CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.9072 |
0.9187 |
0.0115 |
1.3% |
0.9285 |
High |
0.9219 |
0.9266 |
0.0047 |
0.5% |
0.9408 |
Low |
0.9028 |
0.9165 |
0.0137 |
1.5% |
0.9203 |
Close |
0.9196 |
0.9179 |
-0.0017 |
-0.2% |
0.9236 |
Range |
0.0191 |
0.0101 |
-0.0090 |
-47.1% |
0.0205 |
ATR |
0.0120 |
0.0119 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
75,481 |
75,641 |
160 |
0.2% |
318,366 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9506 |
0.9444 |
0.9235 |
|
R3 |
0.9405 |
0.9343 |
0.9207 |
|
R2 |
0.9304 |
0.9304 |
0.9198 |
|
R1 |
0.9242 |
0.9242 |
0.9188 |
0.9223 |
PP |
0.9203 |
0.9203 |
0.9203 |
0.9194 |
S1 |
0.9141 |
0.9141 |
0.9170 |
0.9122 |
S2 |
0.9102 |
0.9102 |
0.9160 |
|
S3 |
0.9001 |
0.9040 |
0.9151 |
|
S4 |
0.8900 |
0.8939 |
0.9123 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9897 |
0.9772 |
0.9349 |
|
R3 |
0.9692 |
0.9567 |
0.9292 |
|
R2 |
0.9487 |
0.9487 |
0.9274 |
|
R1 |
0.9362 |
0.9362 |
0.9255 |
0.9322 |
PP |
0.9282 |
0.9282 |
0.9282 |
0.9263 |
S1 |
0.9157 |
0.9157 |
0.9217 |
0.9117 |
S2 |
0.9077 |
0.9077 |
0.9198 |
|
S3 |
0.8872 |
0.8952 |
0.9180 |
|
S4 |
0.8667 |
0.8747 |
0.9123 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9300 |
0.9028 |
0.0272 |
3.0% |
0.0131 |
1.4% |
56% |
False |
False |
66,235 |
10 |
0.9408 |
0.9028 |
0.0380 |
4.1% |
0.0119 |
1.3% |
40% |
False |
False |
65,400 |
20 |
0.9408 |
0.8931 |
0.0477 |
5.2% |
0.0115 |
1.2% |
52% |
False |
False |
63,100 |
40 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0111 |
1.2% |
74% |
False |
False |
60,556 |
60 |
0.9408 |
0.8530 |
0.0878 |
9.6% |
0.0125 |
1.4% |
74% |
False |
False |
48,029 |
80 |
0.9408 |
0.8094 |
0.1314 |
14.3% |
0.0119 |
1.3% |
83% |
False |
False |
36,078 |
100 |
0.9408 |
0.7900 |
0.1508 |
16.4% |
0.0111 |
1.2% |
85% |
False |
False |
28,879 |
120 |
0.9408 |
0.7700 |
0.1708 |
18.6% |
0.0103 |
1.1% |
87% |
False |
False |
24,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9695 |
2.618 |
0.9530 |
1.618 |
0.9429 |
1.000 |
0.9367 |
0.618 |
0.9328 |
HIGH |
0.9266 |
0.618 |
0.9227 |
0.500 |
0.9216 |
0.382 |
0.9204 |
LOW |
0.9165 |
0.618 |
0.9103 |
1.000 |
0.9064 |
1.618 |
0.9002 |
2.618 |
0.8901 |
4.250 |
0.8736 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9216 |
0.9168 |
PP |
0.9203 |
0.9158 |
S1 |
0.9191 |
0.9147 |
|