CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9129 |
0.9196 |
0.0067 |
0.7% |
0.9060 |
| High |
0.9202 |
0.9293 |
0.0091 |
1.0% |
0.9293 |
| Low |
0.9101 |
0.9155 |
0.0054 |
0.6% |
0.8991 |
| Close |
0.9187 |
0.9240 |
0.0053 |
0.6% |
0.9240 |
| Range |
0.0101 |
0.0138 |
0.0037 |
36.6% |
0.0302 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.3% |
0.0000 |
| Volume |
181 |
264 |
83 |
45.9% |
1,478 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9643 |
0.9580 |
0.9316 |
|
| R3 |
0.9505 |
0.9442 |
0.9278 |
|
| R2 |
0.9367 |
0.9367 |
0.9265 |
|
| R1 |
0.9304 |
0.9304 |
0.9253 |
0.9336 |
| PP |
0.9229 |
0.9229 |
0.9229 |
0.9245 |
| S1 |
0.9166 |
0.9166 |
0.9227 |
0.9198 |
| S2 |
0.9091 |
0.9091 |
0.9215 |
|
| S3 |
0.8953 |
0.9028 |
0.9202 |
|
| S4 |
0.8815 |
0.8890 |
0.9164 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
0.9962 |
0.9406 |
|
| R3 |
0.9779 |
0.9660 |
0.9323 |
|
| R2 |
0.9477 |
0.9477 |
0.9295 |
|
| R1 |
0.9358 |
0.9358 |
0.9268 |
0.9418 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9204 |
| S1 |
0.9056 |
0.9056 |
0.9212 |
0.9116 |
| S2 |
0.8873 |
0.8873 |
0.9185 |
|
| S3 |
0.8571 |
0.8754 |
0.9157 |
|
| S4 |
0.8269 |
0.8452 |
0.9074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9293 |
0.8991 |
0.0302 |
3.3% |
0.0103 |
1.1% |
82% |
True |
False |
295 |
| 10 |
0.9293 |
0.8991 |
0.0302 |
3.3% |
0.0115 |
1.2% |
82% |
True |
False |
297 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0101 |
1.1% |
60% |
False |
False |
268 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0091 |
1.0% |
81% |
False |
False |
182 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0092 |
1.0% |
81% |
False |
False |
160 |
| 80 |
0.9405 |
0.8420 |
0.0985 |
10.7% |
0.0088 |
1.0% |
83% |
False |
False |
138 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
14.9% |
0.0080 |
0.9% |
88% |
False |
False |
117 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.2% |
0.0074 |
0.8% |
90% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9654 |
|
1.618 |
0.9516 |
|
1.000 |
0.9431 |
|
0.618 |
0.9378 |
|
HIGH |
0.9293 |
|
0.618 |
0.9240 |
|
0.500 |
0.9224 |
|
0.382 |
0.9208 |
|
LOW |
0.9155 |
|
0.618 |
0.9070 |
|
1.000 |
0.9017 |
|
1.618 |
0.8932 |
|
2.618 |
0.8794 |
|
4.250 |
0.8569 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9209 |
| PP |
0.9229 |
0.9178 |
| S1 |
0.9224 |
0.9147 |
|