CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9217 |
0.9219 |
0.0002 |
0.0% |
0.9351 |
| High |
0.9266 |
0.9372 |
0.0106 |
1.1% |
0.9383 |
| Low |
0.9154 |
0.9216 |
0.0062 |
0.7% |
0.9105 |
| Close |
0.9227 |
0.9364 |
0.0137 |
1.5% |
0.9156 |
| Range |
0.0112 |
0.0156 |
0.0044 |
39.3% |
0.0278 |
| ATR |
0.0120 |
0.0123 |
0.0003 |
2.1% |
0.0000 |
| Volume |
55,599 |
65,153 |
9,554 |
17.2% |
316,969 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9785 |
0.9731 |
0.9450 |
|
| R3 |
0.9629 |
0.9575 |
0.9407 |
|
| R2 |
0.9473 |
0.9473 |
0.9393 |
|
| R1 |
0.9419 |
0.9419 |
0.9378 |
0.9446 |
| PP |
0.9317 |
0.9317 |
0.9317 |
0.9331 |
| S1 |
0.9263 |
0.9263 |
0.9350 |
0.9290 |
| S2 |
0.9161 |
0.9161 |
0.9335 |
|
| S3 |
0.9005 |
0.9107 |
0.9321 |
|
| S4 |
0.8849 |
0.8951 |
0.9278 |
|
|
| 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 |
0.9372 |
0.9094 |
0.0278 |
3.0% |
0.0143 |
1.5% |
97% |
True |
False |
70,789 |
| 10 |
0.9444 |
0.9094 |
0.0350 |
3.7% |
0.0127 |
1.4% |
77% |
False |
False |
63,595 |
| 20 |
0.9444 |
0.9033 |
0.0411 |
4.4% |
0.0121 |
1.3% |
81% |
False |
False |
49,308 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.8% |
0.0119 |
1.3% |
82% |
False |
False |
24,994 |
| 60 |
0.9444 |
0.8576 |
0.0868 |
9.3% |
0.0108 |
1.2% |
91% |
False |
False |
16,717 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0100 |
1.1% |
91% |
False |
False |
12,557 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.6% |
0.0099 |
1.1% |
92% |
False |
False |
10,068 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.2% |
0.0092 |
1.0% |
94% |
False |
False |
8,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9780 |
|
1.618 |
0.9624 |
|
1.000 |
0.9528 |
|
0.618 |
0.9468 |
|
HIGH |
0.9372 |
|
0.618 |
0.9312 |
|
0.500 |
0.9294 |
|
0.382 |
0.9276 |
|
LOW |
0.9216 |
|
0.618 |
0.9120 |
|
1.000 |
0.9060 |
|
1.618 |
0.8964 |
|
2.618 |
0.8808 |
|
4.250 |
0.8553 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9320 |
| PP |
0.9317 |
0.9277 |
| S1 |
0.9294 |
0.9233 |
|