CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9193 |
0.9261 |
0.0068 |
0.7% |
0.9095 |
| High |
0.9293 |
0.9323 |
0.0030 |
0.3% |
0.9293 |
| Low |
0.9137 |
0.9238 |
0.0101 |
1.1% |
0.8987 |
| Close |
0.9238 |
0.9283 |
0.0045 |
0.5% |
0.9238 |
| Range |
0.0156 |
0.0085 |
-0.0071 |
-45.5% |
0.0306 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
55,383 |
55,768 |
385 |
0.7% |
297,806 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9495 |
0.9330 |
|
| R3 |
0.9451 |
0.9410 |
0.9306 |
|
| R2 |
0.9366 |
0.9366 |
0.9299 |
|
| R1 |
0.9325 |
0.9325 |
0.9291 |
0.9346 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9292 |
| S1 |
0.9240 |
0.9240 |
0.9275 |
0.9261 |
| S2 |
0.9196 |
0.9196 |
0.9267 |
|
| S3 |
0.9111 |
0.9155 |
0.9260 |
|
| S4 |
0.9026 |
0.9070 |
0.9236 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0091 |
0.9970 |
0.9406 |
|
| R3 |
0.9785 |
0.9664 |
0.9322 |
|
| R2 |
0.9479 |
0.9479 |
0.9294 |
|
| R1 |
0.9358 |
0.9358 |
0.9266 |
0.9419 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9203 |
| S1 |
0.9052 |
0.9052 |
0.9210 |
0.9113 |
| S2 |
0.8867 |
0.8867 |
0.9182 |
|
| S3 |
0.8561 |
0.8746 |
0.9154 |
|
| S4 |
0.8255 |
0.8440 |
0.9070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9323 |
0.8997 |
0.0326 |
3.5% |
0.0116 |
1.3% |
88% |
True |
False |
57,897 |
| 10 |
0.9323 |
0.8987 |
0.0336 |
3.6% |
0.0132 |
1.4% |
88% |
True |
False |
62,357 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.5% |
0.0120 |
1.3% |
70% |
False |
False |
63,047 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0115 |
1.2% |
86% |
False |
False |
60,318 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0124 |
1.3% |
86% |
False |
False |
54,910 |
| 80 |
0.9408 |
0.8435 |
0.0973 |
10.5% |
0.0123 |
1.3% |
87% |
False |
False |
41,305 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.2% |
0.0114 |
1.2% |
91% |
False |
False |
33,070 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.4% |
0.0108 |
1.2% |
93% |
False |
False |
27,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9684 |
|
2.618 |
0.9546 |
|
1.618 |
0.9461 |
|
1.000 |
0.9408 |
|
0.618 |
0.9376 |
|
HIGH |
0.9323 |
|
0.618 |
0.9291 |
|
0.500 |
0.9281 |
|
0.382 |
0.9270 |
|
LOW |
0.9238 |
|
0.618 |
0.9185 |
|
1.000 |
0.9153 |
|
1.618 |
0.9100 |
|
2.618 |
0.9015 |
|
4.250 |
0.8877 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9282 |
0.9258 |
| PP |
0.9281 |
0.9233 |
| S1 |
0.9281 |
0.9209 |
|