CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9196 |
0.9267 |
0.0071 |
0.8% |
0.9060 |
| High |
0.9293 |
0.9320 |
0.0027 |
0.3% |
0.9293 |
| Low |
0.9155 |
0.9241 |
0.0086 |
0.9% |
0.8991 |
| Close |
0.9240 |
0.9284 |
0.0044 |
0.5% |
0.9240 |
| Range |
0.0138 |
0.0079 |
-0.0059 |
-42.8% |
0.0302 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
264 |
365 |
101 |
38.3% |
1,478 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9480 |
0.9327 |
|
| R3 |
0.9440 |
0.9401 |
0.9306 |
|
| R2 |
0.9361 |
0.9361 |
0.9298 |
|
| R1 |
0.9322 |
0.9322 |
0.9291 |
0.9342 |
| PP |
0.9282 |
0.9282 |
0.9282 |
0.9291 |
| S1 |
0.9243 |
0.9243 |
0.9277 |
0.9263 |
| S2 |
0.9203 |
0.9203 |
0.9270 |
|
| S3 |
0.9124 |
0.9164 |
0.9262 |
|
| S4 |
0.9045 |
0.9085 |
0.9241 |
|
|
| 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 |
0.9320 |
0.9001 |
0.0319 |
3.4% |
0.0105 |
1.1% |
89% |
True |
False |
280 |
| 10 |
0.9320 |
0.8991 |
0.0329 |
3.5% |
0.0114 |
1.2% |
89% |
True |
False |
314 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0103 |
1.1% |
71% |
False |
False |
283 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0092 |
1.0% |
86% |
False |
False |
190 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0092 |
1.0% |
86% |
False |
False |
164 |
| 80 |
0.9405 |
0.8440 |
0.0965 |
10.4% |
0.0088 |
1.0% |
87% |
False |
False |
142 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
14.9% |
0.0080 |
0.9% |
91% |
False |
False |
121 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.1% |
0.0075 |
0.8% |
93% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9656 |
|
2.618 |
0.9527 |
|
1.618 |
0.9448 |
|
1.000 |
0.9399 |
|
0.618 |
0.9369 |
|
HIGH |
0.9320 |
|
0.618 |
0.9290 |
|
0.500 |
0.9281 |
|
0.382 |
0.9271 |
|
LOW |
0.9241 |
|
0.618 |
0.9192 |
|
1.000 |
0.9162 |
|
1.618 |
0.9113 |
|
2.618 |
0.9034 |
|
4.250 |
0.8905 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9283 |
0.9260 |
| PP |
0.9282 |
0.9235 |
| S1 |
0.9281 |
0.9211 |
|