CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9278 |
0.9287 |
0.0009 |
0.1% |
0.9207 |
| High |
0.9332 |
0.9287 |
-0.0045 |
-0.5% |
0.9370 |
| Low |
0.9265 |
0.9152 |
-0.0113 |
-1.2% |
0.9189 |
| Close |
0.9285 |
0.9222 |
-0.0063 |
-0.7% |
0.9285 |
| Range |
0.0067 |
0.0135 |
0.0068 |
101.5% |
0.0181 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.8% |
0.0000 |
| Volume |
56,787 |
27,319 |
-29,468 |
-51.9% |
314,868 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9559 |
0.9296 |
|
| R3 |
0.9490 |
0.9424 |
0.9259 |
|
| R2 |
0.9355 |
0.9355 |
0.9247 |
|
| R1 |
0.9289 |
0.9289 |
0.9234 |
0.9255 |
| PP |
0.9220 |
0.9220 |
0.9220 |
0.9203 |
| S1 |
0.9154 |
0.9154 |
0.9210 |
0.9120 |
| S2 |
0.9085 |
0.9085 |
0.9197 |
|
| S3 |
0.8950 |
0.9019 |
0.9185 |
|
| S4 |
0.8815 |
0.8884 |
0.9148 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9736 |
0.9385 |
|
| R3 |
0.9643 |
0.9555 |
0.9335 |
|
| R2 |
0.9462 |
0.9462 |
0.9318 |
|
| R1 |
0.9374 |
0.9374 |
0.9302 |
0.9418 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9304 |
| S1 |
0.9193 |
0.9193 |
0.9268 |
0.9237 |
| S2 |
0.9100 |
0.9100 |
0.9252 |
|
| S3 |
0.8919 |
0.9012 |
0.9235 |
|
| S4 |
0.8738 |
0.8831 |
0.9185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9370 |
0.9152 |
0.0218 |
2.4% |
0.0110 |
1.2% |
32% |
False |
True |
68,437 |
| 10 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0122 |
1.3% |
59% |
False |
False |
68,054 |
| 20 |
0.9370 |
0.8987 |
0.0383 |
4.2% |
0.0124 |
1.3% |
61% |
False |
False |
63,612 |
| 40 |
0.9408 |
0.8964 |
0.0444 |
4.8% |
0.0122 |
1.3% |
58% |
False |
False |
63,475 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0117 |
1.3% |
79% |
False |
False |
61,667 |
| 80 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0126 |
1.4% |
79% |
False |
False |
52,744 |
| 100 |
0.9408 |
0.8175 |
0.1233 |
13.4% |
0.0120 |
1.3% |
85% |
False |
False |
42,241 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.4% |
0.0114 |
1.2% |
88% |
False |
False |
35,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9861 |
|
2.618 |
0.9640 |
|
1.618 |
0.9505 |
|
1.000 |
0.9422 |
|
0.618 |
0.9370 |
|
HIGH |
0.9287 |
|
0.618 |
0.9235 |
|
0.500 |
0.9220 |
|
0.382 |
0.9204 |
|
LOW |
0.9152 |
|
0.618 |
0.9069 |
|
1.000 |
0.9017 |
|
1.618 |
0.8934 |
|
2.618 |
0.8799 |
|
4.250 |
0.8578 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9221 |
0.9242 |
| PP |
0.9220 |
0.9235 |
| S1 |
0.9220 |
0.9229 |
|