CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8609 |
0.8694 |
0.0085 |
1.0% |
0.8611 |
| High |
0.8693 |
0.8834 |
0.0141 |
1.6% |
0.8668 |
| Low |
0.8570 |
0.8672 |
0.0102 |
1.2% |
0.8530 |
| Close |
0.8677 |
0.8805 |
0.0128 |
1.5% |
0.8602 |
| Range |
0.0123 |
0.0162 |
0.0039 |
31.7% |
0.0138 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
3.0% |
0.0000 |
| Volume |
40,787 |
53,595 |
12,808 |
31.4% |
272,472 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9193 |
0.8894 |
|
| R3 |
0.9094 |
0.9031 |
0.8850 |
|
| R2 |
0.8932 |
0.8932 |
0.8835 |
|
| R1 |
0.8869 |
0.8869 |
0.8820 |
0.8901 |
| PP |
0.8770 |
0.8770 |
0.8770 |
0.8786 |
| S1 |
0.8707 |
0.8707 |
0.8790 |
0.8739 |
| S2 |
0.8608 |
0.8608 |
0.8775 |
|
| S3 |
0.8446 |
0.8545 |
0.8760 |
|
| S4 |
0.8284 |
0.8383 |
0.8716 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.8946 |
0.8678 |
|
| R3 |
0.8876 |
0.8808 |
0.8640 |
|
| R2 |
0.8738 |
0.8738 |
0.8627 |
|
| R1 |
0.8670 |
0.8670 |
0.8615 |
0.8635 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8583 |
| S1 |
0.8532 |
0.8532 |
0.8589 |
0.8497 |
| S2 |
0.8462 |
0.8462 |
0.8577 |
|
| S3 |
0.8324 |
0.8394 |
0.8564 |
|
| S4 |
0.8186 |
0.8256 |
0.8526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8834 |
0.8530 |
0.0304 |
3.5% |
0.0108 |
1.2% |
90% |
True |
False |
50,905 |
| 10 |
0.8834 |
0.8530 |
0.0304 |
3.5% |
0.0106 |
1.2% |
90% |
True |
False |
53,887 |
| 20 |
0.8907 |
0.8530 |
0.0377 |
4.3% |
0.0106 |
1.2% |
73% |
False |
False |
56,375 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.5% |
0.0129 |
1.5% |
37% |
False |
False |
36,826 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.5% |
0.0119 |
1.4% |
63% |
False |
False |
24,619 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.6% |
0.0109 |
1.2% |
66% |
False |
False |
18,481 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.9% |
0.0098 |
1.1% |
70% |
False |
False |
14,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9523 |
|
2.618 |
0.9258 |
|
1.618 |
0.9096 |
|
1.000 |
0.8996 |
|
0.618 |
0.8934 |
|
HIGH |
0.8834 |
|
0.618 |
0.8772 |
|
0.500 |
0.8753 |
|
0.382 |
0.8734 |
|
LOW |
0.8672 |
|
0.618 |
0.8572 |
|
1.000 |
0.8510 |
|
1.618 |
0.8410 |
|
2.618 |
0.8248 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8788 |
0.8770 |
| PP |
0.8770 |
0.8735 |
| S1 |
0.8753 |
0.8700 |
|