CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9377 |
0.9390 |
0.0013 |
0.1% |
0.9291 |
| High |
0.9444 |
0.9394 |
-0.0050 |
-0.5% |
0.9444 |
| Low |
0.9368 |
0.9286 |
-0.0082 |
-0.9% |
0.9153 |
| Close |
0.9394 |
0.9349 |
-0.0045 |
-0.5% |
0.9349 |
| Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0291 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
61,026 |
60,950 |
-76 |
-0.1% |
332,216 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9667 |
0.9616 |
0.9408 |
|
| R3 |
0.9559 |
0.9508 |
0.9379 |
|
| R2 |
0.9451 |
0.9451 |
0.9369 |
|
| R1 |
0.9400 |
0.9400 |
0.9359 |
0.9372 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9329 |
| S1 |
0.9292 |
0.9292 |
0.9339 |
0.9264 |
| S2 |
0.9235 |
0.9235 |
0.9329 |
|
| S3 |
0.9127 |
0.9184 |
0.9319 |
|
| S4 |
0.9019 |
0.9076 |
0.9290 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0060 |
0.9509 |
|
| R3 |
0.9897 |
0.9769 |
0.9429 |
|
| R2 |
0.9606 |
0.9606 |
0.9402 |
|
| R1 |
0.9478 |
0.9478 |
0.9376 |
0.9542 |
| PP |
0.9315 |
0.9315 |
0.9315 |
0.9348 |
| S1 |
0.9187 |
0.9187 |
0.9322 |
0.9251 |
| S2 |
0.9024 |
0.9024 |
0.9296 |
|
| S3 |
0.8733 |
0.8896 |
0.9269 |
|
| S4 |
0.8442 |
0.8605 |
0.9189 |
|
|
| 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% |
0.0108 |
1.2% |
67% |
False |
False |
66,443 |
| 10 |
0.9444 |
0.9153 |
0.0291 |
3.1% |
0.0107 |
1.1% |
67% |
False |
False |
46,750 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.6% |
0.0117 |
1.2% |
78% |
False |
False |
24,110 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.8% |
0.0109 |
1.2% |
79% |
False |
False |
12,189 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0099 |
1.1% |
89% |
False |
False |
8,158 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0098 |
1.0% |
89% |
False |
False |
6,148 |
| 100 |
0.9444 |
0.8420 |
0.1024 |
11.0% |
0.0094 |
1.0% |
91% |
False |
False |
4,932 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.2% |
0.0086 |
0.9% |
93% |
False |
False |
4,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9853 |
|
2.618 |
0.9677 |
|
1.618 |
0.9569 |
|
1.000 |
0.9502 |
|
0.618 |
0.9461 |
|
HIGH |
0.9394 |
|
0.618 |
0.9353 |
|
0.500 |
0.9340 |
|
0.382 |
0.9327 |
|
LOW |
0.9286 |
|
0.618 |
0.9219 |
|
1.000 |
0.9178 |
|
1.618 |
0.9111 |
|
2.618 |
0.9003 |
|
4.250 |
0.8827 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9365 |
| PP |
0.9343 |
0.9360 |
| S1 |
0.9340 |
0.9354 |
|