CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9232 |
0.9323 |
0.0091 |
1.0% |
0.9203 |
| High |
0.9338 |
0.9396 |
0.0058 |
0.6% |
0.9370 |
| Low |
0.9200 |
0.9315 |
0.0115 |
1.3% |
0.9192 |
| Close |
0.9317 |
0.9379 |
0.0062 |
0.7% |
0.9288 |
| Range |
0.0138 |
0.0081 |
-0.0057 |
-41.3% |
0.0178 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
66,961 |
69,659 |
2,698 |
4.0% |
135,289 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9606 |
0.9574 |
0.9424 |
|
| R3 |
0.9525 |
0.9493 |
0.9401 |
|
| R2 |
0.9444 |
0.9444 |
0.9394 |
|
| R1 |
0.9412 |
0.9412 |
0.9386 |
0.9428 |
| PP |
0.9363 |
0.9363 |
0.9363 |
0.9372 |
| S1 |
0.9331 |
0.9331 |
0.9372 |
0.9347 |
| S2 |
0.9282 |
0.9282 |
0.9364 |
|
| S3 |
0.9201 |
0.9250 |
0.9357 |
|
| S4 |
0.9120 |
0.9169 |
0.9334 |
|
|
| 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 |
0.9396 |
0.9153 |
0.0243 |
2.6% |
0.0105 |
1.1% |
93% |
True |
False |
60,273 |
| 10 |
0.9396 |
0.9033 |
0.0363 |
3.9% |
0.0115 |
1.2% |
95% |
True |
False |
35,022 |
| 20 |
0.9396 |
0.9010 |
0.0386 |
4.1% |
0.0119 |
1.3% |
96% |
True |
False |
18,034 |
| 40 |
0.9405 |
0.8991 |
0.0414 |
4.4% |
0.0110 |
1.2% |
94% |
False |
False |
9,150 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.2% |
0.0099 |
1.1% |
97% |
False |
False |
6,129 |
| 80 |
0.9405 |
0.8540 |
0.0865 |
9.2% |
0.0099 |
1.1% |
97% |
False |
False |
4,624 |
| 100 |
0.9405 |
0.8305 |
0.1100 |
11.7% |
0.0093 |
1.0% |
98% |
False |
False |
3,713 |
| 120 |
0.9405 |
0.7920 |
0.1485 |
15.8% |
0.0085 |
0.9% |
98% |
False |
False |
3,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9740 |
|
2.618 |
0.9608 |
|
1.618 |
0.9527 |
|
1.000 |
0.9477 |
|
0.618 |
0.9446 |
|
HIGH |
0.9396 |
|
0.618 |
0.9365 |
|
0.500 |
0.9356 |
|
0.382 |
0.9346 |
|
LOW |
0.9315 |
|
0.618 |
0.9265 |
|
1.000 |
0.9234 |
|
1.618 |
0.9184 |
|
2.618 |
0.9103 |
|
4.250 |
0.8971 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9371 |
0.9344 |
| PP |
0.9363 |
0.9309 |
| S1 |
0.9356 |
0.9275 |
|