CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9276 |
0.9353 |
0.0077 |
0.8% |
0.9291 |
| High |
0.9383 |
0.9380 |
-0.0003 |
0.0% |
0.9444 |
| Low |
0.9269 |
0.9280 |
0.0011 |
0.1% |
0.9153 |
| Close |
0.9358 |
0.9352 |
-0.0006 |
-0.1% |
0.9349 |
| Range |
0.0114 |
0.0100 |
-0.0014 |
-12.3% |
0.0291 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
58,090 |
51,319 |
-6,771 |
-11.7% |
332,216 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9595 |
0.9407 |
|
| R3 |
0.9537 |
0.9495 |
0.9380 |
|
| R2 |
0.9437 |
0.9437 |
0.9370 |
|
| R1 |
0.9395 |
0.9395 |
0.9361 |
0.9366 |
| PP |
0.9337 |
0.9337 |
0.9337 |
0.9323 |
| S1 |
0.9295 |
0.9295 |
0.9343 |
0.9266 |
| S2 |
0.9237 |
0.9237 |
0.9334 |
|
| S3 |
0.9137 |
0.9195 |
0.9325 |
|
| S4 |
0.9037 |
0.9095 |
0.9297 |
|
|
| 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% |
0.0110 |
1.2% |
60% |
False |
False |
56,400 |
| 10 |
0.9444 |
0.9153 |
0.0291 |
3.1% |
0.0107 |
1.1% |
68% |
False |
False |
58,337 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.6% |
0.0118 |
1.3% |
79% |
False |
False |
32,033 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.8% |
0.0112 |
1.2% |
80% |
False |
False |
16,179 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0101 |
1.1% |
90% |
False |
False |
10,822 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0098 |
1.0% |
90% |
False |
False |
8,145 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.6% |
0.0095 |
1.0% |
91% |
False |
False |
6,530 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.2% |
0.0087 |
0.9% |
94% |
False |
False |
5,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9805 |
|
2.618 |
0.9642 |
|
1.618 |
0.9542 |
|
1.000 |
0.9480 |
|
0.618 |
0.9442 |
|
HIGH |
0.9380 |
|
0.618 |
0.9342 |
|
0.500 |
0.9330 |
|
0.382 |
0.9318 |
|
LOW |
0.9280 |
|
0.618 |
0.9218 |
|
1.000 |
0.9180 |
|
1.618 |
0.9118 |
|
2.618 |
0.9018 |
|
4.250 |
0.8855 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9345 |
0.9334 |
| PP |
0.9337 |
0.9316 |
| S1 |
0.9330 |
0.9299 |
|