CME Canadian Dollar Future September 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 |
0.9400 |
0.9345 |
-0.0055 |
-0.6% |
0.9552 |
| High |
0.9400 |
0.9345 |
-0.0055 |
-0.6% |
0.9552 |
| Low |
0.9377 |
0.9345 |
-0.0032 |
-0.3% |
0.9345 |
| Close |
0.9404 |
0.9327 |
-0.0077 |
-0.8% |
0.9327 |
| Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0207 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
37 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9339 |
0.9333 |
0.9327 |
|
| R3 |
0.9339 |
0.9333 |
0.9327 |
|
| R2 |
0.9339 |
0.9339 |
0.9327 |
|
| R1 |
0.9333 |
0.9333 |
0.9327 |
0.9336 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9341 |
| S1 |
0.9333 |
0.9333 |
0.9327 |
0.9336 |
| S2 |
0.9339 |
0.9339 |
0.9327 |
|
| S3 |
0.9339 |
0.9333 |
0.9327 |
|
| S4 |
0.9339 |
0.9333 |
0.9327 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0029 |
0.9885 |
0.9441 |
|
| R3 |
0.9822 |
0.9678 |
0.9384 |
|
| R2 |
0.9615 |
0.9615 |
0.9365 |
|
| R1 |
0.9471 |
0.9471 |
0.9346 |
0.9440 |
| PP |
0.9408 |
0.9408 |
0.9408 |
0.9392 |
| S1 |
0.9264 |
0.9264 |
0.9308 |
0.9233 |
| S2 |
0.9201 |
0.9201 |
0.9289 |
|
| S3 |
0.8994 |
0.9057 |
0.9270 |
|
| S4 |
0.8787 |
0.8850 |
0.9213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9552 |
0.9345 |
0.0207 |
2.2% |
0.0013 |
0.1% |
-9% |
False |
True |
7 |
| 10 |
0.9552 |
0.9345 |
0.0207 |
2.2% |
0.0007 |
0.1% |
-9% |
False |
True |
5 |
| 20 |
0.9552 |
0.9255 |
0.0297 |
3.2% |
0.0011 |
0.1% |
24% |
False |
False |
6 |
| 40 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0010 |
0.1% |
37% |
False |
False |
6 |
| 60 |
0.9710 |
0.9024 |
0.0686 |
7.4% |
0.0011 |
0.1% |
44% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9345 |
|
2.618 |
0.9345 |
|
1.618 |
0.9345 |
|
1.000 |
0.9345 |
|
0.618 |
0.9345 |
|
HIGH |
0.9345 |
|
0.618 |
0.9345 |
|
0.500 |
0.9345 |
|
0.382 |
0.9345 |
|
LOW |
0.9345 |
|
0.618 |
0.9345 |
|
1.000 |
0.9345 |
|
1.618 |
0.9345 |
|
2.618 |
0.9345 |
|
4.250 |
0.9345 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9345 |
0.9442 |
| PP |
0.9339 |
0.9403 |
| S1 |
0.9333 |
0.9365 |
|