CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8607 |
0.8708 |
0.0101 |
1.2% |
0.8820 |
High |
0.8748 |
0.8721 |
-0.0027 |
-0.3% |
0.8828 |
Low |
0.8576 |
0.8600 |
0.0024 |
0.3% |
0.8596 |
Close |
0.8709 |
0.8614 |
-0.0095 |
-1.1% |
0.8681 |
Range |
0.0172 |
0.0121 |
-0.0051 |
-29.7% |
0.0232 |
ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.4% |
0.0000 |
Volume |
61,266 |
55,940 |
-5,326 |
-8.7% |
315,720 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9008 |
0.8932 |
0.8681 |
|
R3 |
0.8887 |
0.8811 |
0.8647 |
|
R2 |
0.8766 |
0.8766 |
0.8636 |
|
R1 |
0.8690 |
0.8690 |
0.8625 |
0.8668 |
PP |
0.8645 |
0.8645 |
0.8645 |
0.8634 |
S1 |
0.8569 |
0.8569 |
0.8603 |
0.8547 |
S2 |
0.8524 |
0.8524 |
0.8592 |
|
S3 |
0.8403 |
0.8448 |
0.8581 |
|
S4 |
0.8282 |
0.8327 |
0.8547 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9398 |
0.9271 |
0.8809 |
|
R3 |
0.9166 |
0.9039 |
0.8745 |
|
R2 |
0.8934 |
0.8934 |
0.8724 |
|
R1 |
0.8807 |
0.8807 |
0.8702 |
0.8755 |
PP |
0.8702 |
0.8702 |
0.8702 |
0.8675 |
S1 |
0.8575 |
0.8575 |
0.8660 |
0.8523 |
S2 |
0.8470 |
0.8470 |
0.8638 |
|
S3 |
0.8238 |
0.8343 |
0.8617 |
|
S4 |
0.8006 |
0.8111 |
0.8553 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8748 |
0.8576 |
0.0172 |
2.0% |
0.0111 |
1.3% |
22% |
False |
False |
57,099 |
10 |
0.8893 |
0.8576 |
0.0317 |
3.7% |
0.0112 |
1.3% |
12% |
False |
False |
59,097 |
20 |
0.9143 |
0.8576 |
0.0567 |
6.6% |
0.0131 |
1.5% |
7% |
False |
False |
51,424 |
40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0134 |
1.6% |
17% |
False |
False |
26,327 |
60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0118 |
1.4% |
48% |
False |
False |
17,600 |
80 |
0.9275 |
0.7762 |
0.1513 |
17.6% |
0.0108 |
1.2% |
56% |
False |
False |
13,217 |
100 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0095 |
1.1% |
58% |
False |
False |
10,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9235 |
2.618 |
0.9038 |
1.618 |
0.8917 |
1.000 |
0.8842 |
0.618 |
0.8796 |
HIGH |
0.8721 |
0.618 |
0.8675 |
0.500 |
0.8661 |
0.382 |
0.8646 |
LOW |
0.8600 |
0.618 |
0.8525 |
1.000 |
0.8479 |
1.618 |
0.8404 |
2.618 |
0.8283 |
4.250 |
0.8086 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8661 |
0.8662 |
PP |
0.8645 |
0.8646 |
S1 |
0.8630 |
0.8630 |
|