CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9485 |
0.9400 |
-0.0085 |
-0.9% |
0.9498 |
| High |
0.9485 |
0.9412 |
-0.0073 |
-0.8% |
0.9590 |
| Low |
0.9355 |
0.9324 |
-0.0031 |
-0.3% |
0.9324 |
| Close |
0.9412 |
0.9335 |
-0.0077 |
-0.8% |
0.9335 |
| Range |
0.0130 |
0.0088 |
-0.0042 |
-32.3% |
0.0266 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
435 |
554 |
119 |
27.4% |
4,500 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9621 |
0.9566 |
0.9383 |
|
| R3 |
0.9533 |
0.9478 |
0.9359 |
|
| R2 |
0.9445 |
0.9445 |
0.9351 |
|
| R1 |
0.9390 |
0.9390 |
0.9343 |
0.9374 |
| PP |
0.9357 |
0.9357 |
0.9357 |
0.9349 |
| S1 |
0.9302 |
0.9302 |
0.9327 |
0.9286 |
| S2 |
0.9269 |
0.9269 |
0.9319 |
|
| S3 |
0.9181 |
0.9214 |
0.9311 |
|
| S4 |
0.9093 |
0.9126 |
0.9287 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0041 |
0.9481 |
|
| R3 |
0.9948 |
0.9775 |
0.9408 |
|
| R2 |
0.9682 |
0.9682 |
0.9384 |
|
| R1 |
0.9509 |
0.9509 |
0.9359 |
0.9463 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9393 |
| S1 |
0.9243 |
0.9243 |
0.9311 |
0.9197 |
| S2 |
0.9150 |
0.9150 |
0.9286 |
|
| S3 |
0.8884 |
0.8977 |
0.9262 |
|
| S4 |
0.8618 |
0.8711 |
0.9189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9590 |
0.9324 |
0.0266 |
2.8% |
0.0111 |
1.2% |
4% |
False |
True |
900 |
| 10 |
0.9595 |
0.9313 |
0.0282 |
3.0% |
0.0112 |
1.2% |
8% |
False |
False |
549 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0114 |
1.2% |
31% |
False |
False |
404 |
| 40 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0112 |
1.2% |
34% |
False |
False |
313 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.4% |
0.0098 |
1.0% |
42% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9786 |
|
2.618 |
0.9642 |
|
1.618 |
0.9554 |
|
1.000 |
0.9500 |
|
0.618 |
0.9466 |
|
HIGH |
0.9412 |
|
0.618 |
0.9378 |
|
0.500 |
0.9368 |
|
0.382 |
0.9358 |
|
LOW |
0.9324 |
|
0.618 |
0.9270 |
|
1.000 |
0.9236 |
|
1.618 |
0.9182 |
|
2.618 |
0.9094 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9368 |
0.9444 |
| PP |
0.9357 |
0.9407 |
| S1 |
0.9346 |
0.9371 |
|