CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9053 |
0.9066 |
0.0013 |
0.1% |
0.9166 |
| High |
0.9118 |
0.9241 |
0.0123 |
1.3% |
0.9241 |
| Low |
0.9033 |
0.9063 |
0.0030 |
0.3% |
0.9010 |
| Close |
0.9061 |
0.9211 |
0.0150 |
1.7% |
0.9211 |
| Range |
0.0085 |
0.0178 |
0.0093 |
109.4% |
0.0231 |
| ATR |
0.0112 |
0.0117 |
0.0005 |
4.3% |
0.0000 |
| Volume |
1,753 |
2,940 |
1,187 |
67.7% |
11,607 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9706 |
0.9636 |
0.9309 |
|
| R3 |
0.9528 |
0.9458 |
0.9260 |
|
| R2 |
0.9350 |
0.9350 |
0.9244 |
|
| R1 |
0.9280 |
0.9280 |
0.9227 |
0.9315 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9189 |
| S1 |
0.9102 |
0.9102 |
0.9195 |
0.9137 |
| S2 |
0.8994 |
0.8994 |
0.9178 |
|
| S3 |
0.8816 |
0.8924 |
0.9162 |
|
| S4 |
0.8638 |
0.8746 |
0.9113 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9760 |
0.9338 |
|
| R3 |
0.9616 |
0.9529 |
0.9275 |
|
| R2 |
0.9385 |
0.9385 |
0.9253 |
|
| R1 |
0.9298 |
0.9298 |
0.9232 |
0.9342 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9176 |
| S1 |
0.9067 |
0.9067 |
0.9190 |
0.9111 |
| S2 |
0.8923 |
0.8923 |
0.9169 |
|
| S3 |
0.8692 |
0.8836 |
0.9147 |
|
| S4 |
0.8461 |
0.8605 |
0.9084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9241 |
0.9010 |
0.0231 |
2.5% |
0.0128 |
1.4% |
87% |
True |
False |
2,321 |
| 10 |
0.9330 |
0.9010 |
0.0320 |
3.5% |
0.0126 |
1.4% |
63% |
False |
False |
1,470 |
| 20 |
0.9330 |
0.8991 |
0.0339 |
3.7% |
0.0121 |
1.3% |
65% |
False |
False |
883 |
| 40 |
0.9405 |
0.8591 |
0.0814 |
8.8% |
0.0105 |
1.1% |
76% |
False |
False |
535 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0094 |
1.0% |
78% |
False |
False |
381 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.3% |
0.0095 |
1.0% |
80% |
False |
False |
314 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
15.0% |
0.0088 |
1.0% |
86% |
False |
False |
261 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.1% |
0.0080 |
0.9% |
87% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9998 |
|
2.618 |
0.9707 |
|
1.618 |
0.9529 |
|
1.000 |
0.9419 |
|
0.618 |
0.9351 |
|
HIGH |
0.9241 |
|
0.618 |
0.9173 |
|
0.500 |
0.9152 |
|
0.382 |
0.9131 |
|
LOW |
0.9063 |
|
0.618 |
0.8953 |
|
1.000 |
0.8885 |
|
1.618 |
0.8775 |
|
2.618 |
0.8597 |
|
4.250 |
0.8307 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9183 |
| PP |
0.9172 |
0.9154 |
| S1 |
0.9152 |
0.9126 |
|