CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9342 |
0.9281 |
-0.0061 |
-0.7% |
0.9285 |
| High |
0.9369 |
0.9300 |
-0.0069 |
-0.7% |
0.9408 |
| Low |
0.9260 |
0.9203 |
-0.0057 |
-0.6% |
0.9203 |
| Close |
0.9272 |
0.9236 |
-0.0036 |
-0.4% |
0.9236 |
| Range |
0.0109 |
0.0097 |
-0.0012 |
-11.0% |
0.0205 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
63,907 |
55,953 |
-7,954 |
-12.4% |
318,366 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9537 |
0.9484 |
0.9289 |
|
| R3 |
0.9440 |
0.9387 |
0.9263 |
|
| R2 |
0.9343 |
0.9343 |
0.9254 |
|
| R1 |
0.9290 |
0.9290 |
0.9245 |
0.9268 |
| PP |
0.9246 |
0.9246 |
0.9246 |
0.9236 |
| S1 |
0.9193 |
0.9193 |
0.9227 |
0.9171 |
| S2 |
0.9149 |
0.9149 |
0.9218 |
|
| S3 |
0.9052 |
0.9096 |
0.9209 |
|
| S4 |
0.8955 |
0.8999 |
0.9183 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9772 |
0.9349 |
|
| R3 |
0.9692 |
0.9567 |
0.9292 |
|
| R2 |
0.9487 |
0.9487 |
0.9274 |
|
| R1 |
0.9362 |
0.9362 |
0.9255 |
0.9322 |
| PP |
0.9282 |
0.9282 |
0.9282 |
0.9263 |
| S1 |
0.9157 |
0.9157 |
0.9217 |
0.9117 |
| S2 |
0.9077 |
0.9077 |
0.9198 |
|
| S3 |
0.8872 |
0.8952 |
0.9180 |
|
| S4 |
0.8667 |
0.8747 |
0.9123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9408 |
0.9203 |
0.0205 |
2.2% |
0.0110 |
1.2% |
16% |
False |
True |
63,673 |
| 10 |
0.9408 |
0.9147 |
0.0261 |
2.8% |
0.0107 |
1.2% |
34% |
False |
False |
62,410 |
| 20 |
0.9408 |
0.8570 |
0.0838 |
9.1% |
0.0114 |
1.2% |
79% |
False |
False |
61,438 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0110 |
1.2% |
80% |
False |
False |
60,030 |
| 60 |
0.9408 |
0.8475 |
0.0933 |
10.1% |
0.0124 |
1.3% |
82% |
False |
False |
43,467 |
| 80 |
0.9408 |
0.8000 |
0.1408 |
15.2% |
0.0117 |
1.3% |
88% |
False |
False |
32,645 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.3% |
0.0109 |
1.2% |
89% |
False |
False |
26,130 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.5% |
0.0100 |
1.1% |
90% |
False |
False |
21,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9712 |
|
2.618 |
0.9554 |
|
1.618 |
0.9457 |
|
1.000 |
0.9397 |
|
0.618 |
0.9360 |
|
HIGH |
0.9300 |
|
0.618 |
0.9263 |
|
0.500 |
0.9252 |
|
0.382 |
0.9240 |
|
LOW |
0.9203 |
|
0.618 |
0.9143 |
|
1.000 |
0.9106 |
|
1.618 |
0.9046 |
|
2.618 |
0.8949 |
|
4.250 |
0.8791 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9252 |
0.9286 |
| PP |
0.9246 |
0.9269 |
| S1 |
0.9241 |
0.9253 |
|