CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9323 |
0.9342 |
0.0019 |
0.2% |
0.9215 |
| High |
0.9366 |
0.9369 |
0.0003 |
0.0% |
0.9306 |
| Low |
0.9274 |
0.9260 |
-0.0014 |
-0.2% |
0.9147 |
| Close |
0.9353 |
0.9272 |
-0.0081 |
-0.9% |
0.9270 |
| Range |
0.0092 |
0.0109 |
0.0017 |
18.5% |
0.0159 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
61,710 |
63,907 |
2,197 |
3.6% |
305,737 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9627 |
0.9559 |
0.9332 |
|
| R3 |
0.9518 |
0.9450 |
0.9302 |
|
| R2 |
0.9409 |
0.9409 |
0.9292 |
|
| R1 |
0.9341 |
0.9341 |
0.9282 |
0.9321 |
| PP |
0.9300 |
0.9300 |
0.9300 |
0.9290 |
| S1 |
0.9232 |
0.9232 |
0.9262 |
0.9212 |
| S2 |
0.9191 |
0.9191 |
0.9252 |
|
| S3 |
0.9082 |
0.9123 |
0.9242 |
|
| S4 |
0.8973 |
0.9014 |
0.9212 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9718 |
0.9653 |
0.9357 |
|
| R3 |
0.9559 |
0.9494 |
0.9314 |
|
| R2 |
0.9400 |
0.9400 |
0.9299 |
|
| R1 |
0.9335 |
0.9335 |
0.9285 |
0.9368 |
| PP |
0.9241 |
0.9241 |
0.9241 |
0.9257 |
| S1 |
0.9176 |
0.9176 |
0.9255 |
0.9209 |
| S2 |
0.9082 |
0.9082 |
0.9241 |
|
| S3 |
0.8923 |
0.9017 |
0.9226 |
|
| S4 |
0.8764 |
0.8858 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9408 |
0.9210 |
0.0198 |
2.1% |
0.0107 |
1.1% |
31% |
False |
False |
64,566 |
| 10 |
0.9408 |
0.9147 |
0.0261 |
2.8% |
0.0108 |
1.2% |
48% |
False |
False |
63,447 |
| 20 |
0.9408 |
0.8566 |
0.0842 |
9.1% |
0.0112 |
1.2% |
84% |
False |
False |
61,177 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0113 |
1.2% |
85% |
False |
False |
60,485 |
| 60 |
0.9408 |
0.8475 |
0.0933 |
10.1% |
0.0123 |
1.3% |
85% |
False |
False |
42,538 |
| 80 |
0.9408 |
0.8000 |
0.1408 |
15.2% |
0.0117 |
1.3% |
90% |
False |
False |
31,948 |
| 100 |
0.9408 |
0.7875 |
0.1533 |
16.5% |
0.0110 |
1.2% |
91% |
False |
False |
25,570 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.4% |
0.0099 |
1.1% |
92% |
False |
False |
21,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9654 |
|
1.618 |
0.9545 |
|
1.000 |
0.9478 |
|
0.618 |
0.9436 |
|
HIGH |
0.9369 |
|
0.618 |
0.9327 |
|
0.500 |
0.9315 |
|
0.382 |
0.9302 |
|
LOW |
0.9260 |
|
0.618 |
0.9193 |
|
1.000 |
0.9151 |
|
1.618 |
0.9084 |
|
2.618 |
0.8975 |
|
4.250 |
0.8797 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9315 |
0.9334 |
| PP |
0.9300 |
0.9313 |
| S1 |
0.9286 |
0.9293 |
|