CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9207 |
0.9264 |
0.0057 |
0.6% |
0.9151 |
| High |
0.9370 |
0.9308 |
-0.0062 |
-0.7% |
0.9240 |
| Low |
0.9198 |
0.9228 |
0.0030 |
0.3% |
0.9006 |
| Close |
0.9252 |
0.9250 |
-0.0002 |
0.0% |
0.9210 |
| Range |
0.0172 |
0.0080 |
-0.0092 |
-53.5% |
0.0234 |
| ATR |
0.0131 |
0.0128 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
85,363 |
103,535 |
18,172 |
21.3% |
338,354 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9502 |
0.9456 |
0.9294 |
|
| R3 |
0.9422 |
0.9376 |
0.9272 |
|
| R2 |
0.9342 |
0.9342 |
0.9265 |
|
| R1 |
0.9296 |
0.9296 |
0.9257 |
0.9279 |
| PP |
0.9262 |
0.9262 |
0.9262 |
0.9254 |
| S1 |
0.9216 |
0.9216 |
0.9243 |
0.9199 |
| S2 |
0.9182 |
0.9182 |
0.9235 |
|
| S3 |
0.9102 |
0.9136 |
0.9228 |
|
| S4 |
0.9022 |
0.9056 |
0.9206 |
|
|
| 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 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0120 |
1.3% |
67% |
False |
False |
78,918 |
| 10 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0135 |
1.5% |
67% |
False |
False |
71,804 |
| 20 |
0.9370 |
0.8987 |
0.0383 |
4.1% |
0.0132 |
1.4% |
69% |
False |
False |
66,801 |
| 40 |
0.9408 |
0.8814 |
0.0594 |
6.4% |
0.0123 |
1.3% |
73% |
False |
False |
64,863 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0117 |
1.3% |
82% |
False |
False |
62,033 |
| 80 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0126 |
1.4% |
82% |
False |
False |
50,845 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.2% |
0.0120 |
1.3% |
89% |
False |
False |
40,716 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.3% |
0.0114 |
1.2% |
90% |
False |
False |
33,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9648 |
|
2.618 |
0.9517 |
|
1.618 |
0.9437 |
|
1.000 |
0.9388 |
|
0.618 |
0.9357 |
|
HIGH |
0.9308 |
|
0.618 |
0.9277 |
|
0.500 |
0.9268 |
|
0.382 |
0.9259 |
|
LOW |
0.9228 |
|
0.618 |
0.9179 |
|
1.000 |
0.9148 |
|
1.618 |
0.9099 |
|
2.618 |
0.9019 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9268 |
0.9238 |
| PP |
0.9262 |
0.9227 |
| S1 |
0.9256 |
0.9215 |
|