CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9261 |
0.9287 |
0.0026 |
0.3% |
0.9095 |
| High |
0.9323 |
0.9330 |
0.0007 |
0.1% |
0.9293 |
| Low |
0.9238 |
0.9199 |
-0.0039 |
-0.4% |
0.8987 |
| Close |
0.9283 |
0.9217 |
-0.0066 |
-0.7% |
0.9238 |
| Range |
0.0085 |
0.0131 |
0.0046 |
54.1% |
0.0306 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.6% |
0.0000 |
| Volume |
55,768 |
47,350 |
-8,418 |
-15.1% |
297,806 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9642 |
0.9560 |
0.9289 |
|
| R3 |
0.9511 |
0.9429 |
0.9253 |
|
| R2 |
0.9380 |
0.9380 |
0.9241 |
|
| R1 |
0.9298 |
0.9298 |
0.9229 |
0.9274 |
| PP |
0.9249 |
0.9249 |
0.9249 |
0.9236 |
| S1 |
0.9167 |
0.9167 |
0.9205 |
0.9143 |
| S2 |
0.9118 |
0.9118 |
0.9193 |
|
| S3 |
0.8987 |
0.9036 |
0.9181 |
|
| S4 |
0.8856 |
0.8905 |
0.9145 |
|
|
| 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 |
0.9330 |
0.8997 |
0.0333 |
3.6% |
0.0125 |
1.4% |
66% |
True |
False |
55,143 |
| 10 |
0.9330 |
0.8987 |
0.0343 |
3.7% |
0.0130 |
1.4% |
67% |
True |
False |
61,798 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0120 |
1.3% |
55% |
False |
False |
62,864 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0116 |
1.3% |
78% |
False |
False |
60,383 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0123 |
1.3% |
78% |
False |
False |
55,660 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.1% |
0.0123 |
1.3% |
80% |
False |
False |
41,894 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.3% |
0.0115 |
1.2% |
86% |
False |
False |
33,543 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.5% |
0.0109 |
1.2% |
89% |
False |
False |
27,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9887 |
|
2.618 |
0.9673 |
|
1.618 |
0.9542 |
|
1.000 |
0.9461 |
|
0.618 |
0.9411 |
|
HIGH |
0.9330 |
|
0.618 |
0.9280 |
|
0.500 |
0.9265 |
|
0.382 |
0.9249 |
|
LOW |
0.9199 |
|
0.618 |
0.9118 |
|
1.000 |
0.9068 |
|
1.618 |
0.8987 |
|
2.618 |
0.8856 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9265 |
0.9234 |
| PP |
0.9249 |
0.9228 |
| S1 |
0.9233 |
0.9223 |
|