CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9159 |
-0.0027 |
-0.3% |
0.9351 |
| High |
0.9209 |
0.9233 |
0.0024 |
0.3% |
0.9383 |
| Low |
0.9105 |
0.9094 |
-0.0011 |
-0.1% |
0.9105 |
| Close |
0.9156 |
0.9200 |
0.0044 |
0.5% |
0.9156 |
| Range |
0.0104 |
0.0139 |
0.0035 |
33.7% |
0.0278 |
| ATR |
0.0119 |
0.0121 |
0.0001 |
1.2% |
0.0000 |
| Volume |
101,726 |
76,256 |
-25,470 |
-25.0% |
316,969 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9535 |
0.9276 |
|
| R3 |
0.9454 |
0.9396 |
0.9238 |
|
| R2 |
0.9315 |
0.9315 |
0.9225 |
|
| R1 |
0.9257 |
0.9257 |
0.9213 |
0.9286 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9190 |
| S1 |
0.9118 |
0.9118 |
0.9187 |
0.9147 |
| S2 |
0.9037 |
0.9037 |
0.9175 |
|
| S3 |
0.8898 |
0.8979 |
0.9162 |
|
| S4 |
0.8759 |
0.8840 |
0.9124 |
|
|
| 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 |
0.9094 |
0.0289 |
3.1% |
0.0133 |
1.4% |
37% |
False |
True |
68,521 |
| 10 |
0.9444 |
0.9094 |
0.0350 |
3.8% |
0.0122 |
1.3% |
30% |
False |
True |
65,182 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.7% |
0.0119 |
1.3% |
44% |
False |
False |
43,590 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0116 |
1.3% |
46% |
False |
False |
21,984 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.8% |
0.0106 |
1.2% |
73% |
False |
False |
14,707 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.8% |
0.0098 |
1.1% |
73% |
False |
False |
11,053 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.7% |
0.0098 |
1.1% |
75% |
False |
False |
8,861 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.4% |
0.0091 |
1.0% |
83% |
False |
False |
7,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9824 |
|
2.618 |
0.9597 |
|
1.618 |
0.9458 |
|
1.000 |
0.9372 |
|
0.618 |
0.9319 |
|
HIGH |
0.9233 |
|
0.618 |
0.9180 |
|
0.500 |
0.9164 |
|
0.382 |
0.9147 |
|
LOW |
0.9094 |
|
0.618 |
0.9008 |
|
1.000 |
0.8955 |
|
1.618 |
0.8869 |
|
2.618 |
0.8730 |
|
4.250 |
0.8503 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9217 |
| PP |
0.9176 |
0.9211 |
| S1 |
0.9164 |
0.9206 |
|