CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9566 |
0.9443 |
-0.0123 |
-1.3% |
0.9343 |
| High |
0.9566 |
0.9493 |
-0.0073 |
-0.8% |
0.9568 |
| Low |
0.9305 |
0.9423 |
0.0118 |
1.3% |
0.9305 |
| Close |
0.9411 |
0.9460 |
0.0049 |
0.5% |
0.9411 |
| Range |
0.0261 |
0.0070 |
-0.0191 |
-73.2% |
0.0263 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
1,103 |
1,334 |
231 |
20.9% |
3,098 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9669 |
0.9634 |
0.9499 |
|
| R3 |
0.9599 |
0.9564 |
0.9479 |
|
| R2 |
0.9529 |
0.9529 |
0.9473 |
|
| R1 |
0.9494 |
0.9494 |
0.9466 |
0.9512 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9467 |
| S1 |
0.9424 |
0.9424 |
0.9454 |
0.9442 |
| S2 |
0.9389 |
0.9389 |
0.9447 |
|
| S3 |
0.9319 |
0.9354 |
0.9441 |
|
| S4 |
0.9249 |
0.9284 |
0.9422 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0077 |
0.9556 |
|
| R3 |
0.9954 |
0.9814 |
0.9483 |
|
| R2 |
0.9691 |
0.9691 |
0.9459 |
|
| R1 |
0.9551 |
0.9551 |
0.9435 |
0.9621 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9463 |
| S1 |
0.9288 |
0.9288 |
0.9387 |
0.9358 |
| S2 |
0.9165 |
0.9165 |
0.9363 |
|
| S3 |
0.8902 |
0.9025 |
0.9339 |
|
| S4 |
0.8639 |
0.8762 |
0.9266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9568 |
0.9305 |
0.0263 |
2.8% |
0.0131 |
1.4% |
59% |
False |
False |
886 |
| 10 |
0.9590 |
0.9305 |
0.0285 |
3.0% |
0.0121 |
1.3% |
54% |
False |
False |
893 |
| 20 |
0.9595 |
0.9217 |
0.0378 |
4.0% |
0.0114 |
1.2% |
64% |
False |
False |
564 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0115 |
1.2% |
42% |
False |
False |
414 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0105 |
1.1% |
52% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9791 |
|
2.618 |
0.9676 |
|
1.618 |
0.9606 |
|
1.000 |
0.9563 |
|
0.618 |
0.9536 |
|
HIGH |
0.9493 |
|
0.618 |
0.9466 |
|
0.500 |
0.9458 |
|
0.382 |
0.9450 |
|
LOW |
0.9423 |
|
0.618 |
0.9380 |
|
1.000 |
0.9353 |
|
1.618 |
0.9310 |
|
2.618 |
0.9240 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9459 |
0.9452 |
| PP |
0.9459 |
0.9444 |
| S1 |
0.9458 |
0.9437 |
|