CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8949 |
0.8971 |
0.0022 |
0.2% |
0.8609 |
| High |
0.8989 |
0.9076 |
0.0087 |
1.0% |
0.8999 |
| Low |
0.8931 |
0.8964 |
0.0033 |
0.4% |
0.8570 |
| Close |
0.8963 |
0.9035 |
0.0072 |
0.8% |
0.8963 |
| Range |
0.0058 |
0.0112 |
0.0054 |
93.1% |
0.0429 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
61,172 |
50,841 |
-10,331 |
-16.9% |
303,158 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9361 |
0.9310 |
0.9097 |
|
| R3 |
0.9249 |
0.9198 |
0.9066 |
|
| R2 |
0.9137 |
0.9137 |
0.9056 |
|
| R1 |
0.9086 |
0.9086 |
0.9045 |
0.9112 |
| PP |
0.9025 |
0.9025 |
0.9025 |
0.9038 |
| S1 |
0.8974 |
0.8974 |
0.9025 |
0.9000 |
| S2 |
0.8913 |
0.8913 |
0.9014 |
|
| S3 |
0.8801 |
0.8862 |
0.9004 |
|
| S4 |
0.8689 |
0.8750 |
0.8973 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
0.9976 |
0.9199 |
|
| R3 |
0.9702 |
0.9547 |
0.9081 |
|
| R2 |
0.9273 |
0.9273 |
0.9042 |
|
| R1 |
0.9118 |
0.9118 |
0.9002 |
0.9196 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8883 |
| S1 |
0.8689 |
0.8689 |
0.8924 |
0.8767 |
| S2 |
0.8415 |
0.8415 |
0.8884 |
|
| S3 |
0.7986 |
0.8260 |
0.8845 |
|
| S4 |
0.7557 |
0.7831 |
0.8727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9076 |
0.8672 |
0.0404 |
4.5% |
0.0120 |
1.3% |
90% |
True |
False |
62,642 |
| 10 |
0.9076 |
0.8530 |
0.0546 |
6.0% |
0.0108 |
1.2% |
92% |
True |
False |
57,165 |
| 20 |
0.9076 |
0.8530 |
0.0546 |
6.0% |
0.0103 |
1.1% |
92% |
True |
False |
58,363 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.2% |
0.0128 |
1.4% |
68% |
False |
False |
43,265 |
| 60 |
0.9275 |
0.8175 |
0.1100 |
12.2% |
0.0119 |
1.3% |
78% |
False |
False |
28,930 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.2% |
0.0110 |
1.2% |
83% |
False |
False |
21,723 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.4% |
0.0102 |
1.1% |
85% |
False |
False |
17,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9552 |
|
2.618 |
0.9369 |
|
1.618 |
0.9257 |
|
1.000 |
0.9188 |
|
0.618 |
0.9145 |
|
HIGH |
0.9076 |
|
0.618 |
0.9033 |
|
0.500 |
0.9020 |
|
0.382 |
0.9007 |
|
LOW |
0.8964 |
|
0.618 |
0.8895 |
|
1.000 |
0.8852 |
|
1.618 |
0.8783 |
|
2.618 |
0.8671 |
|
4.250 |
0.8488 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9021 |
| PP |
0.9025 |
0.9007 |
| S1 |
0.9020 |
0.8994 |
|