CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9281 |
0.9242 |
-0.0039 |
-0.4% |
0.9285 |
| High |
0.9300 |
0.9263 |
-0.0037 |
-0.4% |
0.9408 |
| Low |
0.9203 |
0.9150 |
-0.0053 |
-0.6% |
0.9203 |
| Close |
0.9236 |
0.9177 |
-0.0059 |
-0.6% |
0.9236 |
| Range |
0.0097 |
0.0113 |
0.0016 |
16.5% |
0.0205 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.1% |
0.0000 |
| Volume |
55,953 |
71,161 |
15,208 |
27.2% |
318,366 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9469 |
0.9239 |
|
| R3 |
0.9423 |
0.9356 |
0.9208 |
|
| R2 |
0.9310 |
0.9310 |
0.9198 |
|
| R1 |
0.9243 |
0.9243 |
0.9187 |
0.9220 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9185 |
| S1 |
0.9130 |
0.9130 |
0.9167 |
0.9107 |
| S2 |
0.9084 |
0.9084 |
0.9156 |
|
| S3 |
0.8971 |
0.9017 |
0.9146 |
|
| S4 |
0.8858 |
0.8904 |
0.9115 |
|
|
| 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 |
0.9150 |
0.0258 |
2.8% |
0.0106 |
1.2% |
10% |
False |
True |
62,680 |
| 10 |
0.9408 |
0.9147 |
0.0261 |
2.8% |
0.0109 |
1.2% |
11% |
False |
False |
63,738 |
| 20 |
0.9408 |
0.8672 |
0.0736 |
8.0% |
0.0114 |
1.2% |
69% |
False |
False |
62,957 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0109 |
1.2% |
74% |
False |
False |
60,127 |
| 60 |
0.9408 |
0.8475 |
0.0933 |
10.2% |
0.0124 |
1.4% |
75% |
False |
False |
44,650 |
| 80 |
0.9408 |
0.8000 |
0.1408 |
15.3% |
0.0117 |
1.3% |
84% |
False |
False |
33,534 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.4% |
0.0109 |
1.2% |
85% |
False |
False |
26,840 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.6% |
0.0100 |
1.1% |
86% |
False |
False |
22,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9743 |
|
2.618 |
0.9559 |
|
1.618 |
0.9446 |
|
1.000 |
0.9376 |
|
0.618 |
0.9333 |
|
HIGH |
0.9263 |
|
0.618 |
0.9220 |
|
0.500 |
0.9207 |
|
0.382 |
0.9193 |
|
LOW |
0.9150 |
|
0.618 |
0.9080 |
|
1.000 |
0.9037 |
|
1.618 |
0.8967 |
|
2.618 |
0.8854 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9207 |
0.9260 |
| PP |
0.9197 |
0.9232 |
| S1 |
0.9187 |
0.9205 |
|