CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9353 |
0.9288 |
-0.0065 |
-0.7% |
0.9291 |
| High |
0.9380 |
0.9340 |
-0.0040 |
-0.4% |
0.9444 |
| Low |
0.9280 |
0.9134 |
-0.0146 |
-1.6% |
0.9153 |
| Close |
0.9352 |
0.9174 |
-0.0178 |
-1.9% |
0.9349 |
| Range |
0.0100 |
0.0206 |
0.0106 |
106.0% |
0.0291 |
| ATR |
0.0113 |
0.0120 |
0.0008 |
6.7% |
0.0000 |
| Volume |
51,319 |
55,215 |
3,896 |
7.6% |
332,216 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9710 |
0.9287 |
|
| R3 |
0.9628 |
0.9504 |
0.9231 |
|
| R2 |
0.9422 |
0.9422 |
0.9212 |
|
| R1 |
0.9298 |
0.9298 |
0.9193 |
0.9257 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9196 |
| S1 |
0.9092 |
0.9092 |
0.9155 |
0.9051 |
| S2 |
0.9010 |
0.9010 |
0.9136 |
|
| S3 |
0.8804 |
0.8886 |
0.9117 |
|
| S4 |
0.8598 |
0.8680 |
0.9061 |
|
|
| 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 |
0.9394 |
0.9134 |
0.0260 |
2.8% |
0.0136 |
1.5% |
15% |
False |
True |
55,238 |
| 10 |
0.9444 |
0.9134 |
0.0310 |
3.4% |
0.0118 |
1.3% |
13% |
False |
True |
60,823 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.7% |
0.0120 |
1.3% |
38% |
False |
False |
34,746 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0115 |
1.2% |
40% |
False |
False |
17,555 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.9% |
0.0103 |
1.1% |
70% |
False |
False |
11,742 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.9% |
0.0098 |
1.1% |
70% |
False |
False |
8,833 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.8% |
0.0097 |
1.1% |
73% |
False |
False |
7,081 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.5% |
0.0089 |
1.0% |
81% |
False |
False |
5,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
0.9879 |
|
1.618 |
0.9673 |
|
1.000 |
0.9546 |
|
0.618 |
0.9467 |
|
HIGH |
0.9340 |
|
0.618 |
0.9261 |
|
0.500 |
0.9237 |
|
0.382 |
0.9213 |
|
LOW |
0.9134 |
|
0.618 |
0.9007 |
|
1.000 |
0.8928 |
|
1.618 |
0.8801 |
|
2.618 |
0.8595 |
|
4.250 |
0.8259 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9237 |
0.9259 |
| PP |
0.9216 |
0.9230 |
| S1 |
0.9195 |
0.9202 |
|