CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9230 |
0.9174 |
-0.0056 |
-0.6% |
0.9300 |
| High |
0.9250 |
0.9174 |
-0.0076 |
-0.8% |
0.9405 |
| Low |
0.9159 |
0.9056 |
-0.0103 |
-1.1% |
0.9214 |
| Close |
0.9179 |
0.9080 |
-0.0099 |
-1.1% |
0.9238 |
| Range |
0.0091 |
0.0118 |
0.0027 |
29.7% |
0.0191 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
194 |
102 |
-92 |
-47.4% |
1,251 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9387 |
0.9145 |
|
| R3 |
0.9339 |
0.9269 |
0.9112 |
|
| R2 |
0.9221 |
0.9221 |
0.9102 |
|
| R1 |
0.9151 |
0.9151 |
0.9091 |
0.9127 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9092 |
| S1 |
0.9033 |
0.9033 |
0.9069 |
0.9009 |
| S2 |
0.8985 |
0.8985 |
0.9058 |
|
| S3 |
0.8867 |
0.8915 |
0.9048 |
|
| S4 |
0.8749 |
0.8797 |
0.9015 |
|
|
| 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 |
0.9365 |
0.9056 |
0.0309 |
3.4% |
0.0093 |
1.0% |
8% |
False |
True |
227 |
| 10 |
0.9405 |
0.9056 |
0.0349 |
3.8% |
0.0093 |
1.0% |
7% |
False |
True |
249 |
| 20 |
0.9405 |
0.8848 |
0.0557 |
6.1% |
0.0090 |
1.0% |
42% |
False |
False |
197 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0082 |
0.9% |
62% |
False |
False |
130 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0086 |
1.0% |
62% |
False |
False |
128 |
| 80 |
0.9405 |
0.8025 |
0.1380 |
15.2% |
0.0082 |
0.9% |
76% |
False |
False |
109 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.4% |
0.0073 |
0.8% |
78% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9483 |
|
1.618 |
0.9365 |
|
1.000 |
0.9292 |
|
0.618 |
0.9247 |
|
HIGH |
0.9174 |
|
0.618 |
0.9129 |
|
0.500 |
0.9115 |
|
0.382 |
0.9101 |
|
LOW |
0.9056 |
|
0.618 |
0.8983 |
|
1.000 |
0.8938 |
|
1.618 |
0.8865 |
|
2.618 |
0.8747 |
|
4.250 |
0.8555 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9115 |
0.9184 |
| PP |
0.9103 |
0.9149 |
| S1 |
0.9092 |
0.9115 |
|