CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9351 |
0.9276 |
-0.0075 |
-0.8% |
0.9291 |
| High |
0.9365 |
0.9383 |
0.0018 |
0.2% |
0.9444 |
| Low |
0.9214 |
0.9269 |
0.0055 |
0.6% |
0.9153 |
| Close |
0.9277 |
0.9358 |
0.0081 |
0.9% |
0.9349 |
| Range |
0.0151 |
0.0114 |
-0.0037 |
-24.5% |
0.0291 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.0% |
0.0000 |
| Volume |
50,619 |
58,090 |
7,471 |
14.8% |
332,216 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9632 |
0.9421 |
|
| R3 |
0.9565 |
0.9518 |
0.9389 |
|
| R2 |
0.9451 |
0.9451 |
0.9379 |
|
| R1 |
0.9404 |
0.9404 |
0.9368 |
0.9428 |
| PP |
0.9337 |
0.9337 |
0.9337 |
0.9348 |
| S1 |
0.9290 |
0.9290 |
0.9348 |
0.9314 |
| S2 |
0.9223 |
0.9223 |
0.9337 |
|
| S3 |
0.9109 |
0.9176 |
0.9327 |
|
| S4 |
0.8995 |
0.9062 |
0.9295 |
|
|
| 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 |
0.9214 |
0.0230 |
2.5% |
0.0106 |
1.1% |
63% |
False |
False |
60,068 |
| 10 |
0.9444 |
0.9153 |
0.0291 |
3.1% |
0.0105 |
1.1% |
70% |
False |
False |
56,613 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.6% |
0.0119 |
1.3% |
80% |
False |
False |
29,511 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.8% |
0.0112 |
1.2% |
81% |
False |
False |
14,902 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0102 |
1.1% |
90% |
False |
False |
9,968 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0100 |
1.1% |
90% |
False |
False |
7,504 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.6% |
0.0095 |
1.0% |
91% |
False |
False |
6,018 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.2% |
0.0088 |
0.9% |
94% |
False |
False |
5,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9681 |
|
1.618 |
0.9567 |
|
1.000 |
0.9497 |
|
0.618 |
0.9453 |
|
HIGH |
0.9383 |
|
0.618 |
0.9339 |
|
0.500 |
0.9326 |
|
0.382 |
0.9313 |
|
LOW |
0.9269 |
|
0.618 |
0.9199 |
|
1.000 |
0.9155 |
|
1.618 |
0.9085 |
|
2.618 |
0.8971 |
|
4.250 |
0.8785 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9347 |
0.9340 |
| PP |
0.9337 |
0.9322 |
| S1 |
0.9326 |
0.9304 |
|