CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9151 |
-0.0044 |
-0.5% |
0.9261 |
| High |
0.9267 |
0.9171 |
-0.0096 |
-1.0% |
0.9330 |
| Low |
0.9142 |
0.9013 |
-0.0129 |
-1.4% |
0.9072 |
| Close |
0.9149 |
0.9135 |
-0.0014 |
-0.2% |
0.9149 |
| Range |
0.0125 |
0.0158 |
0.0033 |
26.4% |
0.0258 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.8% |
0.0000 |
| Volume |
64,361 |
60,106 |
-4,255 |
-6.6% |
293,910 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9516 |
0.9222 |
|
| R3 |
0.9422 |
0.9358 |
0.9178 |
|
| R2 |
0.9264 |
0.9264 |
0.9164 |
|
| R1 |
0.9200 |
0.9200 |
0.9149 |
0.9153 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9083 |
| S1 |
0.9042 |
0.9042 |
0.9121 |
0.8995 |
| S2 |
0.8948 |
0.8948 |
0.9106 |
|
| S3 |
0.8790 |
0.8884 |
0.9092 |
|
| S4 |
0.8632 |
0.8726 |
0.9048 |
|
|
| 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 |
0.9013 |
0.0317 |
3.5% |
0.0144 |
1.6% |
38% |
False |
True |
59,649 |
| 10 |
0.9330 |
0.8997 |
0.0333 |
3.6% |
0.0130 |
1.4% |
41% |
False |
False |
58,773 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0128 |
1.4% |
35% |
False |
False |
61,761 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0120 |
1.3% |
69% |
False |
False |
60,985 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0120 |
1.3% |
69% |
False |
False |
59,334 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.2% |
0.0125 |
1.4% |
71% |
False |
False |
45,020 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.4% |
0.0118 |
1.3% |
81% |
False |
False |
36,050 |
| 120 |
0.9408 |
0.7870 |
0.1538 |
16.8% |
0.0111 |
1.2% |
82% |
False |
False |
30,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9843 |
|
2.618 |
0.9585 |
|
1.618 |
0.9427 |
|
1.000 |
0.9329 |
|
0.618 |
0.9269 |
|
HIGH |
0.9171 |
|
0.618 |
0.9111 |
|
0.500 |
0.9092 |
|
0.382 |
0.9073 |
|
LOW |
0.9013 |
|
0.618 |
0.8915 |
|
1.000 |
0.8855 |
|
1.618 |
0.8757 |
|
2.618 |
0.8599 |
|
4.250 |
0.8342 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9140 |
| PP |
0.9106 |
0.9138 |
| S1 |
0.9092 |
0.9137 |
|