CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9343 |
-0.0057 |
-0.6% |
0.9498 |
| High |
0.9412 |
0.9484 |
0.0072 |
0.8% |
0.9590 |
| Low |
0.9324 |
0.9343 |
0.0019 |
0.2% |
0.9324 |
| Close |
0.9335 |
0.9475 |
0.0140 |
1.5% |
0.9335 |
| Range |
0.0088 |
0.0141 |
0.0053 |
60.2% |
0.0266 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
2.1% |
0.0000 |
| Volume |
554 |
590 |
36 |
6.5% |
4,500 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9857 |
0.9807 |
0.9553 |
|
| R3 |
0.9716 |
0.9666 |
0.9514 |
|
| R2 |
0.9575 |
0.9575 |
0.9501 |
|
| R1 |
0.9525 |
0.9525 |
0.9488 |
0.9550 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9447 |
| S1 |
0.9384 |
0.9384 |
0.9462 |
0.9409 |
| S2 |
0.9293 |
0.9293 |
0.9449 |
|
| S3 |
0.9152 |
0.9243 |
0.9436 |
|
| S4 |
0.9011 |
0.9102 |
0.9397 |
|
|
| 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 |
0.9563 |
0.9324 |
0.0239 |
2.5% |
0.0121 |
1.3% |
63% |
False |
False |
980 |
| 10 |
0.9595 |
0.9324 |
0.0271 |
2.9% |
0.0109 |
1.2% |
56% |
False |
False |
586 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0114 |
1.2% |
68% |
False |
False |
425 |
| 40 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0112 |
1.2% |
51% |
False |
False |
326 |
| 60 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0098 |
1.0% |
59% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0083 |
|
2.618 |
0.9853 |
|
1.618 |
0.9712 |
|
1.000 |
0.9625 |
|
0.618 |
0.9571 |
|
HIGH |
0.9484 |
|
0.618 |
0.9430 |
|
0.500 |
0.9414 |
|
0.382 |
0.9397 |
|
LOW |
0.9343 |
|
0.618 |
0.9256 |
|
1.000 |
0.9202 |
|
1.618 |
0.9115 |
|
2.618 |
0.8974 |
|
4.250 |
0.8744 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9455 |
0.9452 |
| PP |
0.9434 |
0.9428 |
| S1 |
0.9414 |
0.9405 |
|