CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9232 |
-0.0059 |
-0.6% |
0.9203 |
| High |
0.9291 |
0.9338 |
0.0047 |
0.5% |
0.9370 |
| Low |
0.9153 |
0.9200 |
0.0047 |
0.5% |
0.9192 |
| Close |
0.9224 |
0.9317 |
0.0093 |
1.0% |
0.9288 |
| Range |
0.0138 |
0.0138 |
0.0000 |
0.0% |
0.0178 |
| ATR |
0.0115 |
0.0116 |
0.0002 |
1.4% |
0.0000 |
| Volume |
73,620 |
66,961 |
-6,659 |
-9.0% |
135,289 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9646 |
0.9393 |
|
| R3 |
0.9561 |
0.9508 |
0.9355 |
|
| R2 |
0.9423 |
0.9423 |
0.9342 |
|
| R1 |
0.9370 |
0.9370 |
0.9330 |
0.9397 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9298 |
| S1 |
0.9232 |
0.9232 |
0.9304 |
0.9259 |
| S2 |
0.9147 |
0.9147 |
0.9292 |
|
| S3 |
0.9009 |
0.9094 |
0.9279 |
|
| S4 |
0.8871 |
0.8956 |
0.9241 |
|
|
| 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 |
0.9338 |
0.9153 |
0.0185 |
2.0% |
0.0104 |
1.1% |
89% |
True |
False |
53,157 |
| 10 |
0.9370 |
0.9010 |
0.0360 |
3.9% |
0.0114 |
1.2% |
85% |
False |
False |
28,392 |
| 20 |
0.9370 |
0.9001 |
0.0369 |
4.0% |
0.0122 |
1.3% |
86% |
False |
False |
14,573 |
| 40 |
0.9405 |
0.8991 |
0.0414 |
4.4% |
0.0110 |
1.2% |
79% |
False |
False |
7,417 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0098 |
1.1% |
90% |
False |
False |
4,969 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0098 |
1.1% |
90% |
False |
False |
3,756 |
| 100 |
0.9405 |
0.8179 |
0.1226 |
13.2% |
0.0092 |
1.0% |
93% |
False |
False |
3,016 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
15.9% |
0.0085 |
0.9% |
94% |
False |
False |
2,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9925 |
|
2.618 |
0.9699 |
|
1.618 |
0.9561 |
|
1.000 |
0.9476 |
|
0.618 |
0.9423 |
|
HIGH |
0.9338 |
|
0.618 |
0.9285 |
|
0.500 |
0.9269 |
|
0.382 |
0.9253 |
|
LOW |
0.9200 |
|
0.618 |
0.9115 |
|
1.000 |
0.9062 |
|
1.618 |
0.8977 |
|
2.618 |
0.8839 |
|
4.250 |
0.8614 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9293 |
| PP |
0.9285 |
0.9269 |
| S1 |
0.9269 |
0.9246 |
|