CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9287 |
0.9232 |
-0.0055 |
-0.6% |
0.9207 |
| High |
0.9287 |
0.9271 |
-0.0016 |
-0.2% |
0.9370 |
| Low |
0.9152 |
0.9198 |
0.0046 |
0.5% |
0.9189 |
| Close |
0.9222 |
0.9235 |
0.0013 |
0.1% |
0.9285 |
| Range |
0.0135 |
0.0073 |
-0.0062 |
-45.9% |
0.0181 |
| ATR |
0.0122 |
0.0119 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
27,319 |
4,651 |
-22,668 |
-83.0% |
314,868 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9417 |
0.9275 |
|
| R3 |
0.9381 |
0.9344 |
0.9255 |
|
| R2 |
0.9308 |
0.9308 |
0.9248 |
|
| R1 |
0.9271 |
0.9271 |
0.9242 |
0.9290 |
| PP |
0.9235 |
0.9235 |
0.9235 |
0.9244 |
| S1 |
0.9198 |
0.9198 |
0.9228 |
0.9217 |
| S2 |
0.9162 |
0.9162 |
0.9222 |
|
| S3 |
0.9089 |
0.9125 |
0.9215 |
|
| S4 |
0.9016 |
0.9052 |
0.9195 |
|
|
| 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 |
0.9332 |
0.9152 |
0.0180 |
1.9% |
0.0090 |
1.0% |
46% |
False |
False |
52,295 |
| 10 |
0.9370 |
0.9006 |
0.0364 |
3.9% |
0.0114 |
1.2% |
63% |
False |
False |
62,508 |
| 20 |
0.9370 |
0.8997 |
0.0373 |
4.0% |
0.0122 |
1.3% |
64% |
False |
False |
60,641 |
| 40 |
0.9408 |
0.8987 |
0.0421 |
4.6% |
0.0121 |
1.3% |
59% |
False |
False |
62,321 |
| 60 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0115 |
1.2% |
80% |
False |
False |
61,001 |
| 80 |
0.9408 |
0.8530 |
0.0878 |
9.5% |
0.0125 |
1.4% |
80% |
False |
False |
52,793 |
| 100 |
0.9408 |
0.8175 |
0.1233 |
13.4% |
0.0120 |
1.3% |
86% |
False |
False |
42,286 |
| 120 |
0.9408 |
0.7900 |
0.1508 |
16.3% |
0.0114 |
1.2% |
89% |
False |
False |
35,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9581 |
|
2.618 |
0.9462 |
|
1.618 |
0.9389 |
|
1.000 |
0.9344 |
|
0.618 |
0.9316 |
|
HIGH |
0.9271 |
|
0.618 |
0.9243 |
|
0.500 |
0.9235 |
|
0.382 |
0.9226 |
|
LOW |
0.9198 |
|
0.618 |
0.9153 |
|
1.000 |
0.9125 |
|
1.618 |
0.9080 |
|
2.618 |
0.9007 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9242 |
| PP |
0.9235 |
0.9240 |
| S1 |
0.9235 |
0.9237 |
|