CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9177 |
0.9200 |
0.0023 |
0.3% |
0.9230 |
| High |
0.9265 |
0.9245 |
-0.0020 |
-0.2% |
0.9265 |
| Low |
0.9171 |
0.9077 |
-0.0094 |
-1.0% |
0.9046 |
| Close |
0.9181 |
0.9080 |
-0.0101 |
-1.1% |
0.9080 |
| Range |
0.0094 |
0.0168 |
0.0074 |
78.7% |
0.0219 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
4.8% |
0.0000 |
| Volume |
254 |
771 |
517 |
203.5% |
1,493 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9638 |
0.9527 |
0.9172 |
|
| R3 |
0.9470 |
0.9359 |
0.9126 |
|
| R2 |
0.9302 |
0.9302 |
0.9111 |
|
| R1 |
0.9191 |
0.9191 |
0.9095 |
0.9163 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9120 |
| S1 |
0.9023 |
0.9023 |
0.9065 |
0.8995 |
| S2 |
0.8966 |
0.8966 |
0.9049 |
|
| S3 |
0.8798 |
0.8855 |
0.9034 |
|
| S4 |
0.8630 |
0.8687 |
0.8988 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9653 |
0.9200 |
|
| R3 |
0.9568 |
0.9434 |
0.9140 |
|
| R2 |
0.9349 |
0.9349 |
0.9120 |
|
| R1 |
0.9215 |
0.9215 |
0.9100 |
0.9173 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9109 |
| S1 |
0.8996 |
0.8996 |
0.9060 |
0.8954 |
| S2 |
0.8911 |
0.8911 |
0.9040 |
|
| S3 |
0.8692 |
0.8777 |
0.9020 |
|
| S4 |
0.8473 |
0.8558 |
0.8960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9265 |
0.9046 |
0.0219 |
2.4% |
0.0127 |
1.4% |
16% |
False |
False |
298 |
| 10 |
0.9405 |
0.9046 |
0.0359 |
4.0% |
0.0112 |
1.2% |
9% |
False |
False |
274 |
| 20 |
0.9405 |
0.9008 |
0.0397 |
4.4% |
0.0100 |
1.1% |
18% |
False |
False |
245 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0087 |
1.0% |
62% |
False |
False |
155 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0090 |
1.0% |
62% |
False |
False |
146 |
| 80 |
0.9405 |
0.8179 |
0.1226 |
13.5% |
0.0084 |
0.9% |
73% |
False |
False |
121 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.4% |
0.0077 |
0.8% |
78% |
False |
False |
104 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.5% |
0.0072 |
0.8% |
81% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9685 |
|
1.618 |
0.9517 |
|
1.000 |
0.9413 |
|
0.618 |
0.9349 |
|
HIGH |
0.9245 |
|
0.618 |
0.9181 |
|
0.500 |
0.9161 |
|
0.382 |
0.9141 |
|
LOW |
0.9077 |
|
0.618 |
0.8973 |
|
1.000 |
0.8909 |
|
1.618 |
0.8805 |
|
2.618 |
0.8637 |
|
4.250 |
0.8363 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9156 |
| PP |
0.9134 |
0.9130 |
| S1 |
0.9107 |
0.9105 |
|