CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9083 |
0.9177 |
0.0094 |
1.0% |
0.9300 |
| High |
0.9211 |
0.9265 |
0.0054 |
0.6% |
0.9405 |
| Low |
0.9046 |
0.9171 |
0.0125 |
1.4% |
0.9214 |
| Close |
0.9198 |
0.9181 |
-0.0017 |
-0.2% |
0.9238 |
| Range |
0.0165 |
0.0094 |
-0.0071 |
-43.0% |
0.0191 |
| ATR |
0.0101 |
0.0100 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
172 |
254 |
82 |
47.7% |
1,251 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9488 |
0.9428 |
0.9233 |
|
| R3 |
0.9394 |
0.9334 |
0.9207 |
|
| R2 |
0.9300 |
0.9300 |
0.9198 |
|
| R1 |
0.9240 |
0.9240 |
0.9190 |
0.9270 |
| PP |
0.9206 |
0.9206 |
0.9206 |
0.9221 |
| S1 |
0.9146 |
0.9146 |
0.9172 |
0.9176 |
| S2 |
0.9112 |
0.9112 |
0.9164 |
|
| S3 |
0.9018 |
0.9052 |
0.9155 |
|
| S4 |
0.8924 |
0.8958 |
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 |
0.9311 |
0.9046 |
0.0265 |
2.9% |
0.0113 |
1.2% |
51% |
False |
False |
224 |
| 10 |
0.9405 |
0.9046 |
0.0359 |
3.9% |
0.0100 |
1.1% |
38% |
False |
False |
253 |
| 20 |
0.9405 |
0.8942 |
0.0463 |
5.0% |
0.0093 |
1.0% |
52% |
False |
False |
210 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0084 |
0.9% |
74% |
False |
False |
138 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0089 |
1.0% |
74% |
False |
False |
135 |
| 80 |
0.9405 |
0.8134 |
0.1271 |
13.8% |
0.0083 |
0.9% |
82% |
False |
False |
112 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.2% |
0.0075 |
0.8% |
85% |
False |
False |
96 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.3% |
0.0071 |
0.8% |
87% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9511 |
|
1.618 |
0.9417 |
|
1.000 |
0.9359 |
|
0.618 |
0.9323 |
|
HIGH |
0.9265 |
|
0.618 |
0.9229 |
|
0.500 |
0.9218 |
|
0.382 |
0.9207 |
|
LOW |
0.9171 |
|
0.618 |
0.9113 |
|
1.000 |
0.9077 |
|
1.618 |
0.9019 |
|
2.618 |
0.8925 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9173 |
| PP |
0.9206 |
0.9164 |
| S1 |
0.9193 |
0.9156 |
|