CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9151 |
0.9140 |
-0.0011 |
-0.1% |
0.9261 |
| High |
0.9171 |
0.9198 |
0.0027 |
0.3% |
0.9330 |
| Low |
0.9013 |
0.9034 |
0.0021 |
0.2% |
0.9072 |
| Close |
0.9135 |
0.9051 |
-0.0084 |
-0.9% |
0.9149 |
| Range |
0.0158 |
0.0164 |
0.0006 |
3.8% |
0.0258 |
| ATR |
0.0128 |
0.0130 |
0.0003 |
2.0% |
0.0000 |
| Volume |
60,106 |
72,556 |
12,450 |
20.7% |
293,910 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9586 |
0.9483 |
0.9141 |
|
| R3 |
0.9422 |
0.9319 |
0.9096 |
|
| R2 |
0.9258 |
0.9258 |
0.9081 |
|
| R1 |
0.9155 |
0.9155 |
0.9066 |
0.9125 |
| PP |
0.9094 |
0.9094 |
0.9094 |
0.9079 |
| S1 |
0.8991 |
0.8991 |
0.9036 |
0.8961 |
| S2 |
0.8930 |
0.8930 |
0.9021 |
|
| S3 |
0.8766 |
0.8827 |
0.9006 |
|
| S4 |
0.8602 |
0.8663 |
0.8961 |
|
|
| 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 |
0.9267 |
0.9013 |
0.0254 |
2.8% |
0.0151 |
1.7% |
15% |
False |
False |
64,690 |
| 10 |
0.9330 |
0.8997 |
0.0333 |
3.7% |
0.0138 |
1.5% |
16% |
False |
False |
59,917 |
| 20 |
0.9369 |
0.8987 |
0.0382 |
4.2% |
0.0131 |
1.4% |
17% |
False |
False |
62,355 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0121 |
1.3% |
59% |
False |
False |
61,361 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0120 |
1.3% |
59% |
False |
False |
60,340 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.3% |
0.0125 |
1.4% |
62% |
False |
False |
45,926 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.6% |
0.0119 |
1.3% |
75% |
False |
False |
36,775 |
| 120 |
0.9408 |
0.7870 |
0.1538 |
17.0% |
0.0112 |
1.2% |
77% |
False |
False |
30,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9895 |
|
2.618 |
0.9627 |
|
1.618 |
0.9463 |
|
1.000 |
0.9362 |
|
0.618 |
0.9299 |
|
HIGH |
0.9198 |
|
0.618 |
0.9135 |
|
0.500 |
0.9116 |
|
0.382 |
0.9097 |
|
LOW |
0.9034 |
|
0.618 |
0.8933 |
|
1.000 |
0.8870 |
|
1.618 |
0.8769 |
|
2.618 |
0.8605 |
|
4.250 |
0.8337 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9140 |
| PP |
0.9094 |
0.9110 |
| S1 |
0.9073 |
0.9081 |
|