CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9144 |
-0.0022 |
-0.2% |
0.9267 |
| High |
0.9169 |
0.9185 |
0.0016 |
0.2% |
0.9330 |
| Low |
0.9016 |
0.9035 |
0.0019 |
0.2% |
0.9075 |
| Close |
0.9136 |
0.9052 |
-0.0084 |
-0.9% |
0.9150 |
| Range |
0.0153 |
0.0150 |
-0.0003 |
-2.0% |
0.0255 |
| ATR |
0.0115 |
0.0118 |
0.0002 |
2.2% |
0.0000 |
| Volume |
534 |
3,020 |
2,486 |
465.5% |
3,099 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9446 |
0.9135 |
|
| R3 |
0.9391 |
0.9296 |
0.9093 |
|
| R2 |
0.9241 |
0.9241 |
0.9080 |
|
| R1 |
0.9146 |
0.9146 |
0.9066 |
0.9119 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9077 |
| S1 |
0.8996 |
0.8996 |
0.9038 |
0.8969 |
| S2 |
0.8941 |
0.8941 |
0.9025 |
|
| S3 |
0.8791 |
0.8846 |
0.9011 |
|
| S4 |
0.8641 |
0.8696 |
0.8970 |
|
|
| 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 |
0.9264 |
0.9016 |
0.0248 |
2.7% |
0.0143 |
1.6% |
15% |
False |
False |
1,192 |
| 10 |
0.9330 |
0.9001 |
0.0329 |
3.6% |
0.0129 |
1.4% |
16% |
False |
False |
754 |
| 20 |
0.9365 |
0.8991 |
0.0374 |
4.1% |
0.0117 |
1.3% |
16% |
False |
False |
523 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.6% |
0.0102 |
1.1% |
59% |
False |
False |
339 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.6% |
0.0093 |
1.0% |
59% |
False |
False |
253 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.5% |
0.0094 |
1.0% |
63% |
False |
False |
216 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.2% |
0.0086 |
1.0% |
74% |
False |
False |
182 |
| 120 |
0.9405 |
0.7886 |
0.1519 |
16.8% |
0.0079 |
0.9% |
77% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9823 |
|
2.618 |
0.9578 |
|
1.618 |
0.9428 |
|
1.000 |
0.9335 |
|
0.618 |
0.9278 |
|
HIGH |
0.9185 |
|
0.618 |
0.9128 |
|
0.500 |
0.9110 |
|
0.382 |
0.9092 |
|
LOW |
0.9035 |
|
0.618 |
0.8942 |
|
1.000 |
0.8885 |
|
1.618 |
0.8792 |
|
2.618 |
0.8642 |
|
4.250 |
0.8398 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9110 |
0.9140 |
| PP |
0.9091 |
0.9111 |
| S1 |
0.9071 |
0.9081 |
|