CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9390 |
0.9351 |
-0.0039 |
-0.4% |
0.9291 |
| High |
0.9394 |
0.9365 |
-0.0029 |
-0.3% |
0.9444 |
| Low |
0.9286 |
0.9214 |
-0.0072 |
-0.8% |
0.9153 |
| Close |
0.9349 |
0.9277 |
-0.0072 |
-0.8% |
0.9349 |
| Range |
0.0108 |
0.0151 |
0.0043 |
39.8% |
0.0291 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
2.6% |
0.0000 |
| Volume |
60,950 |
50,619 |
-10,331 |
-16.9% |
332,216 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9738 |
0.9659 |
0.9360 |
|
| R3 |
0.9587 |
0.9508 |
0.9319 |
|
| R2 |
0.9436 |
0.9436 |
0.9305 |
|
| R1 |
0.9357 |
0.9357 |
0.9291 |
0.9321 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9268 |
| S1 |
0.9206 |
0.9206 |
0.9263 |
0.9170 |
| S2 |
0.9134 |
0.9134 |
0.9249 |
|
| S3 |
0.8983 |
0.9055 |
0.9235 |
|
| S4 |
0.8832 |
0.8904 |
0.9194 |
|
|
| 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 |
0.9200 |
0.0244 |
2.6% |
0.0111 |
1.2% |
32% |
False |
False |
61,843 |
| 10 |
0.9444 |
0.9153 |
0.0291 |
3.1% |
0.0111 |
1.2% |
43% |
False |
False |
51,518 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.7% |
0.0120 |
1.3% |
62% |
False |
False |
26,623 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0112 |
1.2% |
63% |
False |
False |
13,453 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0101 |
1.1% |
82% |
False |
False |
9,001 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0099 |
1.1% |
82% |
False |
False |
6,779 |
| 100 |
0.9444 |
0.8440 |
0.1004 |
10.8% |
0.0095 |
1.0% |
83% |
False |
False |
5,438 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.3% |
0.0087 |
0.9% |
88% |
False |
False |
4,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0007 |
|
2.618 |
0.9760 |
|
1.618 |
0.9609 |
|
1.000 |
0.9516 |
|
0.618 |
0.9458 |
|
HIGH |
0.9365 |
|
0.618 |
0.9307 |
|
0.500 |
0.9290 |
|
0.382 |
0.9272 |
|
LOW |
0.9214 |
|
0.618 |
0.9121 |
|
1.000 |
0.9063 |
|
1.618 |
0.8970 |
|
2.618 |
0.8819 |
|
4.250 |
0.8572 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9290 |
0.9329 |
| PP |
0.9285 |
0.9312 |
| S1 |
0.9281 |
0.9294 |
|