CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8573 |
0.8572 |
-0.0001 |
0.0% |
0.8681 |
| High |
0.8633 |
0.8662 |
0.0029 |
0.3% |
0.8748 |
| Low |
0.8530 |
0.8566 |
0.0036 |
0.4% |
0.8576 |
| Close |
0.8541 |
0.8615 |
0.0074 |
0.9% |
0.8614 |
| Range |
0.0103 |
0.0096 |
-0.0007 |
-6.8% |
0.0172 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.3% |
0.0000 |
| Volume |
46,030 |
63,393 |
17,363 |
37.7% |
269,658 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8902 |
0.8855 |
0.8668 |
|
| R3 |
0.8806 |
0.8759 |
0.8641 |
|
| R2 |
0.8710 |
0.8710 |
0.8633 |
|
| R1 |
0.8663 |
0.8663 |
0.8624 |
0.8687 |
| PP |
0.8614 |
0.8614 |
0.8614 |
0.8626 |
| S1 |
0.8567 |
0.8567 |
0.8606 |
0.8591 |
| S2 |
0.8518 |
0.8518 |
0.8597 |
|
| S3 |
0.8422 |
0.8471 |
0.8589 |
|
| S4 |
0.8326 |
0.8375 |
0.8562 |
|
|
| 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 |
0.8668 |
0.8530 |
0.0138 |
1.6% |
0.0085 |
1.0% |
62% |
False |
False |
55,312 |
| 10 |
0.8748 |
0.8530 |
0.0218 |
2.5% |
0.0098 |
1.1% |
39% |
False |
False |
56,205 |
| 20 |
0.9091 |
0.8530 |
0.0561 |
6.5% |
0.0113 |
1.3% |
15% |
False |
False |
59,793 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0129 |
1.5% |
18% |
False |
False |
33,219 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0119 |
1.4% |
48% |
False |
False |
22,205 |
| 80 |
0.9275 |
0.7875 |
0.1400 |
16.3% |
0.0109 |
1.3% |
53% |
False |
False |
16,669 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0097 |
1.1% |
58% |
False |
False |
13,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9070 |
|
2.618 |
0.8913 |
|
1.618 |
0.8817 |
|
1.000 |
0.8758 |
|
0.618 |
0.8721 |
|
HIGH |
0.8662 |
|
0.618 |
0.8625 |
|
0.500 |
0.8614 |
|
0.382 |
0.8603 |
|
LOW |
0.8566 |
|
0.618 |
0.8507 |
|
1.000 |
0.8470 |
|
1.618 |
0.8411 |
|
2.618 |
0.8315 |
|
4.250 |
0.8158 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8615 |
0.8610 |
| PP |
0.8614 |
0.8604 |
| S1 |
0.8614 |
0.8599 |
|