CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9113 |
0.9197 |
0.0084 |
0.9% |
0.9267 |
| High |
0.9232 |
0.9264 |
0.0032 |
0.3% |
0.9330 |
| Low |
0.9075 |
0.9145 |
0.0070 |
0.8% |
0.9075 |
| Close |
0.9224 |
0.9150 |
-0.0074 |
-0.8% |
0.9150 |
| Range |
0.0157 |
0.0119 |
-0.0038 |
-24.2% |
0.0255 |
| ATR |
0.0112 |
0.0112 |
0.0001 |
0.5% |
0.0000 |
| Volume |
951 |
579 |
-372 |
-39.1% |
3,099 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9543 |
0.9466 |
0.9215 |
|
| R3 |
0.9424 |
0.9347 |
0.9183 |
|
| R2 |
0.9305 |
0.9305 |
0.9172 |
|
| R1 |
0.9228 |
0.9228 |
0.9161 |
0.9207 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9176 |
| S1 |
0.9109 |
0.9109 |
0.9139 |
0.9088 |
| S2 |
0.9067 |
0.9067 |
0.9128 |
|
| S3 |
0.8948 |
0.8990 |
0.9117 |
|
| S4 |
0.8829 |
0.8871 |
0.9085 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9805 |
0.9290 |
|
| R3 |
0.9695 |
0.9550 |
0.9220 |
|
| R2 |
0.9440 |
0.9440 |
0.9197 |
|
| R1 |
0.9295 |
0.9295 |
0.9173 |
0.9240 |
| PP |
0.9185 |
0.9185 |
0.9185 |
0.9158 |
| S1 |
0.9040 |
0.9040 |
0.9127 |
0.8985 |
| S2 |
0.8930 |
0.8930 |
0.9103 |
|
| S3 |
0.8675 |
0.8785 |
0.9080 |
|
| S4 |
0.8420 |
0.8530 |
0.9010 |
|
|
| 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% |
0.0124 |
1.4% |
29% |
False |
False |
619 |
| 10 |
0.9330 |
0.8991 |
0.0339 |
3.7% |
0.0113 |
1.2% |
47% |
False |
False |
457 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0112 |
1.2% |
38% |
False |
False |
366 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0097 |
1.1% |
71% |
False |
False |
253 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0090 |
1.0% |
71% |
False |
False |
202 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.4% |
0.0092 |
1.0% |
73% |
False |
False |
172 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.1% |
0.0084 |
0.9% |
82% |
False |
False |
147 |
| 120 |
0.9405 |
0.7786 |
0.1619 |
17.7% |
0.0078 |
0.8% |
84% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9770 |
|
2.618 |
0.9576 |
|
1.618 |
0.9457 |
|
1.000 |
0.9383 |
|
0.618 |
0.9338 |
|
HIGH |
0.9264 |
|
0.618 |
0.9219 |
|
0.500 |
0.9205 |
|
0.382 |
0.9190 |
|
LOW |
0.9145 |
|
0.618 |
0.9071 |
|
1.000 |
0.9026 |
|
1.618 |
0.8952 |
|
2.618 |
0.8833 |
|
4.250 |
0.8639 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9205 |
0.9170 |
| PP |
0.9186 |
0.9163 |
| S1 |
0.9168 |
0.9157 |
|