CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9060 |
-0.0140 |
-1.5% |
0.9230 |
| High |
0.9245 |
0.9060 |
-0.0185 |
-2.0% |
0.9265 |
| Low |
0.9077 |
0.8991 |
-0.0086 |
-0.9% |
0.9046 |
| Close |
0.9080 |
0.9048 |
-0.0032 |
-0.4% |
0.9080 |
| Range |
0.0168 |
0.0069 |
-0.0099 |
-58.9% |
0.0219 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
771 |
441 |
-330 |
-42.8% |
1,493 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9240 |
0.9213 |
0.9086 |
|
| R3 |
0.9171 |
0.9144 |
0.9067 |
|
| R2 |
0.9102 |
0.9102 |
0.9061 |
|
| R1 |
0.9075 |
0.9075 |
0.9054 |
0.9054 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9023 |
| S1 |
0.9006 |
0.9006 |
0.9042 |
0.8985 |
| S2 |
0.8964 |
0.8964 |
0.9035 |
|
| S3 |
0.8895 |
0.8937 |
0.9029 |
|
| S4 |
0.8826 |
0.8868 |
0.9010 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9653 |
0.9200 |
|
| R3 |
0.9568 |
0.9434 |
0.9140 |
|
| R2 |
0.9349 |
0.9349 |
0.9120 |
|
| R1 |
0.9215 |
0.9215 |
0.9100 |
0.9173 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9109 |
| S1 |
0.8996 |
0.8996 |
0.9060 |
0.8954 |
| S2 |
0.8911 |
0.8911 |
0.9040 |
|
| S3 |
0.8692 |
0.8777 |
0.9020 |
|
| S4 |
0.8473 |
0.8558 |
0.8960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9265 |
0.8991 |
0.0274 |
3.0% |
0.0123 |
1.4% |
21% |
False |
True |
348 |
| 10 |
0.9405 |
0.8991 |
0.0414 |
4.6% |
0.0107 |
1.2% |
14% |
False |
True |
292 |
| 20 |
0.9405 |
0.8991 |
0.0414 |
4.6% |
0.0100 |
1.1% |
14% |
False |
True |
264 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.6% |
0.0086 |
1.0% |
59% |
False |
False |
165 |
| 60 |
0.9405 |
0.8540 |
0.0865 |
9.6% |
0.0090 |
1.0% |
59% |
False |
False |
151 |
| 80 |
0.9405 |
0.8179 |
0.1226 |
13.5% |
0.0084 |
0.9% |
71% |
False |
False |
126 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.4% |
0.0077 |
0.9% |
76% |
False |
False |
108 |
| 120 |
0.9405 |
0.7725 |
0.1680 |
18.6% |
0.0073 |
0.8% |
79% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9241 |
|
1.618 |
0.9172 |
|
1.000 |
0.9129 |
|
0.618 |
0.9103 |
|
HIGH |
0.9060 |
|
0.618 |
0.9034 |
|
0.500 |
0.9026 |
|
0.382 |
0.9017 |
|
LOW |
0.8991 |
|
0.618 |
0.8948 |
|
1.000 |
0.8922 |
|
1.618 |
0.8879 |
|
2.618 |
0.8810 |
|
4.250 |
0.8698 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9041 |
0.9128 |
| PP |
0.9033 |
0.9101 |
| S1 |
0.9026 |
0.9075 |
|