CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9090 |
0.0051 |
0.6% |
0.9230 |
| High |
0.9083 |
0.9134 |
0.0051 |
0.6% |
0.9265 |
| Low |
0.9009 |
0.9001 |
-0.0008 |
-0.1% |
0.9046 |
| Close |
0.9079 |
0.9124 |
0.0045 |
0.5% |
0.9080 |
| Range |
0.0074 |
0.0133 |
0.0059 |
79.7% |
0.0219 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.2% |
0.0000 |
| Volume |
142 |
450 |
308 |
216.9% |
1,493 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9438 |
0.9197 |
|
| R3 |
0.9352 |
0.9305 |
0.9161 |
|
| R2 |
0.9219 |
0.9219 |
0.9148 |
|
| R1 |
0.9172 |
0.9172 |
0.9136 |
0.9196 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9098 |
| S1 |
0.9039 |
0.9039 |
0.9112 |
0.9063 |
| S2 |
0.8953 |
0.8953 |
0.9100 |
|
| S3 |
0.8820 |
0.8906 |
0.9087 |
|
| S4 |
0.8687 |
0.8773 |
0.9051 |
|
|
| 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 |
0.8991 |
0.0274 |
3.0% |
0.0108 |
1.2% |
49% |
False |
False |
411 |
| 10 |
0.9350 |
0.8991 |
0.0359 |
3.9% |
0.0109 |
1.2% |
37% |
False |
False |
314 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0101 |
1.1% |
32% |
False |
False |
266 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0089 |
1.0% |
68% |
False |
False |
176 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0092 |
1.0% |
68% |
False |
False |
154 |
| 80 |
0.9405 |
0.8305 |
0.1100 |
12.1% |
0.0086 |
0.9% |
74% |
False |
False |
132 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.3% |
0.0078 |
0.9% |
81% |
False |
False |
114 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.4% |
0.0073 |
0.8% |
83% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9699 |
|
2.618 |
0.9482 |
|
1.618 |
0.9349 |
|
1.000 |
0.9267 |
|
0.618 |
0.9216 |
|
HIGH |
0.9134 |
|
0.618 |
0.9083 |
|
0.500 |
0.9068 |
|
0.382 |
0.9052 |
|
LOW |
0.9001 |
|
0.618 |
0.8919 |
|
1.000 |
0.8868 |
|
1.618 |
0.8786 |
|
2.618 |
0.8653 |
|
4.250 |
0.8436 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9104 |
| PP |
0.9086 |
0.9083 |
| S1 |
0.9068 |
0.9063 |
|