CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9543 |
0.9500 |
-0.0043 |
-0.5% |
0.9313 |
| High |
0.9552 |
0.9563 |
0.0011 |
0.1% |
0.9595 |
| Low |
0.9418 |
0.9450 |
0.0032 |
0.3% |
0.9313 |
| Close |
0.9504 |
0.9462 |
-0.0042 |
-0.4% |
0.9508 |
| Range |
0.0134 |
0.0113 |
-0.0021 |
-15.7% |
0.0282 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
713 |
2,611 |
1,898 |
266.2% |
996 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9759 |
0.9524 |
|
| R3 |
0.9718 |
0.9646 |
0.9493 |
|
| R2 |
0.9605 |
0.9605 |
0.9483 |
|
| R1 |
0.9533 |
0.9533 |
0.9472 |
0.9513 |
| PP |
0.9492 |
0.9492 |
0.9492 |
0.9481 |
| S1 |
0.9420 |
0.9420 |
0.9452 |
0.9400 |
| S2 |
0.9379 |
0.9379 |
0.9441 |
|
| S3 |
0.9266 |
0.9307 |
0.9431 |
|
| S4 |
0.9153 |
0.9194 |
0.9400 |
|
|
| 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 |
0.9418 |
0.0177 |
1.9% |
0.0113 |
1.2% |
25% |
False |
False |
780 |
| 10 |
0.9595 |
0.9280 |
0.0315 |
3.3% |
0.0109 |
1.1% |
58% |
False |
False |
498 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0111 |
1.2% |
65% |
False |
False |
409 |
| 40 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0114 |
1.2% |
52% |
False |
False |
295 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0095 |
1.0% |
58% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0043 |
|
2.618 |
0.9859 |
|
1.618 |
0.9746 |
|
1.000 |
0.9676 |
|
0.618 |
0.9633 |
|
HIGH |
0.9563 |
|
0.618 |
0.9520 |
|
0.500 |
0.9507 |
|
0.382 |
0.9493 |
|
LOW |
0.9450 |
|
0.618 |
0.9380 |
|
1.000 |
0.9337 |
|
1.618 |
0.9267 |
|
2.618 |
0.9154 |
|
4.250 |
0.8970 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9507 |
0.9504 |
| PP |
0.9492 |
0.9490 |
| S1 |
0.9477 |
0.9476 |
|