CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9284 |
0.9201 |
-0.0083 |
-0.9% |
0.9060 |
| High |
0.9330 |
0.9227 |
-0.0103 |
-1.1% |
0.9293 |
| Low |
0.9201 |
0.9092 |
-0.0109 |
-1.2% |
0.8991 |
| Close |
0.9218 |
0.9106 |
-0.0112 |
-1.2% |
0.9240 |
| Range |
0.0129 |
0.0135 |
0.0006 |
4.7% |
0.0302 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.9% |
0.0000 |
| Volume |
326 |
878 |
552 |
169.3% |
1,478 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9461 |
0.9180 |
|
| R3 |
0.9412 |
0.9326 |
0.9143 |
|
| R2 |
0.9277 |
0.9277 |
0.9131 |
|
| R1 |
0.9191 |
0.9191 |
0.9118 |
0.9167 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9129 |
| S1 |
0.9056 |
0.9056 |
0.9094 |
0.9032 |
| S2 |
0.9007 |
0.9007 |
0.9081 |
|
| S3 |
0.8872 |
0.8921 |
0.9069 |
|
| S4 |
0.8737 |
0.8786 |
0.9032 |
|
|
| 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 |
0.9330 |
0.9092 |
0.0238 |
2.6% |
0.0116 |
1.3% |
6% |
False |
True |
402 |
| 10 |
0.9330 |
0.8991 |
0.0339 |
3.7% |
0.0112 |
1.2% |
34% |
False |
False |
407 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0105 |
1.2% |
28% |
False |
False |
325 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0092 |
1.0% |
65% |
False |
False |
217 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0091 |
1.0% |
65% |
False |
False |
182 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.4% |
0.0090 |
1.0% |
68% |
False |
False |
154 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.2% |
0.0081 |
0.9% |
78% |
False |
False |
132 |
| 120 |
0.9405 |
0.7786 |
0.1619 |
17.8% |
0.0076 |
0.8% |
82% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9801 |
|
2.618 |
0.9580 |
|
1.618 |
0.9445 |
|
1.000 |
0.9362 |
|
0.618 |
0.9310 |
|
HIGH |
0.9227 |
|
0.618 |
0.9175 |
|
0.500 |
0.9160 |
|
0.382 |
0.9144 |
|
LOW |
0.9092 |
|
0.618 |
0.9009 |
|
1.000 |
0.8957 |
|
1.618 |
0.8874 |
|
2.618 |
0.8739 |
|
4.250 |
0.8518 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9160 |
0.9211 |
| PP |
0.9142 |
0.9176 |
| S1 |
0.9124 |
0.9141 |
|