CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9203 |
0.9264 |
0.0061 |
0.7% |
0.9166 |
| High |
0.9370 |
0.9308 |
-0.0062 |
-0.7% |
0.9241 |
| Low |
0.9199 |
0.9229 |
0.0030 |
0.3% |
0.9010 |
| Close |
0.9253 |
0.9251 |
-0.0002 |
0.0% |
0.9211 |
| Range |
0.0171 |
0.0079 |
-0.0092 |
-53.8% |
0.0231 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
7,144 |
34,077 |
26,933 |
377.0% |
11,607 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9454 |
0.9294 |
|
| R3 |
0.9421 |
0.9375 |
0.9273 |
|
| R2 |
0.9342 |
0.9342 |
0.9265 |
|
| R1 |
0.9296 |
0.9296 |
0.9258 |
0.9280 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9254 |
| S1 |
0.9217 |
0.9217 |
0.9244 |
0.9201 |
| S2 |
0.9184 |
0.9184 |
0.9237 |
|
| S3 |
0.9105 |
0.9138 |
0.9229 |
|
| S4 |
0.9026 |
0.9059 |
0.9208 |
|
|
| 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 |
0.9033 |
0.0337 |
3.6% |
0.0125 |
1.4% |
65% |
False |
False |
9,770 |
| 10 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0128 |
1.4% |
67% |
False |
False |
5,729 |
| 20 |
0.9370 |
0.8991 |
0.0379 |
4.1% |
0.0120 |
1.3% |
69% |
False |
False |
3,068 |
| 40 |
0.9405 |
0.8940 |
0.0465 |
5.0% |
0.0105 |
1.1% |
67% |
False |
False |
1,635 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0096 |
1.0% |
82% |
False |
False |
1,112 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0096 |
1.0% |
82% |
False |
False |
865 |
| 100 |
0.9405 |
0.8066 |
0.1339 |
14.5% |
0.0090 |
1.0% |
88% |
False |
False |
702 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.1% |
0.0082 |
0.9% |
90% |
False |
False |
589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9515 |
|
1.618 |
0.9436 |
|
1.000 |
0.9387 |
|
0.618 |
0.9357 |
|
HIGH |
0.9308 |
|
0.618 |
0.9278 |
|
0.500 |
0.9269 |
|
0.382 |
0.9259 |
|
LOW |
0.9229 |
|
0.618 |
0.9180 |
|
1.000 |
0.9150 |
|
1.618 |
0.9101 |
|
2.618 |
0.9022 |
|
4.250 |
0.8893 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9269 |
0.9285 |
| PP |
0.9263 |
0.9273 |
| S1 |
0.9257 |
0.9262 |
|