CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9187 |
0.9195 |
0.0008 |
0.1% |
0.9242 |
| High |
0.9266 |
0.9249 |
-0.0017 |
-0.2% |
0.9266 |
| Low |
0.9165 |
0.9072 |
-0.0093 |
-1.0% |
0.9028 |
| Close |
0.9179 |
0.9078 |
-0.0101 |
-1.1% |
0.9078 |
| Range |
0.0101 |
0.0177 |
0.0076 |
75.2% |
0.0238 |
| ATR |
0.0119 |
0.0123 |
0.0004 |
3.5% |
0.0000 |
| Volume |
75,641 |
65,935 |
-9,706 |
-12.8% |
341,157 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9664 |
0.9548 |
0.9175 |
|
| R3 |
0.9487 |
0.9371 |
0.9127 |
|
| R2 |
0.9310 |
0.9310 |
0.9110 |
|
| R1 |
0.9194 |
0.9194 |
0.9094 |
0.9164 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9118 |
| S1 |
0.9017 |
0.9017 |
0.9062 |
0.8987 |
| S2 |
0.8956 |
0.8956 |
0.9046 |
|
| S3 |
0.8779 |
0.8840 |
0.9029 |
|
| S4 |
0.8602 |
0.8663 |
0.8981 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9696 |
0.9209 |
|
| R3 |
0.9600 |
0.9458 |
0.9143 |
|
| R2 |
0.9362 |
0.9362 |
0.9122 |
|
| R1 |
0.9220 |
0.9220 |
0.9100 |
0.9172 |
| PP |
0.9124 |
0.9124 |
0.9124 |
0.9100 |
| S1 |
0.8982 |
0.8982 |
0.9056 |
0.8934 |
| S2 |
0.8886 |
0.8886 |
0.9034 |
|
| S3 |
0.8648 |
0.8744 |
0.9013 |
|
| S4 |
0.8410 |
0.8506 |
0.8947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9266 |
0.9028 |
0.0238 |
2.6% |
0.0147 |
1.6% |
21% |
False |
False |
68,231 |
| 10 |
0.9408 |
0.9028 |
0.0380 |
4.2% |
0.0128 |
1.4% |
13% |
False |
False |
65,952 |
| 20 |
0.9408 |
0.8964 |
0.0444 |
4.9% |
0.0120 |
1.3% |
26% |
False |
False |
63,338 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0113 |
1.2% |
62% |
False |
False |
60,694 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0126 |
1.4% |
62% |
False |
False |
49,121 |
| 80 |
0.9408 |
0.8175 |
0.1233 |
13.6% |
0.0120 |
1.3% |
73% |
False |
False |
36,898 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.6% |
0.0112 |
1.2% |
78% |
False |
False |
29,538 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.8% |
0.0104 |
1.1% |
81% |
False |
False |
24,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0001 |
|
2.618 |
0.9712 |
|
1.618 |
0.9535 |
|
1.000 |
0.9426 |
|
0.618 |
0.9358 |
|
HIGH |
0.9249 |
|
0.618 |
0.9181 |
|
0.500 |
0.9161 |
|
0.382 |
0.9140 |
|
LOW |
0.9072 |
|
0.618 |
0.8963 |
|
1.000 |
0.8895 |
|
1.618 |
0.8786 |
|
2.618 |
0.8609 |
|
4.250 |
0.8320 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9147 |
| PP |
0.9133 |
0.9124 |
| S1 |
0.9106 |
0.9101 |
|