CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9197 |
0.9166 |
-0.0031 |
-0.3% |
0.9267 |
| High |
0.9264 |
0.9169 |
-0.0095 |
-1.0% |
0.9330 |
| Low |
0.9145 |
0.9016 |
-0.0129 |
-1.4% |
0.9075 |
| Close |
0.9150 |
0.9136 |
-0.0014 |
-0.2% |
0.9150 |
| Range |
0.0119 |
0.0153 |
0.0034 |
28.6% |
0.0255 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.6% |
0.0000 |
| Volume |
579 |
534 |
-45 |
-7.8% |
3,099 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9566 |
0.9504 |
0.9220 |
|
| R3 |
0.9413 |
0.9351 |
0.9178 |
|
| R2 |
0.9260 |
0.9260 |
0.9164 |
|
| R1 |
0.9198 |
0.9198 |
0.9150 |
0.9153 |
| PP |
0.9107 |
0.9107 |
0.9107 |
0.9084 |
| S1 |
0.9045 |
0.9045 |
0.9122 |
0.9000 |
| S2 |
0.8954 |
0.8954 |
0.9108 |
|
| S3 |
0.8801 |
0.8892 |
0.9094 |
|
| S4 |
0.8648 |
0.8739 |
0.9052 |
|
|
| 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 |
0.9016 |
0.0314 |
3.4% |
0.0139 |
1.5% |
38% |
False |
True |
653 |
| 10 |
0.9330 |
0.9001 |
0.0329 |
3.6% |
0.0122 |
1.3% |
41% |
False |
False |
467 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0114 |
1.3% |
35% |
False |
False |
379 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0099 |
1.1% |
69% |
False |
False |
265 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0091 |
1.0% |
69% |
False |
False |
207 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.4% |
0.0093 |
1.0% |
72% |
False |
False |
178 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.1% |
0.0085 |
0.9% |
81% |
False |
False |
152 |
| 120 |
0.9405 |
0.7840 |
0.1565 |
17.1% |
0.0078 |
0.9% |
83% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9570 |
|
1.618 |
0.9417 |
|
1.000 |
0.9322 |
|
0.618 |
0.9264 |
|
HIGH |
0.9169 |
|
0.618 |
0.9111 |
|
0.500 |
0.9093 |
|
0.382 |
0.9074 |
|
LOW |
0.9016 |
|
0.618 |
0.8921 |
|
1.000 |
0.8863 |
|
1.618 |
0.8768 |
|
2.618 |
0.8615 |
|
4.250 |
0.8366 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9140 |
| PP |
0.9107 |
0.9139 |
| S1 |
0.9093 |
0.9137 |
|