CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9065 |
0.9053 |
-0.0012 |
-0.1% |
0.9267 |
| High |
0.9085 |
0.9118 |
0.0033 |
0.4% |
0.9330 |
| Low |
0.9010 |
0.9033 |
0.0023 |
0.3% |
0.9075 |
| Close |
0.9043 |
0.9061 |
0.0018 |
0.2% |
0.9150 |
| Range |
0.0075 |
0.0085 |
0.0010 |
13.3% |
0.0255 |
| ATR |
0.0115 |
0.0112 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
3,360 |
1,753 |
-1,607 |
-47.8% |
3,099 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9278 |
0.9108 |
|
| R3 |
0.9241 |
0.9193 |
0.9084 |
|
| R2 |
0.9156 |
0.9156 |
0.9077 |
|
| R1 |
0.9108 |
0.9108 |
0.9069 |
0.9132 |
| PP |
0.9071 |
0.9071 |
0.9071 |
0.9083 |
| S1 |
0.9023 |
0.9023 |
0.9053 |
0.9047 |
| S2 |
0.8986 |
0.8986 |
0.9045 |
|
| S3 |
0.8901 |
0.8938 |
0.9038 |
|
| S4 |
0.8816 |
0.8853 |
0.9014 |
|
|
| 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% |
0.0116 |
1.3% |
20% |
False |
False |
1,849 |
| 10 |
0.9330 |
0.9010 |
0.0320 |
3.5% |
0.0122 |
1.3% |
16% |
False |
False |
1,203 |
| 20 |
0.9330 |
0.8991 |
0.0339 |
3.7% |
0.0117 |
1.3% |
21% |
False |
False |
756 |
| 40 |
0.9405 |
0.8576 |
0.0829 |
9.1% |
0.0102 |
1.1% |
59% |
False |
False |
463 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.5% |
0.0093 |
1.0% |
60% |
False |
False |
334 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.5% |
0.0093 |
1.0% |
64% |
False |
False |
278 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.2% |
0.0087 |
1.0% |
75% |
False |
False |
232 |
| 120 |
0.9405 |
0.7893 |
0.1512 |
16.7% |
0.0079 |
0.9% |
77% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9479 |
|
2.618 |
0.9341 |
|
1.618 |
0.9256 |
|
1.000 |
0.9203 |
|
0.618 |
0.9171 |
|
HIGH |
0.9118 |
|
0.618 |
0.9086 |
|
0.500 |
0.9076 |
|
0.382 |
0.9065 |
|
LOW |
0.9033 |
|
0.618 |
0.8980 |
|
1.000 |
0.8948 |
|
1.618 |
0.8895 |
|
2.618 |
0.8810 |
|
4.250 |
0.8672 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9098 |
| PP |
0.9071 |
0.9085 |
| S1 |
0.9066 |
0.9073 |
|