CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8611 |
0.8630 |
0.0019 |
0.2% |
0.8681 |
| High |
0.8635 |
0.8668 |
0.0033 |
0.4% |
0.8748 |
| Low |
0.8566 |
0.8567 |
0.0001 |
0.0% |
0.8576 |
| Close |
0.8608 |
0.8592 |
-0.0016 |
-0.2% |
0.8614 |
| Range |
0.0069 |
0.0101 |
0.0032 |
46.4% |
0.0172 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
54,816 |
57,509 |
2,693 |
4.9% |
269,658 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8912 |
0.8853 |
0.8648 |
|
| R3 |
0.8811 |
0.8752 |
0.8620 |
|
| R2 |
0.8710 |
0.8710 |
0.8611 |
|
| R1 |
0.8651 |
0.8651 |
0.8601 |
0.8630 |
| PP |
0.8609 |
0.8609 |
0.8609 |
0.8599 |
| S1 |
0.8550 |
0.8550 |
0.8583 |
0.8529 |
| S2 |
0.8508 |
0.8508 |
0.8573 |
|
| S3 |
0.8407 |
0.8449 |
0.8564 |
|
| S4 |
0.8306 |
0.8348 |
0.8536 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9060 |
0.8709 |
|
| R3 |
0.8990 |
0.8888 |
0.8661 |
|
| R2 |
0.8818 |
0.8818 |
0.8646 |
|
| R1 |
0.8716 |
0.8716 |
0.8630 |
0.8681 |
| PP |
0.8646 |
0.8646 |
0.8646 |
0.8629 |
| S1 |
0.8544 |
0.8544 |
0.8598 |
0.8509 |
| S2 |
0.8474 |
0.8474 |
0.8582 |
|
| S3 |
0.8302 |
0.8372 |
0.8567 |
|
| S4 |
0.8130 |
0.8200 |
0.8519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8748 |
0.8566 |
0.0182 |
2.1% |
0.0104 |
1.2% |
14% |
False |
False |
56,869 |
| 10 |
0.8762 |
0.8566 |
0.0196 |
2.3% |
0.0099 |
1.2% |
13% |
False |
False |
59,159 |
| 20 |
0.9143 |
0.8566 |
0.0577 |
6.7% |
0.0118 |
1.4% |
5% |
False |
False |
58,299 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0130 |
1.5% |
15% |
False |
False |
30,490 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0118 |
1.4% |
46% |
False |
False |
20,385 |
| 80 |
0.9275 |
0.7870 |
0.1405 |
16.4% |
0.0108 |
1.3% |
51% |
False |
False |
15,302 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0096 |
1.1% |
57% |
False |
False |
12,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9097 |
|
2.618 |
0.8932 |
|
1.618 |
0.8831 |
|
1.000 |
0.8769 |
|
0.618 |
0.8730 |
|
HIGH |
0.8668 |
|
0.618 |
0.8629 |
|
0.500 |
0.8618 |
|
0.382 |
0.8606 |
|
LOW |
0.8567 |
|
0.618 |
0.8505 |
|
1.000 |
0.8466 |
|
1.618 |
0.8404 |
|
2.618 |
0.8303 |
|
4.250 |
0.8138 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8618 |
0.8617 |
| PP |
0.8609 |
0.8609 |
| S1 |
0.8601 |
0.8600 |
|