CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9203 |
0.9203 |
0.0000 |
0.0% |
0.9166 |
| High |
0.9312 |
0.9370 |
0.0058 |
0.6% |
0.9241 |
| Low |
0.9199 |
0.9199 |
0.0000 |
0.0% |
0.9010 |
| Close |
0.9281 |
0.9253 |
-0.0028 |
-0.3% |
0.9211 |
| Range |
0.0113 |
0.0171 |
0.0058 |
51.3% |
0.0231 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.3% |
0.0000 |
| Volume |
2,940 |
7,144 |
4,204 |
143.0% |
11,607 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9691 |
0.9347 |
|
| R3 |
0.9616 |
0.9520 |
0.9300 |
|
| R2 |
0.9445 |
0.9445 |
0.9284 |
|
| R1 |
0.9349 |
0.9349 |
0.9269 |
0.9397 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9298 |
| S1 |
0.9178 |
0.9178 |
0.9237 |
0.9226 |
| S2 |
0.9103 |
0.9103 |
0.9222 |
|
| S3 |
0.8932 |
0.9007 |
0.9206 |
|
| S4 |
0.8761 |
0.8836 |
0.9159 |
|
|
| 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 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0124 |
1.3% |
68% |
True |
False |
3,627 |
| 10 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0134 |
1.4% |
68% |
True |
False |
2,409 |
| 20 |
0.9370 |
0.8991 |
0.0379 |
4.1% |
0.0124 |
1.3% |
69% |
True |
False |
1,373 |
| 40 |
0.9405 |
0.8848 |
0.0557 |
6.0% |
0.0107 |
1.2% |
73% |
False |
False |
785 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0096 |
1.0% |
82% |
False |
False |
544 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0096 |
1.0% |
82% |
False |
False |
439 |
| 100 |
0.9405 |
0.8025 |
0.1380 |
14.9% |
0.0090 |
1.0% |
89% |
False |
False |
362 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.0% |
0.0082 |
0.9% |
90% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0097 |
|
2.618 |
0.9818 |
|
1.618 |
0.9647 |
|
1.000 |
0.9541 |
|
0.618 |
0.9476 |
|
HIGH |
0.9370 |
|
0.618 |
0.9305 |
|
0.500 |
0.9285 |
|
0.382 |
0.9264 |
|
LOW |
0.9199 |
|
0.618 |
0.9093 |
|
1.000 |
0.9028 |
|
1.618 |
0.8922 |
|
2.618 |
0.8751 |
|
4.250 |
0.8472 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9285 |
0.9241 |
| PP |
0.9274 |
0.9229 |
| S1 |
0.9264 |
0.9217 |
|