CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
07-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9066 |
0.9203 |
0.0137 |
1.5% |
0.9166 |
| High |
0.9241 |
0.9312 |
0.0071 |
0.8% |
0.9241 |
| Low |
0.9063 |
0.9199 |
0.0136 |
1.5% |
0.9010 |
| Close |
0.9211 |
0.9281 |
0.0070 |
0.8% |
0.9211 |
| Range |
0.0178 |
0.0113 |
-0.0065 |
-36.5% |
0.0231 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,940 |
2,940 |
0 |
0.0% |
11,607 |
|
| Daily Pivots for day following 07-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9555 |
0.9343 |
|
| R3 |
0.9490 |
0.9442 |
0.9312 |
|
| R2 |
0.9377 |
0.9377 |
0.9302 |
|
| R1 |
0.9329 |
0.9329 |
0.9291 |
0.9353 |
| PP |
0.9264 |
0.9264 |
0.9264 |
0.9276 |
| S1 |
0.9216 |
0.9216 |
0.9271 |
0.9240 |
| S2 |
0.9151 |
0.9151 |
0.9260 |
|
| S3 |
0.9038 |
0.9103 |
0.9250 |
|
| S4 |
0.8925 |
0.8990 |
0.9219 |
|
|
| 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 |
0.9312 |
0.9010 |
0.0302 |
3.3% |
0.0120 |
1.3% |
90% |
True |
False |
2,802 |
| 10 |
0.9330 |
0.9010 |
0.0320 |
3.4% |
0.0129 |
1.4% |
85% |
False |
False |
1,728 |
| 20 |
0.9330 |
0.8991 |
0.0339 |
3.7% |
0.0122 |
1.3% |
86% |
False |
False |
1,021 |
| 40 |
0.9405 |
0.8680 |
0.0725 |
7.8% |
0.0106 |
1.1% |
83% |
False |
False |
608 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0094 |
1.0% |
86% |
False |
False |
427 |
| 80 |
0.9405 |
0.8456 |
0.0949 |
10.2% |
0.0096 |
1.0% |
87% |
False |
False |
350 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
14.9% |
0.0089 |
1.0% |
91% |
False |
False |
290 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.0% |
0.0080 |
0.9% |
92% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9792 |
|
2.618 |
0.9608 |
|
1.618 |
0.9495 |
|
1.000 |
0.9425 |
|
0.618 |
0.9382 |
|
HIGH |
0.9312 |
|
0.618 |
0.9269 |
|
0.500 |
0.9256 |
|
0.382 |
0.9242 |
|
LOW |
0.9199 |
|
0.618 |
0.9129 |
|
1.000 |
0.9086 |
|
1.618 |
0.9016 |
|
2.618 |
0.8903 |
|
4.250 |
0.8719 |
|
|
| Fisher Pivots for day following 07-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9273 |
0.9245 |
| PP |
0.9264 |
0.9209 |
| S1 |
0.9256 |
0.9173 |
|