CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9289 |
0.9230 |
-0.0059 |
-0.6% |
0.9300 |
| High |
0.9311 |
0.9250 |
-0.0061 |
-0.7% |
0.9405 |
| Low |
0.9214 |
0.9159 |
-0.0055 |
-0.6% |
0.9214 |
| Close |
0.9238 |
0.9179 |
-0.0059 |
-0.6% |
0.9238 |
| Range |
0.0097 |
0.0091 |
-0.0006 |
-6.2% |
0.0191 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
400 |
194 |
-206 |
-51.5% |
1,251 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9415 |
0.9229 |
|
| R3 |
0.9378 |
0.9324 |
0.9204 |
|
| R2 |
0.9287 |
0.9287 |
0.9196 |
|
| R1 |
0.9233 |
0.9233 |
0.9187 |
0.9215 |
| PP |
0.9196 |
0.9196 |
0.9196 |
0.9187 |
| S1 |
0.9142 |
0.9142 |
0.9171 |
0.9124 |
| S2 |
0.9105 |
0.9105 |
0.9162 |
|
| S3 |
0.9014 |
0.9051 |
0.9154 |
|
| S4 |
0.8923 |
0.8960 |
0.9129 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9859 |
0.9739 |
0.9343 |
|
| R3 |
0.9668 |
0.9548 |
0.9291 |
|
| R2 |
0.9477 |
0.9477 |
0.9273 |
|
| R1 |
0.9357 |
0.9357 |
0.9256 |
0.9322 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9268 |
| S1 |
0.9166 |
0.9166 |
0.9220 |
0.9131 |
| S2 |
0.9095 |
0.9095 |
0.9203 |
|
| S3 |
0.8904 |
0.8975 |
0.9185 |
|
| S4 |
0.8713 |
0.8784 |
0.9133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9405 |
0.9159 |
0.0246 |
2.7% |
0.0091 |
1.0% |
8% |
False |
True |
236 |
| 10 |
0.9405 |
0.9150 |
0.0255 |
2.8% |
0.0093 |
1.0% |
11% |
False |
False |
252 |
| 20 |
0.9405 |
0.8680 |
0.0725 |
7.9% |
0.0090 |
1.0% |
69% |
False |
False |
195 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0081 |
0.9% |
74% |
False |
False |
130 |
| 60 |
0.9405 |
0.8456 |
0.0949 |
10.3% |
0.0087 |
0.9% |
76% |
False |
False |
127 |
| 80 |
0.9405 |
0.8025 |
0.1380 |
15.0% |
0.0081 |
0.9% |
84% |
False |
False |
108 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.2% |
0.0072 |
0.8% |
85% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9637 |
|
2.618 |
0.9488 |
|
1.618 |
0.9397 |
|
1.000 |
0.9341 |
|
0.618 |
0.9306 |
|
HIGH |
0.9250 |
|
0.618 |
0.9215 |
|
0.500 |
0.9205 |
|
0.382 |
0.9194 |
|
LOW |
0.9159 |
|
0.618 |
0.9103 |
|
1.000 |
0.9068 |
|
1.618 |
0.9012 |
|
2.618 |
0.8921 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9205 |
0.9255 |
| PP |
0.9196 |
0.9229 |
| S1 |
0.9188 |
0.9204 |
|