CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.9201 |
0.9113 |
-0.0088 |
-1.0% |
0.9060 |
High |
0.9227 |
0.9232 |
0.0005 |
0.1% |
0.9293 |
Low |
0.9092 |
0.9075 |
-0.0017 |
-0.2% |
0.8991 |
Close |
0.9106 |
0.9224 |
0.0118 |
1.3% |
0.9240 |
Range |
0.0135 |
0.0157 |
0.0022 |
16.3% |
0.0302 |
ATR |
0.0108 |
0.0112 |
0.0003 |
3.2% |
0.0000 |
Volume |
878 |
951 |
73 |
8.3% |
1,478 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9648 |
0.9593 |
0.9310 |
|
R3 |
0.9491 |
0.9436 |
0.9267 |
|
R2 |
0.9334 |
0.9334 |
0.9253 |
|
R1 |
0.9279 |
0.9279 |
0.9238 |
0.9307 |
PP |
0.9177 |
0.9177 |
0.9177 |
0.9191 |
S1 |
0.9122 |
0.9122 |
0.9210 |
0.9150 |
S2 |
0.9020 |
0.9020 |
0.9195 |
|
S3 |
0.8863 |
0.8965 |
0.9181 |
|
S4 |
0.8706 |
0.8808 |
0.9138 |
|
|
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 |
0.9075 |
0.0255 |
2.8% |
0.0128 |
1.4% |
58% |
False |
True |
556 |
10 |
0.9330 |
0.8991 |
0.0339 |
3.7% |
0.0118 |
1.3% |
69% |
False |
False |
476 |
20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0109 |
1.2% |
56% |
False |
False |
365 |
40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0094 |
1.0% |
79% |
False |
False |
239 |
60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0091 |
1.0% |
79% |
False |
False |
195 |
80 |
0.9405 |
0.8456 |
0.0949 |
10.3% |
0.0091 |
1.0% |
81% |
False |
False |
165 |
100 |
0.9405 |
0.8025 |
0.1380 |
15.0% |
0.0083 |
0.9% |
87% |
False |
False |
141 |
120 |
0.9405 |
0.7786 |
0.1619 |
17.6% |
0.0077 |
0.8% |
89% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9899 |
2.618 |
0.9643 |
1.618 |
0.9486 |
1.000 |
0.9389 |
0.618 |
0.9329 |
HIGH |
0.9232 |
0.618 |
0.9172 |
0.500 |
0.9154 |
0.382 |
0.9135 |
LOW |
0.9075 |
0.618 |
0.8978 |
1.000 |
0.8918 |
1.618 |
0.8821 |
2.618 |
0.8664 |
4.250 |
0.8408 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9201 |
0.9217 |
PP |
0.9177 |
0.9210 |
S1 |
0.9154 |
0.9203 |
|