CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9287 |
0.9204 |
-0.0083 |
-0.9% |
0.9095 |
| High |
0.9330 |
0.9233 |
-0.0097 |
-1.0% |
0.9293 |
| Low |
0.9199 |
0.9089 |
-0.0110 |
-1.2% |
0.8987 |
| Close |
0.9217 |
0.9105 |
-0.0112 |
-1.2% |
0.9238 |
| Range |
0.0131 |
0.0144 |
0.0013 |
9.9% |
0.0306 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.3% |
0.0000 |
| Volume |
47,350 |
61,242 |
13,892 |
29.3% |
297,806 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9574 |
0.9484 |
0.9184 |
|
| R3 |
0.9430 |
0.9340 |
0.9145 |
|
| R2 |
0.9286 |
0.9286 |
0.9131 |
|
| R1 |
0.9196 |
0.9196 |
0.9118 |
0.9169 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9129 |
| S1 |
0.9052 |
0.9052 |
0.9092 |
0.9025 |
| S2 |
0.8998 |
0.8998 |
0.9079 |
|
| S3 |
0.8854 |
0.8908 |
0.9065 |
|
| S4 |
0.8710 |
0.8764 |
0.9026 |
|
|
| 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 |
0.9089 |
0.0241 |
2.6% |
0.0126 |
1.4% |
7% |
False |
True |
56,932 |
| 10 |
0.9330 |
0.8987 |
0.0343 |
3.8% |
0.0125 |
1.4% |
34% |
False |
False |
60,374 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0122 |
1.3% |
28% |
False |
False |
62,563 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0115 |
1.3% |
65% |
False |
False |
60,383 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0121 |
1.3% |
65% |
False |
False |
56,545 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.2% |
0.0124 |
1.4% |
68% |
False |
False |
42,658 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.5% |
0.0116 |
1.3% |
78% |
False |
False |
34,154 |
| 120 |
0.9408 |
0.7762 |
0.1646 |
18.1% |
0.0110 |
1.2% |
82% |
False |
False |
28,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9845 |
|
2.618 |
0.9610 |
|
1.618 |
0.9466 |
|
1.000 |
0.9377 |
|
0.618 |
0.9322 |
|
HIGH |
0.9233 |
|
0.618 |
0.9178 |
|
0.500 |
0.9161 |
|
0.382 |
0.9144 |
|
LOW |
0.9089 |
|
0.618 |
0.9000 |
|
1.000 |
0.8945 |
|
1.618 |
0.8856 |
|
2.618 |
0.8712 |
|
4.250 |
0.8477 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9210 |
| PP |
0.9142 |
0.9175 |
| S1 |
0.9124 |
0.9140 |
|