CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9032 |
0.9075 |
0.0043 |
0.5% |
0.9242 |
| High |
0.9090 |
0.9139 |
0.0049 |
0.5% |
0.9266 |
| Low |
0.9003 |
0.8997 |
-0.0006 |
-0.1% |
0.9028 |
| Close |
0.9077 |
0.9122 |
0.0045 |
0.5% |
0.9078 |
| Range |
0.0087 |
0.0142 |
0.0055 |
63.2% |
0.0238 |
| ATR |
0.0120 |
0.0121 |
0.0002 |
1.3% |
0.0000 |
| Volume |
61,117 |
52,299 |
-8,818 |
-14.4% |
341,157 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9459 |
0.9200 |
|
| R3 |
0.9370 |
0.9317 |
0.9161 |
|
| R2 |
0.9228 |
0.9228 |
0.9148 |
|
| R1 |
0.9175 |
0.9175 |
0.9135 |
0.9202 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9099 |
| S1 |
0.9033 |
0.9033 |
0.9109 |
0.9060 |
| S2 |
0.8944 |
0.8944 |
0.9096 |
|
| S3 |
0.8802 |
0.8891 |
0.9083 |
|
| S4 |
0.8660 |
0.8749 |
0.9044 |
|
|
| 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% |
0.0124 |
1.4% |
48% |
False |
False |
63,816 |
| 10 |
0.9369 |
0.8987 |
0.0382 |
4.2% |
0.0128 |
1.4% |
35% |
False |
False |
63,852 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0120 |
1.3% |
32% |
False |
False |
63,476 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0112 |
1.2% |
67% |
False |
False |
60,654 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0126 |
1.4% |
67% |
False |
False |
52,032 |
| 80 |
0.9408 |
0.8296 |
0.1112 |
12.2% |
0.0121 |
1.3% |
74% |
False |
False |
39,109 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.5% |
0.0113 |
1.2% |
81% |
False |
False |
31,312 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.7% |
0.0106 |
1.2% |
83% |
False |
False |
26,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9743 |
|
2.618 |
0.9511 |
|
1.618 |
0.9369 |
|
1.000 |
0.9281 |
|
0.618 |
0.9227 |
|
HIGH |
0.9139 |
|
0.618 |
0.9085 |
|
0.500 |
0.9068 |
|
0.382 |
0.9051 |
|
LOW |
0.8997 |
|
0.618 |
0.8909 |
|
1.000 |
0.8855 |
|
1.618 |
0.8767 |
|
2.618 |
0.8625 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9104 |
0.9102 |
| PP |
0.9086 |
0.9083 |
| S1 |
0.9068 |
0.9063 |
|