CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9112 |
-0.0092 |
-1.0% |
0.9095 |
| High |
0.9233 |
0.9235 |
0.0002 |
0.0% |
0.9293 |
| Low |
0.9089 |
0.9072 |
-0.0017 |
-0.2% |
0.8987 |
| Close |
0.9105 |
0.9223 |
0.0118 |
1.3% |
0.9238 |
| Range |
0.0144 |
0.0163 |
0.0019 |
13.2% |
0.0306 |
| ATR |
0.0123 |
0.0126 |
0.0003 |
2.3% |
0.0000 |
| Volume |
61,242 |
65,189 |
3,947 |
6.4% |
297,806 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9666 |
0.9607 |
0.9313 |
|
| R3 |
0.9503 |
0.9444 |
0.9268 |
|
| R2 |
0.9340 |
0.9340 |
0.9253 |
|
| R1 |
0.9281 |
0.9281 |
0.9238 |
0.9311 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9191 |
| S1 |
0.9118 |
0.9118 |
0.9208 |
0.9148 |
| S2 |
0.9014 |
0.9014 |
0.9193 |
|
| S3 |
0.8851 |
0.8955 |
0.9178 |
|
| S4 |
0.8688 |
0.8792 |
0.9133 |
|
|
| 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 |
0.9072 |
0.0258 |
2.8% |
0.0136 |
1.5% |
59% |
False |
True |
56,986 |
| 10 |
0.9330 |
0.8987 |
0.0343 |
3.7% |
0.0131 |
1.4% |
69% |
False |
False |
59,329 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0125 |
1.4% |
56% |
False |
False |
62,364 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0116 |
1.3% |
79% |
False |
False |
60,614 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0121 |
1.3% |
79% |
False |
False |
57,551 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.1% |
0.0125 |
1.4% |
80% |
False |
False |
43,471 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.3% |
0.0117 |
1.3% |
87% |
False |
False |
34,806 |
| 120 |
0.9408 |
0.7762 |
0.1646 |
17.8% |
0.0110 |
1.2% |
89% |
False |
False |
29,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9928 |
|
2.618 |
0.9662 |
|
1.618 |
0.9499 |
|
1.000 |
0.9398 |
|
0.618 |
0.9336 |
|
HIGH |
0.9235 |
|
0.618 |
0.9173 |
|
0.500 |
0.9154 |
|
0.382 |
0.9134 |
|
LOW |
0.9072 |
|
0.618 |
0.8971 |
|
1.000 |
0.8909 |
|
1.618 |
0.8808 |
|
2.618 |
0.8645 |
|
4.250 |
0.8379 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9200 |
0.9216 |
| PP |
0.9177 |
0.9208 |
| S1 |
0.9154 |
0.9201 |
|