |
0.9632 |
|
HIGH |
0.9523 |
|
0.618 |
0.9456 |
|
0.500 |
0.9435 |
|
0.382 |
0.9414 |
|
LOW |
0.9347 |
|
0.618 |
0.9238 |
|
1.000 |
0.9171 |
|
1.618 |
0.9062 |
|
2.618 |
0.8886 |
|
4.250 |
0.8599 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9435 |
0.9474 |
| PP |
0.9412 |
0.9438 |
| S1 |
0.9390 |
0.9403 |
|