CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9174 |
0.9083 |
-0.0091 |
-1.0% |
0.9300 |
| High |
0.9174 |
0.9211 |
0.0037 |
0.4% |
0.9405 |
| Low |
0.9056 |
0.9046 |
-0.0010 |
-0.1% |
0.9214 |
| Close |
0.9080 |
0.9198 |
0.0118 |
1.3% |
0.9238 |
| Range |
0.0118 |
0.0165 |
0.0047 |
39.8% |
0.0191 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.1% |
0.0000 |
| Volume |
102 |
172 |
70 |
68.6% |
1,251 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9647 |
0.9587 |
0.9289 |
|
| R3 |
0.9482 |
0.9422 |
0.9243 |
|
| R2 |
0.9317 |
0.9317 |
0.9228 |
|
| R1 |
0.9257 |
0.9257 |
0.9213 |
0.9287 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9167 |
| S1 |
0.9092 |
0.9092 |
0.9183 |
0.9122 |
| S2 |
0.8987 |
0.8987 |
0.9168 |
|
| S3 |
0.8822 |
0.8927 |
0.9153 |
|
| S4 |
0.8657 |
0.8762 |
0.9107 |
|
|
| 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 |
0.9350 |
0.9046 |
0.0304 |
3.3% |
0.0110 |
1.2% |
50% |
False |
True |
217 |
| 10 |
0.9405 |
0.9046 |
0.0359 |
3.9% |
0.0099 |
1.1% |
42% |
False |
True |
244 |
| 20 |
0.9405 |
0.8940 |
0.0465 |
5.1% |
0.0090 |
1.0% |
55% |
False |
False |
202 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0083 |
0.9% |
76% |
False |
False |
133 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0088 |
1.0% |
76% |
False |
False |
131 |
| 80 |
0.9405 |
0.8066 |
0.1339 |
14.6% |
0.0082 |
0.9% |
85% |
False |
False |
111 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.1% |
0.0075 |
0.8% |
86% |
False |
False |
94 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.3% |
0.0071 |
0.8% |
88% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9912 |
|
2.618 |
0.9643 |
|
1.618 |
0.9478 |
|
1.000 |
0.9376 |
|
0.618 |
0.9313 |
|
HIGH |
0.9211 |
|
0.618 |
0.9148 |
|
0.500 |
0.9129 |
|
0.382 |
0.9109 |
|
LOW |
0.9046 |
|
0.618 |
0.8944 |
|
1.000 |
0.8881 |
|
1.618 |
0.8779 |
|
2.618 |
0.8614 |
|
4.250 |
0.8345 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9181 |
| PP |
0.9152 |
0.9165 |
| S1 |
0.9129 |
0.9148 |
|