CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9053 |
-0.0007 |
-0.1% |
0.9261 |
| High |
0.9085 |
0.9118 |
0.0033 |
0.4% |
0.9330 |
| Low |
0.9006 |
0.9029 |
0.0023 |
0.3% |
0.9072 |
| Close |
0.9042 |
0.9060 |
0.0018 |
0.2% |
0.9149 |
| Range |
0.0079 |
0.0089 |
0.0010 |
12.7% |
0.0258 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
75,639 |
65,884 |
-9,755 |
-12.9% |
293,910 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9336 |
0.9287 |
0.9109 |
|
| R3 |
0.9247 |
0.9198 |
0.9084 |
|
| R2 |
0.9158 |
0.9158 |
0.9076 |
|
| R1 |
0.9109 |
0.9109 |
0.9068 |
0.9134 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9081 |
| S1 |
0.9020 |
0.9020 |
0.9052 |
0.9045 |
| S2 |
0.8980 |
0.8980 |
0.9044 |
|
| S3 |
0.8891 |
0.8931 |
0.9036 |
|
| S4 |
0.8802 |
0.8842 |
0.9011 |
|
|
| 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% |
0.0123 |
1.4% |
21% |
False |
False |
67,709 |
| 10 |
0.9330 |
0.9006 |
0.0324 |
3.6% |
0.0129 |
1.4% |
17% |
False |
False |
62,347 |
| 20 |
0.9330 |
0.8987 |
0.0343 |
3.8% |
0.0129 |
1.4% |
21% |
False |
False |
63,150 |
| 40 |
0.9408 |
0.8566 |
0.0842 |
9.3% |
0.0121 |
1.3% |
59% |
False |
False |
62,164 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0118 |
1.3% |
60% |
False |
False |
61,373 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.3% |
0.0125 |
1.4% |
63% |
False |
False |
47,691 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.5% |
0.0120 |
1.3% |
75% |
False |
False |
38,188 |
| 120 |
0.9408 |
0.7875 |
0.1533 |
16.9% |
0.0113 |
1.2% |
77% |
False |
False |
31,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9496 |
|
2.618 |
0.9351 |
|
1.618 |
0.9262 |
|
1.000 |
0.9207 |
|
0.618 |
0.9173 |
|
HIGH |
0.9118 |
|
0.618 |
0.9084 |
|
0.500 |
0.9074 |
|
0.382 |
0.9063 |
|
LOW |
0.9029 |
|
0.618 |
0.8974 |
|
1.000 |
0.8940 |
|
1.618 |
0.8885 |
|
2.618 |
0.8796 |
|
4.250 |
0.8651 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9074 |
0.9102 |
| PP |
0.9069 |
0.9088 |
| S1 |
0.9065 |
0.9074 |
|