CME Canadian Dollar Future March 2010
| 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 |
0.9459 |
0.9464 |
0.0005 |
0.1% |
0.9498 |
| High |
0.9466 |
0.9568 |
0.0102 |
1.1% |
0.9590 |
| Low |
0.9399 |
0.9451 |
0.0052 |
0.6% |
0.9324 |
| Close |
0.9455 |
0.9564 |
0.0109 |
1.2% |
0.9335 |
| Range |
0.0067 |
0.0117 |
0.0050 |
74.6% |
0.0266 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.2% |
0.0000 |
| Volume |
662 |
743 |
81 |
12.2% |
4,500 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9838 |
0.9628 |
|
| R3 |
0.9762 |
0.9721 |
0.9596 |
|
| R2 |
0.9645 |
0.9645 |
0.9585 |
|
| R1 |
0.9604 |
0.9604 |
0.9575 |
0.9625 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9538 |
| S1 |
0.9487 |
0.9487 |
0.9553 |
0.9508 |
| S2 |
0.9411 |
0.9411 |
0.9543 |
|
| S3 |
0.9294 |
0.9370 |
0.9532 |
|
| S4 |
0.9177 |
0.9253 |
0.9500 |
|
|
| 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 |
0.9568 |
0.9324 |
0.0244 |
2.6% |
0.0109 |
1.1% |
98% |
True |
False |
596 |
| 10 |
0.9595 |
0.9324 |
0.0271 |
2.8% |
0.0111 |
1.2% |
89% |
False |
False |
688 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0113 |
1.2% |
92% |
False |
False |
464 |
| 40 |
0.9792 |
0.9148 |
0.0644 |
6.7% |
0.0112 |
1.2% |
65% |
False |
False |
357 |
| 60 |
0.9792 |
0.9056 |
0.0736 |
7.7% |
0.0100 |
1.0% |
69% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0065 |
|
2.618 |
0.9874 |
|
1.618 |
0.9757 |
|
1.000 |
0.9685 |
|
0.618 |
0.9640 |
|
HIGH |
0.9568 |
|
0.618 |
0.9523 |
|
0.500 |
0.9510 |
|
0.382 |
0.9496 |
|
LOW |
0.9451 |
|
0.618 |
0.9379 |
|
1.000 |
0.9334 |
|
1.618 |
0.9262 |
|
2.618 |
0.9145 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9546 |
0.9528 |
| PP |
0.9528 |
0.9492 |
| S1 |
0.9510 |
0.9456 |
|