CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9466 |
0.9455 |
-0.0011 |
-0.1% |
0.9496 |
| High |
0.9475 |
0.9570 |
0.0095 |
1.0% |
0.9591 |
| Low |
0.9394 |
0.9447 |
0.0053 |
0.6% |
0.9317 |
| Close |
0.9455 |
0.9564 |
0.0109 |
1.2% |
0.9334 |
| Range |
0.0081 |
0.0123 |
0.0042 |
51.9% |
0.0274 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
66,916 |
73,310 |
6,394 |
9.6% |
374,555 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9853 |
0.9632 |
|
| R3 |
0.9773 |
0.9730 |
0.9598 |
|
| R2 |
0.9650 |
0.9650 |
0.9587 |
|
| R1 |
0.9607 |
0.9607 |
0.9575 |
0.9629 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9538 |
| S1 |
0.9484 |
0.9484 |
0.9553 |
0.9506 |
| S2 |
0.9404 |
0.9404 |
0.9541 |
|
| S3 |
0.9281 |
0.9361 |
0.9530 |
|
| S4 |
0.9158 |
0.9238 |
0.9496 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0059 |
0.9485 |
|
| R3 |
0.9962 |
0.9785 |
0.9409 |
|
| R2 |
0.9688 |
0.9688 |
0.9384 |
|
| R1 |
0.9511 |
0.9511 |
0.9359 |
0.9463 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9390 |
| S1 |
0.9237 |
0.9237 |
0.9309 |
0.9189 |
| S2 |
0.9140 |
0.9140 |
0.9284 |
|
| S3 |
0.8866 |
0.8963 |
0.9259 |
|
| S4 |
0.8592 |
0.8689 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9570 |
0.9317 |
0.0253 |
2.6% |
0.0118 |
1.2% |
98% |
True |
False |
74,465 |
| 10 |
0.9599 |
0.9317 |
0.0282 |
2.9% |
0.0118 |
1.2% |
88% |
False |
False |
71,773 |
| 20 |
0.9599 |
0.9212 |
0.0387 |
4.0% |
0.0123 |
1.3% |
91% |
False |
False |
77,329 |
| 40 |
0.9798 |
0.9124 |
0.0674 |
7.0% |
0.0129 |
1.3% |
65% |
False |
False |
74,733 |
| 60 |
0.9798 |
0.9033 |
0.0765 |
8.0% |
0.0126 |
1.3% |
69% |
False |
False |
66,258 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.4% |
0.0124 |
1.3% |
71% |
False |
False |
49,864 |
| 100 |
0.9798 |
0.8576 |
0.1222 |
12.8% |
0.0116 |
1.2% |
81% |
False |
False |
39,924 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0110 |
1.1% |
81% |
False |
False |
33,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0093 |
|
2.618 |
0.9892 |
|
1.618 |
0.9769 |
|
1.000 |
0.9693 |
|
0.618 |
0.9646 |
|
HIGH |
0.9570 |
|
0.618 |
0.9523 |
|
0.500 |
0.9509 |
|
0.382 |
0.9494 |
|
LOW |
0.9447 |
|
0.618 |
0.9371 |
|
1.000 |
0.9324 |
|
1.618 |
0.9248 |
|
2.618 |
0.9125 |
|
4.250 |
0.8924 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9546 |
0.9527 |
| PP |
0.9527 |
0.9489 |
| S1 |
0.9509 |
0.9452 |
|