CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9090 |
0.9129 |
0.0039 |
0.4% |
0.9230 |
| High |
0.9134 |
0.9202 |
0.0068 |
0.7% |
0.9265 |
| Low |
0.9001 |
0.9101 |
0.0100 |
1.1% |
0.9046 |
| Close |
0.9124 |
0.9187 |
0.0063 |
0.7% |
0.9080 |
| Range |
0.0133 |
0.0101 |
-0.0032 |
-24.1% |
0.0219 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
450 |
181 |
-269 |
-59.8% |
1,493 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9466 |
0.9428 |
0.9243 |
|
| R3 |
0.9365 |
0.9327 |
0.9215 |
|
| R2 |
0.9264 |
0.9264 |
0.9206 |
|
| R1 |
0.9226 |
0.9226 |
0.9196 |
0.9245 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9173 |
| S1 |
0.9125 |
0.9125 |
0.9178 |
0.9144 |
| S2 |
0.9062 |
0.9062 |
0.9168 |
|
| S3 |
0.8961 |
0.9024 |
0.9159 |
|
| S4 |
0.8860 |
0.8923 |
0.9131 |
|
|
| 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 |
0.9245 |
0.8991 |
0.0254 |
2.8% |
0.0109 |
1.2% |
77% |
False |
False |
397 |
| 10 |
0.9311 |
0.8991 |
0.0320 |
3.5% |
0.0111 |
1.2% |
61% |
False |
False |
310 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0099 |
1.1% |
47% |
False |
False |
265 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0088 |
1.0% |
75% |
False |
False |
179 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0092 |
1.0% |
75% |
False |
False |
157 |
| 80 |
0.9405 |
0.8397 |
0.1008 |
11.0% |
0.0087 |
0.9% |
78% |
False |
False |
134 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.2% |
0.0079 |
0.9% |
85% |
False |
False |
115 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.3% |
0.0074 |
0.8% |
87% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9631 |
|
2.618 |
0.9466 |
|
1.618 |
0.9365 |
|
1.000 |
0.9303 |
|
0.618 |
0.9264 |
|
HIGH |
0.9202 |
|
0.618 |
0.9163 |
|
0.500 |
0.9152 |
|
0.382 |
0.9140 |
|
LOW |
0.9101 |
|
0.618 |
0.9039 |
|
1.000 |
0.9000 |
|
1.618 |
0.8938 |
|
2.618 |
0.8837 |
|
4.250 |
0.8672 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9159 |
| PP |
0.9163 |
0.9130 |
| S1 |
0.9152 |
0.9102 |
|