CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9264 |
0.9268 |
0.0004 |
0.0% |
0.9151 |
| High |
0.9308 |
0.9285 |
-0.0023 |
-0.2% |
0.9240 |
| Low |
0.9228 |
0.9189 |
-0.0039 |
-0.4% |
0.9006 |
| Close |
0.9250 |
0.9269 |
0.0019 |
0.2% |
0.9210 |
| Range |
0.0080 |
0.0096 |
0.0016 |
20.0% |
0.0234 |
| ATR |
0.0128 |
0.0125 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
103,535 |
69,183 |
-34,352 |
-33.2% |
338,354 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9498 |
0.9322 |
|
| R3 |
0.9440 |
0.9402 |
0.9295 |
|
| R2 |
0.9344 |
0.9344 |
0.9287 |
|
| R1 |
0.9306 |
0.9306 |
0.9278 |
0.9325 |
| PP |
0.9248 |
0.9248 |
0.9248 |
0.9257 |
| S1 |
0.9210 |
0.9210 |
0.9260 |
0.9229 |
| S2 |
0.9152 |
0.9152 |
0.9251 |
|
| S3 |
0.9056 |
0.9114 |
0.9243 |
|
| S4 |
0.8960 |
0.9018 |
0.9216 |
|
|
| 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 |
0.9029 |
0.0341 |
3.7% |
0.0123 |
1.3% |
70% |
False |
False |
77,626 |
| 10 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0131 |
1.4% |
72% |
False |
False |
72,598 |
| 20 |
0.9370 |
0.8987 |
0.0383 |
4.1% |
0.0128 |
1.4% |
74% |
False |
False |
66,486 |
| 40 |
0.9408 |
0.8911 |
0.0497 |
5.4% |
0.0121 |
1.3% |
72% |
False |
False |
64,767 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0117 |
1.3% |
84% |
False |
False |
62,359 |
| 80 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0126 |
1.4% |
84% |
False |
False |
51,707 |
| 100 |
0.9408 |
0.8035 |
0.1373 |
14.8% |
0.0120 |
1.3% |
90% |
False |
False |
41,406 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.3% |
0.0114 |
1.2% |
91% |
False |
False |
34,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9693 |
|
2.618 |
0.9536 |
|
1.618 |
0.9440 |
|
1.000 |
0.9381 |
|
0.618 |
0.9344 |
|
HIGH |
0.9285 |
|
0.618 |
0.9248 |
|
0.500 |
0.9237 |
|
0.382 |
0.9226 |
|
LOW |
0.9189 |
|
0.618 |
0.9130 |
|
1.000 |
0.9093 |
|
1.618 |
0.9034 |
|
2.618 |
0.8938 |
|
4.250 |
0.8781 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9258 |
0.9280 |
| PP |
0.9248 |
0.9276 |
| S1 |
0.9237 |
0.9273 |
|