CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9242 |
0.9193 |
-0.0049 |
-0.5% |
0.9285 |
| High |
0.9263 |
0.9205 |
-0.0058 |
-0.6% |
0.9408 |
| Low |
0.9150 |
0.9052 |
-0.0098 |
-1.1% |
0.9203 |
| Close |
0.9177 |
0.9078 |
-0.0099 |
-1.1% |
0.9236 |
| Range |
0.0113 |
0.0153 |
0.0040 |
35.4% |
0.0205 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.6% |
0.0000 |
| Volume |
71,161 |
52,939 |
-18,222 |
-25.6% |
318,366 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9571 |
0.9477 |
0.9162 |
|
| R3 |
0.9418 |
0.9324 |
0.9120 |
|
| R2 |
0.9265 |
0.9265 |
0.9106 |
|
| R1 |
0.9171 |
0.9171 |
0.9092 |
0.9142 |
| PP |
0.9112 |
0.9112 |
0.9112 |
0.9097 |
| S1 |
0.9018 |
0.9018 |
0.9064 |
0.8989 |
| S2 |
0.8959 |
0.8959 |
0.9050 |
|
| S3 |
0.8806 |
0.8865 |
0.9036 |
|
| S4 |
0.8653 |
0.8712 |
0.8994 |
|
|
| 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 |
0.9369 |
0.9052 |
0.0317 |
3.5% |
0.0113 |
1.2% |
8% |
False |
True |
61,134 |
| 10 |
0.9408 |
0.9052 |
0.0356 |
3.9% |
0.0111 |
1.2% |
7% |
False |
True |
63,931 |
| 20 |
0.9408 |
0.8814 |
0.0594 |
6.5% |
0.0113 |
1.2% |
44% |
False |
False |
62,924 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0110 |
1.2% |
62% |
False |
False |
59,650 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.7% |
0.0124 |
1.4% |
62% |
False |
False |
45,526 |
| 80 |
0.9408 |
0.8000 |
0.1408 |
15.5% |
0.0117 |
1.3% |
77% |
False |
False |
34,195 |
| 100 |
0.9408 |
0.7900 |
0.1508 |
16.6% |
0.0110 |
1.2% |
78% |
False |
False |
27,369 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.8% |
0.0101 |
1.1% |
81% |
False |
False |
22,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9606 |
|
1.618 |
0.9453 |
|
1.000 |
0.9358 |
|
0.618 |
0.9300 |
|
HIGH |
0.9205 |
|
0.618 |
0.9147 |
|
0.500 |
0.9129 |
|
0.382 |
0.9110 |
|
LOW |
0.9052 |
|
0.618 |
0.8957 |
|
1.000 |
0.8899 |
|
1.618 |
0.8804 |
|
2.618 |
0.8651 |
|
4.250 |
0.8402 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9176 |
| PP |
0.9112 |
0.9143 |
| S1 |
0.9095 |
0.9111 |
|