CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9159 |
0.9217 |
0.0058 |
0.6% |
0.9351 |
| High |
0.9233 |
0.9266 |
0.0033 |
0.4% |
0.9383 |
| Low |
0.9094 |
0.9154 |
0.0060 |
0.7% |
0.9105 |
| Close |
0.9200 |
0.9227 |
0.0027 |
0.3% |
0.9156 |
| Range |
0.0139 |
0.0112 |
-0.0027 |
-19.4% |
0.0278 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
76,256 |
55,599 |
-20,657 |
-27.1% |
316,969 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9552 |
0.9501 |
0.9289 |
|
| R3 |
0.9440 |
0.9389 |
0.9258 |
|
| R2 |
0.9328 |
0.9328 |
0.9248 |
|
| R1 |
0.9277 |
0.9277 |
0.9237 |
0.9303 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9228 |
| S1 |
0.9165 |
0.9165 |
0.9217 |
0.9191 |
| S2 |
0.9104 |
0.9104 |
0.9206 |
|
| S3 |
0.8992 |
0.9053 |
0.9196 |
|
| S4 |
0.8880 |
0.8941 |
0.9165 |
|
|
| 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 |
0.9380 |
0.9094 |
0.0286 |
3.1% |
0.0132 |
1.4% |
47% |
False |
False |
68,023 |
| 10 |
0.9444 |
0.9094 |
0.0350 |
3.8% |
0.0119 |
1.3% |
38% |
False |
False |
64,045 |
| 20 |
0.9444 |
0.9010 |
0.0434 |
4.7% |
0.0117 |
1.3% |
50% |
False |
False |
46,219 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0117 |
1.3% |
52% |
False |
False |
23,371 |
| 60 |
0.9444 |
0.8540 |
0.0904 |
9.8% |
0.0107 |
1.2% |
76% |
False |
False |
15,632 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.8% |
0.0099 |
1.1% |
76% |
False |
False |
11,744 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.7% |
0.0098 |
1.1% |
78% |
False |
False |
9,417 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.4% |
0.0091 |
1.0% |
85% |
False |
False |
7,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9742 |
|
2.618 |
0.9559 |
|
1.618 |
0.9447 |
|
1.000 |
0.9378 |
|
0.618 |
0.9335 |
|
HIGH |
0.9266 |
|
0.618 |
0.9223 |
|
0.500 |
0.9210 |
|
0.382 |
0.9197 |
|
LOW |
0.9154 |
|
0.618 |
0.9085 |
|
1.000 |
0.9042 |
|
1.618 |
0.8973 |
|
2.618 |
0.8861 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9221 |
0.9211 |
| PP |
0.9216 |
0.9196 |
| S1 |
0.9210 |
0.9180 |
|