CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9268 |
0.9278 |
0.0010 |
0.1% |
0.9207 |
| High |
0.9285 |
0.9332 |
0.0047 |
0.5% |
0.9370 |
| Low |
0.9189 |
0.9265 |
0.0076 |
0.8% |
0.9189 |
| Close |
0.9269 |
0.9285 |
0.0016 |
0.2% |
0.9285 |
| Range |
0.0096 |
0.0067 |
-0.0029 |
-30.2% |
0.0181 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
69,183 |
56,787 |
-12,396 |
-17.9% |
314,868 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9495 |
0.9457 |
0.9322 |
|
| R3 |
0.9428 |
0.9390 |
0.9303 |
|
| R2 |
0.9361 |
0.9361 |
0.9297 |
|
| R1 |
0.9323 |
0.9323 |
0.9291 |
0.9342 |
| PP |
0.9294 |
0.9294 |
0.9294 |
0.9304 |
| S1 |
0.9256 |
0.9256 |
0.9279 |
0.9275 |
| S2 |
0.9227 |
0.9227 |
0.9273 |
|
| S3 |
0.9160 |
0.9189 |
0.9267 |
|
| S4 |
0.9093 |
0.9122 |
0.9248 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9736 |
0.9385 |
|
| R3 |
0.9643 |
0.9555 |
0.9335 |
|
| R2 |
0.9462 |
0.9462 |
0.9318 |
|
| R1 |
0.9374 |
0.9374 |
0.9302 |
0.9418 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9304 |
| S1 |
0.9193 |
0.9193 |
0.9268 |
0.9237 |
| S2 |
0.9100 |
0.9100 |
0.9252 |
|
| S3 |
0.8919 |
0.9012 |
0.9235 |
|
| S4 |
0.8738 |
0.8831 |
0.9185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9370 |
0.9060 |
0.0310 |
3.3% |
0.0119 |
1.3% |
73% |
False |
False |
75,807 |
| 10 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0121 |
1.3% |
77% |
False |
False |
71,758 |
| 20 |
0.9370 |
0.8987 |
0.0383 |
4.1% |
0.0126 |
1.4% |
78% |
False |
False |
65,543 |
| 40 |
0.9408 |
0.8931 |
0.0477 |
5.1% |
0.0120 |
1.3% |
74% |
False |
False |
64,322 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0116 |
1.2% |
86% |
False |
False |
62,219 |
| 80 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0125 |
1.3% |
86% |
False |
False |
52,408 |
| 100 |
0.9408 |
0.8094 |
0.1314 |
14.2% |
0.0120 |
1.3% |
91% |
False |
False |
41,971 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.2% |
0.0113 |
1.2% |
92% |
False |
False |
34,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9617 |
|
2.618 |
0.9507 |
|
1.618 |
0.9440 |
|
1.000 |
0.9399 |
|
0.618 |
0.9373 |
|
HIGH |
0.9332 |
|
0.618 |
0.9306 |
|
0.500 |
0.9299 |
|
0.382 |
0.9291 |
|
LOW |
0.9265 |
|
0.618 |
0.9224 |
|
1.000 |
0.9198 |
|
1.618 |
0.9157 |
|
2.618 |
0.9090 |
|
4.250 |
0.8980 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9299 |
0.9277 |
| PP |
0.9294 |
0.9269 |
| S1 |
0.9290 |
0.9261 |
|