CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9291 |
0.0009 |
0.1% |
0.9203 |
| High |
0.9335 |
0.9291 |
-0.0044 |
-0.5% |
0.9370 |
| Low |
0.9266 |
0.9153 |
-0.0113 |
-1.2% |
0.9192 |
| Close |
0.9288 |
0.9224 |
-0.0064 |
-0.7% |
0.9288 |
| Range |
0.0069 |
0.0138 |
0.0069 |
100.0% |
0.0178 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.6% |
0.0000 |
| Volume |
60,780 |
73,620 |
12,840 |
21.1% |
135,289 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9568 |
0.9300 |
|
| R3 |
0.9499 |
0.9430 |
0.9262 |
|
| R2 |
0.9361 |
0.9361 |
0.9249 |
|
| R1 |
0.9292 |
0.9292 |
0.9237 |
0.9258 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9205 |
| S1 |
0.9154 |
0.9154 |
0.9211 |
0.9120 |
| S2 |
0.9085 |
0.9085 |
0.9199 |
|
| S3 |
0.8947 |
0.9016 |
0.9186 |
|
| S4 |
0.8809 |
0.8878 |
0.9148 |
|
|
| 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 |
0.9153 |
0.0217 |
2.4% |
0.0111 |
1.2% |
33% |
False |
True |
41,193 |
| 10 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0116 |
1.3% |
59% |
False |
False |
21,998 |
| 20 |
0.9370 |
0.9001 |
0.0369 |
4.0% |
0.0119 |
1.3% |
60% |
False |
False |
11,232 |
| 40 |
0.9405 |
0.8991 |
0.0414 |
4.5% |
0.0109 |
1.2% |
56% |
False |
False |
5,748 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0097 |
1.1% |
79% |
False |
False |
3,854 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0097 |
1.1% |
79% |
False |
False |
2,922 |
| 100 |
0.9405 |
0.8179 |
0.1226 |
13.3% |
0.0091 |
1.0% |
85% |
False |
False |
2,347 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
16.1% |
0.0084 |
0.9% |
88% |
False |
False |
1,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9878 |
|
2.618 |
0.9652 |
|
1.618 |
0.9514 |
|
1.000 |
0.9429 |
|
0.618 |
0.9376 |
|
HIGH |
0.9291 |
|
0.618 |
0.9238 |
|
0.500 |
0.9222 |
|
0.382 |
0.9206 |
|
LOW |
0.9153 |
|
0.618 |
0.9068 |
|
1.000 |
0.9015 |
|
1.618 |
0.8930 |
|
2.618 |
0.8792 |
|
4.250 |
0.8567 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9223 |
0.9244 |
| PP |
0.9223 |
0.9237 |
| S1 |
0.9222 |
0.9231 |
|