CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9288 |
0.9186 |
-0.0102 |
-1.1% |
0.9351 |
| High |
0.9340 |
0.9209 |
-0.0131 |
-1.4% |
0.9383 |
| Low |
0.9134 |
0.9105 |
-0.0029 |
-0.3% |
0.9105 |
| Close |
0.9174 |
0.9156 |
-0.0018 |
-0.2% |
0.9156 |
| Range |
0.0206 |
0.0104 |
-0.0102 |
-49.5% |
0.0278 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
55,215 |
101,726 |
46,511 |
84.2% |
316,969 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9416 |
0.9213 |
|
| R3 |
0.9365 |
0.9312 |
0.9185 |
|
| R2 |
0.9261 |
0.9261 |
0.9175 |
|
| R1 |
0.9208 |
0.9208 |
0.9166 |
0.9183 |
| PP |
0.9157 |
0.9157 |
0.9157 |
0.9144 |
| S1 |
0.9104 |
0.9104 |
0.9146 |
0.9079 |
| S2 |
0.9053 |
0.9053 |
0.9137 |
|
| S3 |
0.8949 |
0.9000 |
0.9127 |
|
| S4 |
0.8845 |
0.8896 |
0.9099 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
0.9880 |
0.9309 |
|
| R3 |
0.9771 |
0.9602 |
0.9232 |
|
| R2 |
0.9493 |
0.9493 |
0.9207 |
|
| R1 |
0.9324 |
0.9324 |
0.9181 |
0.9270 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9187 |
| S1 |
0.9046 |
0.9046 |
0.9131 |
0.8992 |
| S2 |
0.8937 |
0.8937 |
0.9105 |
|
| S3 |
0.8659 |
0.8768 |
0.9080 |
|
| S4 |
0.8381 |
0.8490 |
0.9003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9383 |
0.9105 |
0.0278 |
3.0% |
0.0135 |
1.5% |
18% |
False |
True |
63,393 |
| 10 |
0.9444 |
0.9105 |
0.0339 |
3.7% |
0.0122 |
1.3% |
15% |
False |
True |
64,918 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.7% |
0.0119 |
1.3% |
34% |
False |
False |
39,804 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0116 |
1.3% |
36% |
False |
False |
20,085 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.9% |
0.0104 |
1.1% |
68% |
False |
False |
13,436 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.9% |
0.0097 |
1.1% |
68% |
False |
False |
10,103 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.8% |
0.0097 |
1.1% |
71% |
False |
False |
8,099 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.5% |
0.0090 |
1.0% |
80% |
False |
False |
6,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9481 |
|
1.618 |
0.9377 |
|
1.000 |
0.9313 |
|
0.618 |
0.9273 |
|
HIGH |
0.9209 |
|
0.618 |
0.9169 |
|
0.500 |
0.9157 |
|
0.382 |
0.9145 |
|
LOW |
0.9105 |
|
0.618 |
0.9041 |
|
1.000 |
0.9001 |
|
1.618 |
0.8937 |
|
2.618 |
0.8833 |
|
4.250 |
0.8663 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9157 |
0.9243 |
| PP |
0.9157 |
0.9214 |
| S1 |
0.9156 |
0.9185 |
|