CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9071 |
0.9207 |
0.0136 |
1.5% |
0.9151 |
| High |
0.9240 |
0.9370 |
0.0130 |
1.4% |
0.9240 |
| Low |
0.9060 |
0.9198 |
0.0138 |
1.5% |
0.9006 |
| Close |
0.9210 |
0.9252 |
0.0042 |
0.5% |
0.9210 |
| Range |
0.0180 |
0.0172 |
-0.0008 |
-4.4% |
0.0234 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.4% |
0.0000 |
| Volume |
64,169 |
85,363 |
21,194 |
33.0% |
338,354 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9693 |
0.9347 |
|
| R3 |
0.9617 |
0.9521 |
0.9299 |
|
| R2 |
0.9445 |
0.9445 |
0.9284 |
|
| R1 |
0.9349 |
0.9349 |
0.9268 |
0.9397 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9298 |
| S1 |
0.9177 |
0.9177 |
0.9236 |
0.9225 |
| S2 |
0.9101 |
0.9101 |
0.9220 |
|
| S3 |
0.8929 |
0.9005 |
0.9205 |
|
| S4 |
0.8757 |
0.8833 |
0.9157 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9854 |
0.9766 |
0.9339 |
|
| R3 |
0.9620 |
0.9532 |
0.9274 |
|
| R2 |
0.9386 |
0.9386 |
0.9253 |
|
| R1 |
0.9298 |
0.9298 |
0.9231 |
0.9342 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9174 |
| S1 |
0.9064 |
0.9064 |
0.9189 |
0.9108 |
| S2 |
0.8918 |
0.8918 |
0.9167 |
|
| S3 |
0.8684 |
0.8830 |
0.9146 |
|
| S4 |
0.8450 |
0.8596 |
0.9081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0137 |
1.5% |
68% |
True |
False |
72,722 |
| 10 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0141 |
1.5% |
68% |
True |
False |
66,185 |
| 20 |
0.9370 |
0.8987 |
0.0383 |
4.1% |
0.0136 |
1.5% |
69% |
True |
False |
64,271 |
| 40 |
0.9408 |
0.8672 |
0.0736 |
8.0% |
0.0125 |
1.3% |
79% |
False |
False |
63,614 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0118 |
1.3% |
82% |
False |
False |
61,508 |
| 80 |
0.9408 |
0.8475 |
0.0933 |
10.1% |
0.0127 |
1.4% |
83% |
False |
False |
49,555 |
| 100 |
0.9408 |
0.8000 |
0.1408 |
15.2% |
0.0121 |
1.3% |
89% |
False |
False |
39,681 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.3% |
0.0114 |
1.2% |
90% |
False |
False |
33,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0101 |
|
2.618 |
0.9820 |
|
1.618 |
0.9648 |
|
1.000 |
0.9542 |
|
0.618 |
0.9476 |
|
HIGH |
0.9370 |
|
0.618 |
0.9304 |
|
0.500 |
0.9284 |
|
0.382 |
0.9264 |
|
LOW |
0.9198 |
|
0.618 |
0.9092 |
|
1.000 |
0.9026 |
|
1.618 |
0.8920 |
|
2.618 |
0.8748 |
|
4.250 |
0.8467 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9284 |
0.9235 |
| PP |
0.9273 |
0.9217 |
| S1 |
0.9263 |
0.9200 |
|