CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9195 |
0.0083 |
0.9% |
0.9261 |
| High |
0.9235 |
0.9267 |
0.0032 |
0.3% |
0.9330 |
| Low |
0.9072 |
0.9142 |
0.0070 |
0.8% |
0.9072 |
| Close |
0.9223 |
0.9149 |
-0.0074 |
-0.8% |
0.9149 |
| Range |
0.0163 |
0.0125 |
-0.0038 |
-23.3% |
0.0258 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
65,189 |
64,361 |
-828 |
-1.3% |
293,910 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9480 |
0.9218 |
|
| R3 |
0.9436 |
0.9355 |
0.9183 |
|
| R2 |
0.9311 |
0.9311 |
0.9172 |
|
| R1 |
0.9230 |
0.9230 |
0.9160 |
0.9208 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9175 |
| S1 |
0.9105 |
0.9105 |
0.9138 |
0.9083 |
| S2 |
0.9061 |
0.9061 |
0.9126 |
|
| S3 |
0.8936 |
0.8980 |
0.9115 |
|
| S4 |
0.8811 |
0.8855 |
0.9080 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9811 |
0.9291 |
|
| R3 |
0.9700 |
0.9553 |
0.9220 |
|
| R2 |
0.9442 |
0.9442 |
0.9196 |
|
| R1 |
0.9295 |
0.9295 |
0.9173 |
0.9240 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9156 |
| S1 |
0.9037 |
0.9037 |
0.9125 |
0.8982 |
| S2 |
0.8926 |
0.8926 |
0.9102 |
|
| S3 |
0.8668 |
0.8779 |
0.9078 |
|
| S4 |
0.8410 |
0.8521 |
0.9007 |
|
|
| 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% |
0.0130 |
1.4% |
30% |
False |
False |
58,782 |
| 10 |
0.9330 |
0.8987 |
0.0343 |
3.7% |
0.0126 |
1.4% |
47% |
False |
False |
59,171 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0127 |
1.4% |
38% |
False |
False |
62,561 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0118 |
1.3% |
71% |
False |
False |
60,853 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0120 |
1.3% |
71% |
False |
False |
58,533 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.2% |
0.0125 |
1.4% |
72% |
False |
False |
44,273 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.4% |
0.0118 |
1.3% |
82% |
False |
False |
35,449 |
| 120 |
0.9408 |
0.7762 |
0.1646 |
18.0% |
0.0111 |
1.2% |
84% |
False |
False |
29,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9798 |
|
2.618 |
0.9594 |
|
1.618 |
0.9469 |
|
1.000 |
0.9392 |
|
0.618 |
0.9344 |
|
HIGH |
0.9267 |
|
0.618 |
0.9219 |
|
0.500 |
0.9205 |
|
0.382 |
0.9190 |
|
LOW |
0.9142 |
|
0.618 |
0.9065 |
|
1.000 |
0.9017 |
|
1.618 |
0.8940 |
|
2.618 |
0.8815 |
|
4.250 |
0.8611 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9205 |
0.9170 |
| PP |
0.9186 |
0.9163 |
| S1 |
0.9168 |
0.9156 |
|