CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9075 |
0.9132 |
0.0057 |
0.6% |
0.9242 |
| High |
0.9139 |
0.9206 |
0.0067 |
0.7% |
0.9266 |
| Low |
0.8997 |
0.9094 |
0.0097 |
1.1% |
0.9028 |
| Close |
0.9122 |
0.9186 |
0.0064 |
0.7% |
0.9078 |
| Range |
0.0142 |
0.0112 |
-0.0030 |
-21.1% |
0.0238 |
| ATR |
0.0121 |
0.0121 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
52,299 |
64,919 |
12,620 |
24.1% |
341,157 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9498 |
0.9454 |
0.9248 |
|
| R3 |
0.9386 |
0.9342 |
0.9217 |
|
| R2 |
0.9274 |
0.9274 |
0.9207 |
|
| R1 |
0.9230 |
0.9230 |
0.9196 |
0.9252 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9173 |
| S1 |
0.9118 |
0.9118 |
0.9176 |
0.9140 |
| S2 |
0.9050 |
0.9050 |
0.9165 |
|
| S3 |
0.8938 |
0.9006 |
0.9155 |
|
| S4 |
0.8826 |
0.8894 |
0.9124 |
|
|
| 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 |
0.9249 |
0.8987 |
0.0262 |
2.9% |
0.0126 |
1.4% |
76% |
False |
False |
61,671 |
| 10 |
0.9300 |
0.8987 |
0.0313 |
3.4% |
0.0129 |
1.4% |
64% |
False |
False |
63,953 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0118 |
1.3% |
47% |
False |
False |
63,700 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0113 |
1.2% |
75% |
False |
False |
60,628 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0125 |
1.4% |
75% |
False |
False |
53,101 |
| 80 |
0.9408 |
0.8357 |
0.1051 |
11.4% |
0.0122 |
1.3% |
79% |
False |
False |
39,920 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.4% |
0.0113 |
1.2% |
85% |
False |
False |
31,960 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.6% |
0.0106 |
1.2% |
87% |
False |
False |
26,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9682 |
|
2.618 |
0.9499 |
|
1.618 |
0.9387 |
|
1.000 |
0.9318 |
|
0.618 |
0.9275 |
|
HIGH |
0.9206 |
|
0.618 |
0.9163 |
|
0.500 |
0.9150 |
|
0.382 |
0.9137 |
|
LOW |
0.9094 |
|
0.618 |
0.9025 |
|
1.000 |
0.8982 |
|
1.618 |
0.8913 |
|
2.618 |
0.8801 |
|
4.250 |
0.8618 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9174 |
0.9158 |
| PP |
0.9162 |
0.9130 |
| S1 |
0.9150 |
0.9102 |
|