CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9053 |
0.9071 |
0.0018 |
0.2% |
0.9151 |
| High |
0.9118 |
0.9240 |
0.0122 |
1.3% |
0.9240 |
| Low |
0.9029 |
0.9060 |
0.0031 |
0.3% |
0.9006 |
| Close |
0.9060 |
0.9210 |
0.0150 |
1.7% |
0.9210 |
| Range |
0.0089 |
0.0180 |
0.0091 |
102.2% |
0.0234 |
| ATR |
0.0124 |
0.0128 |
0.0004 |
3.2% |
0.0000 |
| Volume |
65,884 |
64,169 |
-1,715 |
-2.6% |
338,354 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9640 |
0.9309 |
|
| R3 |
0.9530 |
0.9460 |
0.9260 |
|
| R2 |
0.9350 |
0.9350 |
0.9243 |
|
| R1 |
0.9280 |
0.9280 |
0.9227 |
0.9315 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9188 |
| S1 |
0.9100 |
0.9100 |
0.9194 |
0.9135 |
| S2 |
0.8990 |
0.8990 |
0.9177 |
|
| S3 |
0.8810 |
0.8920 |
0.9161 |
|
| S4 |
0.8630 |
0.8740 |
0.9111 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9854 |
0.9766 |
0.9339 |
|
| R3 |
0.9620 |
0.9532 |
0.9274 |
|
| R2 |
0.9386 |
0.9386 |
0.9253 |
|
| R1 |
0.9298 |
0.9298 |
0.9231 |
0.9342 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9174 |
| S1 |
0.9064 |
0.9064 |
0.9189 |
0.9108 |
| S2 |
0.8918 |
0.8918 |
0.9167 |
|
| S3 |
0.8684 |
0.8830 |
0.9146 |
|
| S4 |
0.8450 |
0.8596 |
0.9081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9240 |
0.9006 |
0.0234 |
2.5% |
0.0134 |
1.5% |
87% |
True |
False |
67,670 |
| 10 |
0.9330 |
0.9006 |
0.0324 |
3.5% |
0.0132 |
1.4% |
63% |
False |
False |
63,226 |
| 20 |
0.9330 |
0.8987 |
0.0343 |
3.7% |
0.0133 |
1.4% |
65% |
False |
False |
63,561 |
| 40 |
0.9408 |
0.8570 |
0.0838 |
9.1% |
0.0124 |
1.3% |
76% |
False |
False |
62,500 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0118 |
1.3% |
77% |
False |
False |
61,207 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.1% |
0.0126 |
1.4% |
79% |
False |
False |
48,490 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.3% |
0.0120 |
1.3% |
86% |
False |
False |
38,828 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.4% |
0.0113 |
1.2% |
87% |
False |
False |
32,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0005 |
|
2.618 |
0.9711 |
|
1.618 |
0.9531 |
|
1.000 |
0.9420 |
|
0.618 |
0.9351 |
|
HIGH |
0.9240 |
|
0.618 |
0.9171 |
|
0.500 |
0.9150 |
|
0.382 |
0.9129 |
|
LOW |
0.9060 |
|
0.618 |
0.8949 |
|
1.000 |
0.8880 |
|
1.618 |
0.8769 |
|
2.618 |
0.8589 |
|
4.250 |
0.8295 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9190 |
0.9181 |
| PP |
0.9170 |
0.9152 |
| S1 |
0.9150 |
0.9123 |
|