CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9193 |
0.9072 |
-0.0121 |
-1.3% |
0.9285 |
| High |
0.9205 |
0.9219 |
0.0014 |
0.2% |
0.9408 |
| Low |
0.9052 |
0.9028 |
-0.0024 |
-0.3% |
0.9203 |
| Close |
0.9078 |
0.9196 |
0.0118 |
1.3% |
0.9236 |
| Range |
0.0153 |
0.0191 |
0.0038 |
24.8% |
0.0205 |
| ATR |
0.0115 |
0.0120 |
0.0005 |
4.8% |
0.0000 |
| Volume |
52,939 |
75,481 |
22,542 |
42.6% |
318,366 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9649 |
0.9301 |
|
| R3 |
0.9530 |
0.9458 |
0.9249 |
|
| R2 |
0.9339 |
0.9339 |
0.9231 |
|
| R1 |
0.9267 |
0.9267 |
0.9214 |
0.9303 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9166 |
| S1 |
0.9076 |
0.9076 |
0.9178 |
0.9112 |
| S2 |
0.8957 |
0.8957 |
0.9161 |
|
| S3 |
0.8766 |
0.8885 |
0.9143 |
|
| S4 |
0.8575 |
0.8694 |
0.9091 |
|
|
| 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 |
0.9369 |
0.9028 |
0.0341 |
3.7% |
0.0133 |
1.4% |
49% |
False |
True |
63,888 |
| 10 |
0.9408 |
0.9028 |
0.0380 |
4.1% |
0.0118 |
1.3% |
44% |
False |
True |
64,752 |
| 20 |
0.9408 |
0.8911 |
0.0497 |
5.4% |
0.0114 |
1.2% |
57% |
False |
False |
63,048 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0111 |
1.2% |
76% |
False |
False |
60,296 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0126 |
1.4% |
76% |
False |
False |
46,780 |
| 80 |
0.9408 |
0.8035 |
0.1373 |
14.9% |
0.0118 |
1.3% |
85% |
False |
False |
35,136 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.4% |
0.0111 |
1.2% |
86% |
False |
False |
28,124 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.6% |
0.0102 |
1.1% |
88% |
False |
False |
23,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0031 |
|
2.618 |
0.9719 |
|
1.618 |
0.9528 |
|
1.000 |
0.9410 |
|
0.618 |
0.9337 |
|
HIGH |
0.9219 |
|
0.618 |
0.9146 |
|
0.500 |
0.9124 |
|
0.382 |
0.9101 |
|
LOW |
0.9028 |
|
0.618 |
0.8910 |
|
1.000 |
0.8837 |
|
1.618 |
0.8719 |
|
2.618 |
0.8528 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9172 |
0.9179 |
| PP |
0.9148 |
0.9162 |
| S1 |
0.9124 |
0.9146 |
|