CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9264 |
0.9266 |
0.0002 |
0.0% |
0.9166 |
| High |
0.9308 |
0.9289 |
-0.0019 |
-0.2% |
0.9241 |
| Low |
0.9229 |
0.9192 |
-0.0037 |
-0.4% |
0.9010 |
| Close |
0.9251 |
0.9271 |
0.0020 |
0.2% |
0.9211 |
| Range |
0.0079 |
0.0097 |
0.0018 |
22.8% |
0.0231 |
| ATR |
0.0118 |
0.0116 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
34,077 |
30,348 |
-3,729 |
-10.9% |
11,607 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9542 |
0.9503 |
0.9324 |
|
| R3 |
0.9445 |
0.9406 |
0.9298 |
|
| R2 |
0.9348 |
0.9348 |
0.9289 |
|
| R1 |
0.9309 |
0.9309 |
0.9280 |
0.9329 |
| PP |
0.9251 |
0.9251 |
0.9251 |
0.9260 |
| S1 |
0.9212 |
0.9212 |
0.9262 |
0.9232 |
| S2 |
0.9154 |
0.9154 |
0.9253 |
|
| S3 |
0.9057 |
0.9115 |
0.9244 |
|
| S4 |
0.8960 |
0.9018 |
0.9218 |
|
|
| 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 |
0.9063 |
0.0307 |
3.3% |
0.0128 |
1.4% |
68% |
False |
False |
15,489 |
| 10 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0122 |
1.3% |
73% |
False |
False |
8,669 |
| 20 |
0.9370 |
0.8991 |
0.0379 |
4.1% |
0.0120 |
1.3% |
74% |
False |
False |
4,573 |
| 40 |
0.9405 |
0.8942 |
0.0463 |
5.0% |
0.0107 |
1.2% |
71% |
False |
False |
2,391 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0096 |
1.0% |
85% |
False |
False |
1,616 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0097 |
1.0% |
85% |
False |
False |
1,244 |
| 100 |
0.9405 |
0.8134 |
0.1271 |
13.7% |
0.0090 |
1.0% |
89% |
False |
False |
1,004 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.0% |
0.0083 |
0.9% |
91% |
False |
False |
842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9701 |
|
2.618 |
0.9543 |
|
1.618 |
0.9446 |
|
1.000 |
0.9386 |
|
0.618 |
0.9349 |
|
HIGH |
0.9289 |
|
0.618 |
0.9252 |
|
0.500 |
0.9241 |
|
0.382 |
0.9229 |
|
LOW |
0.9192 |
|
0.618 |
0.9132 |
|
1.000 |
0.9095 |
|
1.618 |
0.9035 |
|
2.618 |
0.8938 |
|
4.250 |
0.8780 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9261 |
0.9281 |
| PP |
0.9251 |
0.9278 |
| S1 |
0.9241 |
0.9274 |
|