CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9132 |
0.9193 |
0.0061 |
0.7% |
0.9095 |
| High |
0.9206 |
0.9293 |
0.0087 |
0.9% |
0.9293 |
| Low |
0.9094 |
0.9137 |
0.0043 |
0.5% |
0.8987 |
| Close |
0.9186 |
0.9238 |
0.0052 |
0.6% |
0.9238 |
| Range |
0.0112 |
0.0156 |
0.0044 |
39.3% |
0.0306 |
| ATR |
0.0121 |
0.0123 |
0.0003 |
2.1% |
0.0000 |
| Volume |
64,919 |
55,383 |
-9,536 |
-14.7% |
297,806 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9620 |
0.9324 |
|
| R3 |
0.9535 |
0.9464 |
0.9281 |
|
| R2 |
0.9379 |
0.9379 |
0.9267 |
|
| R1 |
0.9308 |
0.9308 |
0.9252 |
0.9344 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9240 |
| S1 |
0.9152 |
0.9152 |
0.9224 |
0.9188 |
| S2 |
0.9067 |
0.9067 |
0.9209 |
|
| S3 |
0.8911 |
0.8996 |
0.9195 |
|
| S4 |
0.8755 |
0.8840 |
0.9152 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0091 |
0.9970 |
0.9406 |
|
| R3 |
0.9785 |
0.9664 |
0.9322 |
|
| R2 |
0.9479 |
0.9479 |
0.9294 |
|
| R1 |
0.9358 |
0.9358 |
0.9266 |
0.9419 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9203 |
| S1 |
0.9052 |
0.9052 |
0.9210 |
0.9113 |
| S2 |
0.8867 |
0.8867 |
0.9182 |
|
| S3 |
0.8561 |
0.8746 |
0.9154 |
|
| S4 |
0.8255 |
0.8440 |
0.9070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9293 |
0.8987 |
0.0306 |
3.3% |
0.0122 |
1.3% |
82% |
True |
False |
59,561 |
| 10 |
0.9293 |
0.8987 |
0.0306 |
3.3% |
0.0135 |
1.5% |
82% |
True |
False |
63,896 |
| 20 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0121 |
1.3% |
60% |
False |
False |
63,153 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0114 |
1.2% |
81% |
False |
False |
60,246 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0125 |
1.3% |
81% |
False |
False |
54,005 |
| 80 |
0.9408 |
0.8375 |
0.1033 |
11.2% |
0.0123 |
1.3% |
84% |
False |
False |
40,612 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.2% |
0.0114 |
1.2% |
88% |
False |
False |
32,513 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.5% |
0.0107 |
1.2% |
90% |
False |
False |
27,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9956 |
|
2.618 |
0.9701 |
|
1.618 |
0.9545 |
|
1.000 |
0.9449 |
|
0.618 |
0.9389 |
|
HIGH |
0.9293 |
|
0.618 |
0.9233 |
|
0.500 |
0.9215 |
|
0.382 |
0.9197 |
|
LOW |
0.9137 |
|
0.618 |
0.9041 |
|
1.000 |
0.8981 |
|
1.618 |
0.8885 |
|
2.618 |
0.8729 |
|
4.250 |
0.8474 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9230 |
0.9207 |
| PP |
0.9223 |
0.9176 |
| S1 |
0.9215 |
0.9145 |
|