CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9060 |
-0.0080 |
-0.9% |
0.9261 |
| High |
0.9198 |
0.9085 |
-0.0113 |
-1.2% |
0.9330 |
| Low |
0.9034 |
0.9006 |
-0.0028 |
-0.3% |
0.9072 |
| Close |
0.9051 |
0.9042 |
-0.0009 |
-0.1% |
0.9149 |
| Range |
0.0164 |
0.0079 |
-0.0085 |
-51.8% |
0.0258 |
| ATR |
0.0130 |
0.0127 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
72,556 |
75,639 |
3,083 |
4.2% |
293,910 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9241 |
0.9085 |
|
| R3 |
0.9202 |
0.9162 |
0.9064 |
|
| R2 |
0.9123 |
0.9123 |
0.9056 |
|
| R1 |
0.9083 |
0.9083 |
0.9049 |
0.9064 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9035 |
| S1 |
0.9004 |
0.9004 |
0.9035 |
0.8985 |
| S2 |
0.8965 |
0.8965 |
0.9028 |
|
| S3 |
0.8886 |
0.8925 |
0.9020 |
|
| S4 |
0.8807 |
0.8846 |
0.8999 |
|
|
| 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 |
0.9006 |
0.0261 |
2.9% |
0.0138 |
1.5% |
14% |
False |
True |
67,570 |
| 10 |
0.9330 |
0.9006 |
0.0324 |
3.6% |
0.0132 |
1.5% |
11% |
False |
True |
62,251 |
| 20 |
0.9369 |
0.8987 |
0.0382 |
4.2% |
0.0130 |
1.4% |
14% |
False |
False |
63,051 |
| 40 |
0.9408 |
0.8566 |
0.0842 |
9.3% |
0.0121 |
1.3% |
57% |
False |
False |
62,101 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0119 |
1.3% |
58% |
False |
False |
61,237 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.3% |
0.0125 |
1.4% |
61% |
False |
False |
46,869 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.6% |
0.0120 |
1.3% |
74% |
False |
False |
37,531 |
| 120 |
0.9408 |
0.7870 |
0.1538 |
17.0% |
0.0112 |
1.2% |
76% |
False |
False |
31,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9292 |
|
1.618 |
0.9213 |
|
1.000 |
0.9164 |
|
0.618 |
0.9134 |
|
HIGH |
0.9085 |
|
0.618 |
0.9055 |
|
0.500 |
0.9046 |
|
0.382 |
0.9036 |
|
LOW |
0.9006 |
|
0.618 |
0.8957 |
|
1.000 |
0.8927 |
|
1.618 |
0.8878 |
|
2.618 |
0.8799 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9046 |
0.9102 |
| PP |
0.9044 |
0.9082 |
| S1 |
0.9043 |
0.9062 |
|