CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9266 |
0.9282 |
0.0016 |
0.2% |
0.9203 |
| High |
0.9289 |
0.9335 |
0.0046 |
0.5% |
0.9370 |
| Low |
0.9192 |
0.9266 |
0.0074 |
0.8% |
0.9192 |
| Close |
0.9271 |
0.9288 |
0.0017 |
0.2% |
0.9288 |
| Range |
0.0097 |
0.0069 |
-0.0028 |
-28.9% |
0.0178 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
30,348 |
60,780 |
30,432 |
100.3% |
135,289 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9465 |
0.9326 |
|
| R3 |
0.9434 |
0.9396 |
0.9307 |
|
| R2 |
0.9365 |
0.9365 |
0.9301 |
|
| R1 |
0.9327 |
0.9327 |
0.9294 |
0.9346 |
| PP |
0.9296 |
0.9296 |
0.9296 |
0.9306 |
| S1 |
0.9258 |
0.9258 |
0.9282 |
0.9277 |
| S2 |
0.9227 |
0.9227 |
0.9275 |
|
| S3 |
0.9158 |
0.9189 |
0.9269 |
|
| S4 |
0.9089 |
0.9120 |
0.9250 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9817 |
0.9731 |
0.9386 |
|
| R3 |
0.9639 |
0.9553 |
0.9337 |
|
| R2 |
0.9461 |
0.9461 |
0.9321 |
|
| R1 |
0.9375 |
0.9375 |
0.9304 |
0.9418 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9305 |
| S1 |
0.9197 |
0.9197 |
0.9272 |
0.9240 |
| S2 |
0.9105 |
0.9105 |
0.9255 |
|
| S3 |
0.8927 |
0.9019 |
0.9239 |
|
| S4 |
0.8749 |
0.8841 |
0.9190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9370 |
0.9192 |
0.0178 |
1.9% |
0.0106 |
1.1% |
54% |
False |
False |
27,057 |
| 10 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0117 |
1.3% |
77% |
False |
False |
14,689 |
| 20 |
0.9370 |
0.8991 |
0.0379 |
4.1% |
0.0115 |
1.2% |
78% |
False |
False |
7,573 |
| 40 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0107 |
1.2% |
72% |
False |
False |
3,909 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0097 |
1.0% |
86% |
False |
False |
2,628 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0097 |
1.0% |
86% |
False |
False |
2,003 |
| 100 |
0.9405 |
0.8179 |
0.1226 |
13.2% |
0.0090 |
1.0% |
90% |
False |
False |
1,612 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.0% |
0.0083 |
0.9% |
92% |
False |
False |
1,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9628 |
|
2.618 |
0.9516 |
|
1.618 |
0.9447 |
|
1.000 |
0.9404 |
|
0.618 |
0.9378 |
|
HIGH |
0.9335 |
|
0.618 |
0.9309 |
|
0.500 |
0.9301 |
|
0.382 |
0.9292 |
|
LOW |
0.9266 |
|
0.618 |
0.9223 |
|
1.000 |
0.9197 |
|
1.618 |
0.9154 |
|
2.618 |
0.9085 |
|
4.250 |
0.8973 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9280 |
| PP |
0.9296 |
0.9272 |
| S1 |
0.9292 |
0.9264 |
|