CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9144 |
0.9065 |
-0.0079 |
-0.9% |
0.9267 |
| High |
0.9185 |
0.9085 |
-0.0100 |
-1.1% |
0.9330 |
| Low |
0.9035 |
0.9010 |
-0.0025 |
-0.3% |
0.9075 |
| Close |
0.9052 |
0.9043 |
-0.0009 |
-0.1% |
0.9150 |
| Range |
0.0150 |
0.0075 |
-0.0075 |
-50.0% |
0.0255 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
3,020 |
3,360 |
340 |
11.3% |
3,099 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9271 |
0.9232 |
0.9084 |
|
| R3 |
0.9196 |
0.9157 |
0.9064 |
|
| R2 |
0.9121 |
0.9121 |
0.9057 |
|
| R1 |
0.9082 |
0.9082 |
0.9050 |
0.9064 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9037 |
| S1 |
0.9007 |
0.9007 |
0.9036 |
0.8989 |
| S2 |
0.8971 |
0.8971 |
0.9029 |
|
| S3 |
0.8896 |
0.8932 |
0.9022 |
|
| S4 |
0.8821 |
0.8857 |
0.9002 |
|
|
| 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 |
0.9010 |
0.0254 |
2.8% |
0.0131 |
1.4% |
13% |
False |
True |
1,688 |
| 10 |
0.9330 |
0.9010 |
0.0320 |
3.5% |
0.0124 |
1.4% |
10% |
False |
True |
1,045 |
| 20 |
0.9350 |
0.8991 |
0.0359 |
4.0% |
0.0116 |
1.3% |
14% |
False |
False |
680 |
| 40 |
0.9405 |
0.8576 |
0.0829 |
9.2% |
0.0101 |
1.1% |
56% |
False |
False |
422 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.6% |
0.0093 |
1.0% |
58% |
False |
False |
307 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.5% |
0.0094 |
1.0% |
62% |
False |
False |
258 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.3% |
0.0086 |
1.0% |
74% |
False |
False |
215 |
| 120 |
0.9405 |
0.7886 |
0.1519 |
16.8% |
0.0079 |
0.9% |
76% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9404 |
|
2.618 |
0.9281 |
|
1.618 |
0.9206 |
|
1.000 |
0.9160 |
|
0.618 |
0.9131 |
|
HIGH |
0.9085 |
|
0.618 |
0.9056 |
|
0.500 |
0.9048 |
|
0.382 |
0.9039 |
|
LOW |
0.9010 |
|
0.618 |
0.8964 |
|
1.000 |
0.8935 |
|
1.618 |
0.8889 |
|
2.618 |
0.8814 |
|
4.250 |
0.8691 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9048 |
0.9098 |
| PP |
0.9046 |
0.9079 |
| S1 |
0.9045 |
0.9061 |
|