CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9485 |
-0.0015 |
-0.2% |
0.9313 |
| High |
0.9563 |
0.9485 |
-0.0078 |
-0.8% |
0.9595 |
| Low |
0.9450 |
0.9355 |
-0.0095 |
-1.0% |
0.9313 |
| Close |
0.9462 |
0.9412 |
-0.0050 |
-0.5% |
0.9508 |
| Range |
0.0113 |
0.0130 |
0.0017 |
15.0% |
0.0282 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2,611 |
435 |
-2,176 |
-83.3% |
996 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9740 |
0.9484 |
|
| R3 |
0.9677 |
0.9610 |
0.9448 |
|
| R2 |
0.9547 |
0.9547 |
0.9436 |
|
| R1 |
0.9480 |
0.9480 |
0.9424 |
0.9449 |
| PP |
0.9417 |
0.9417 |
0.9417 |
0.9402 |
| S1 |
0.9350 |
0.9350 |
0.9400 |
0.9319 |
| S2 |
0.9287 |
0.9287 |
0.9388 |
|
| S3 |
0.9157 |
0.9220 |
0.9376 |
|
| S4 |
0.9027 |
0.9090 |
0.9341 |
|
|
| 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 |
0.9590 |
0.9355 |
0.0235 |
2.5% |
0.0112 |
1.2% |
24% |
False |
True |
820 |
| 10 |
0.9595 |
0.9280 |
0.0315 |
3.3% |
0.0118 |
1.2% |
42% |
False |
False |
516 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0113 |
1.2% |
52% |
False |
False |
414 |
| 40 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0112 |
1.2% |
45% |
False |
False |
304 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0096 |
1.0% |
51% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0038 |
|
2.618 |
0.9825 |
|
1.618 |
0.9695 |
|
1.000 |
0.9615 |
|
0.618 |
0.9565 |
|
HIGH |
0.9485 |
|
0.618 |
0.9435 |
|
0.500 |
0.9420 |
|
0.382 |
0.9405 |
|
LOW |
0.9355 |
|
0.618 |
0.9275 |
|
1.000 |
0.9225 |
|
1.618 |
0.9145 |
|
2.618 |
0.9015 |
|
4.250 |
0.8803 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9420 |
0.9459 |
| PP |
0.9417 |
0.9443 |
| S1 |
0.9415 |
0.9428 |
|