CME Canadian Dollar Future September 2009


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Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 0.9151 0.9140 -0.0011 -0.1% 0.9261
High 0.9171 0.9198 0.0027 0.3% 0.9330
Low 0.9013 0.9034 0.0021 0.2% 0.9072
Close 0.9135 0.9051 -0.0084 -0.9% 0.9149
Range 0.0158 0.0164 0.0006 3.8% 0.0258
ATR 0.0128 0.0130 0.0003 2.0% 0.0000
Volume 60,106 72,556 12,450 20.7% 293,910
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9586 0.9483 0.9141
R3 0.9422 0.9319 0.9096
R2 0.9258 0.9258 0.9081
R1 0.9155 0.9155 0.9066 0.9125
PP 0.9094 0.9094 0.9094 0.9079
S1 0.8991 0.8991 0.9036 0.8961
S2 0.8930 0.8930 0.9021
S3 0.8766 0.8827 0.9006
S4 0.8602 0.8663 0.8961
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9958 0.9811 0.9291
R3 0.9700 0.9553 0.9220
R2 0.9442 0.9442 0.9196
R1 0.9295 0.9295 0.9173 0.9240
PP 0.9184 0.9184 0.9184 0.9156
S1 0.9037 0.9037 0.9125 0.8982
S2 0.8926 0.8926 0.9102
S3 0.8668 0.8779 0.9078
S4 0.8410 0.8521 0.9007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9267 0.9013 0.0254 2.8% 0.0151 1.7% 15% False False 64,690
10 0.9330 0.8997 0.0333 3.7% 0.0138 1.5% 16% False False 59,917
20 0.9369 0.8987 0.0382 4.2% 0.0131 1.4% 17% False False 62,355
40 0.9408 0.8530 0.0878 9.7% 0.0121 1.3% 59% False False 61,361
60 0.9408 0.8530 0.0878 9.7% 0.0120 1.3% 59% False False 60,340
80 0.9408 0.8475 0.0933 10.3% 0.0125 1.4% 62% False False 45,926
100 0.9408 0.8000 0.1408 15.6% 0.0119 1.3% 75% False False 36,775
120 0.9408 0.7870 0.1538 17.0% 0.0112 1.2% 77% False False 30,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9895
2.618 0.9627
1.618 0.9463
1.000 0.9362
0.618 0.9299
HIGH 0.9198
0.618 0.9135
0.500 0.9116
0.382 0.9097
LOW 0.9034
0.618 0.8933
1.000 0.8870
1.618 0.8769
2.618 0.8605
4.250 0.8337
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 0.9116 0.9140
PP 0.9094 0.9110
S1 0.9073 0.9081

These figures are updated between 7pm and 10pm EST after a trading day.

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