CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9095 |
-0.0100 |
-1.1% |
0.9242 |
| High |
0.9249 |
0.9100 |
-0.0149 |
-1.6% |
0.9266 |
| Low |
0.9072 |
0.8987 |
-0.0085 |
-0.9% |
0.9028 |
| Close |
0.9078 |
0.9047 |
-0.0031 |
-0.3% |
0.9078 |
| Range |
0.0177 |
0.0113 |
-0.0064 |
-36.2% |
0.0238 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
65,935 |
64,088 |
-1,847 |
-2.8% |
341,157 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9384 |
0.9328 |
0.9109 |
|
| R3 |
0.9271 |
0.9215 |
0.9078 |
|
| R2 |
0.9158 |
0.9158 |
0.9068 |
|
| R1 |
0.9102 |
0.9102 |
0.9057 |
0.9074 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9030 |
| S1 |
0.8989 |
0.8989 |
0.9037 |
0.8961 |
| S2 |
0.8932 |
0.8932 |
0.9026 |
|
| S3 |
0.8819 |
0.8876 |
0.9016 |
|
| S4 |
0.8706 |
0.8763 |
0.8985 |
|
|
| 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 |
0.8987 |
0.0279 |
3.1% |
0.0147 |
1.6% |
22% |
False |
True |
66,816 |
| 10 |
0.9408 |
0.8987 |
0.0421 |
4.7% |
0.0127 |
1.4% |
14% |
False |
True |
64,748 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.7% |
0.0121 |
1.3% |
14% |
False |
True |
64,001 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0112 |
1.2% |
59% |
False |
False |
61,182 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0126 |
1.4% |
59% |
False |
False |
50,177 |
| 80 |
0.9408 |
0.8175 |
0.1233 |
13.6% |
0.0120 |
1.3% |
71% |
False |
False |
37,698 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.7% |
0.0112 |
1.2% |
76% |
False |
False |
30,178 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.9% |
0.0105 |
1.2% |
79% |
False |
False |
25,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9396 |
|
1.618 |
0.9283 |
|
1.000 |
0.9213 |
|
0.618 |
0.9170 |
|
HIGH |
0.9100 |
|
0.618 |
0.9057 |
|
0.500 |
0.9044 |
|
0.382 |
0.9030 |
|
LOW |
0.8987 |
|
0.618 |
0.8917 |
|
1.000 |
0.8874 |
|
1.618 |
0.8804 |
|
2.618 |
0.8691 |
|
4.250 |
0.8507 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9046 |
0.9127 |
| PP |
0.9045 |
0.9100 |
| S1 |
0.9044 |
0.9074 |
|