CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9323 |
0.9377 |
0.0054 |
0.6% |
0.9203 |
| High |
0.9396 |
0.9444 |
0.0048 |
0.5% |
0.9370 |
| Low |
0.9315 |
0.9368 |
0.0053 |
0.6% |
0.9192 |
| Close |
0.9379 |
0.9394 |
0.0015 |
0.2% |
0.9288 |
| Range |
0.0081 |
0.0076 |
-0.0005 |
-6.2% |
0.0178 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
69,659 |
61,026 |
-8,633 |
-12.4% |
135,289 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9588 |
0.9436 |
|
| R3 |
0.9554 |
0.9512 |
0.9415 |
|
| R2 |
0.9478 |
0.9478 |
0.9408 |
|
| R1 |
0.9436 |
0.9436 |
0.9401 |
0.9457 |
| PP |
0.9402 |
0.9402 |
0.9402 |
0.9413 |
| S1 |
0.9360 |
0.9360 |
0.9387 |
0.9381 |
| S2 |
0.9326 |
0.9326 |
0.9380 |
|
| S3 |
0.9250 |
0.9284 |
0.9373 |
|
| S4 |
0.9174 |
0.9208 |
0.9352 |
|
|
| 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 |
0.9444 |
0.9153 |
0.0291 |
3.1% |
0.0100 |
1.1% |
83% |
True |
False |
66,409 |
| 10 |
0.9444 |
0.9063 |
0.0381 |
4.1% |
0.0114 |
1.2% |
87% |
True |
False |
40,949 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.6% |
0.0118 |
1.3% |
88% |
True |
False |
21,076 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.8% |
0.0109 |
1.2% |
89% |
True |
False |
10,670 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.6% |
0.0098 |
1.0% |
94% |
True |
False |
7,144 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.6% |
0.0098 |
1.0% |
94% |
True |
False |
5,387 |
| 100 |
0.9444 |
0.8397 |
0.1047 |
11.1% |
0.0093 |
1.0% |
95% |
True |
False |
4,323 |
| 120 |
0.9444 |
0.7920 |
0.1524 |
16.2% |
0.0085 |
0.9% |
97% |
True |
False |
3,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9767 |
|
2.618 |
0.9643 |
|
1.618 |
0.9567 |
|
1.000 |
0.9520 |
|
0.618 |
0.9491 |
|
HIGH |
0.9444 |
|
0.618 |
0.9415 |
|
0.500 |
0.9406 |
|
0.382 |
0.9397 |
|
LOW |
0.9368 |
|
0.618 |
0.9321 |
|
1.000 |
0.9292 |
|
1.618 |
0.9245 |
|
2.618 |
0.9169 |
|
4.250 |
0.9045 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9406 |
0.9370 |
| PP |
0.9402 |
0.9346 |
| S1 |
0.9398 |
0.9322 |
|