CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9089 |
0.9176 |
0.0087 |
1.0% |
0.8971 |
| High |
0.9228 |
0.9268 |
0.0040 |
0.4% |
0.9268 |
| Low |
0.9083 |
0.9157 |
0.0074 |
0.8% |
0.8964 |
| Close |
0.9215 |
0.9229 |
0.0014 |
0.2% |
0.9229 |
| Range |
0.0145 |
0.0111 |
-0.0034 |
-23.4% |
0.0304 |
| ATR |
0.0118 |
0.0117 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
60,448 |
66,323 |
5,875 |
9.7% |
301,517 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9501 |
0.9290 |
|
| R3 |
0.9440 |
0.9390 |
0.9260 |
|
| R2 |
0.9329 |
0.9329 |
0.9249 |
|
| R1 |
0.9279 |
0.9279 |
0.9239 |
0.9304 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9231 |
| S1 |
0.9168 |
0.9168 |
0.9219 |
0.9193 |
| S2 |
0.9107 |
0.9107 |
0.9209 |
|
| S3 |
0.8996 |
0.9057 |
0.9198 |
|
| S4 |
0.8885 |
0.8946 |
0.9168 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
0.9951 |
0.9396 |
|
| R3 |
0.9762 |
0.9647 |
0.9313 |
|
| R2 |
0.9458 |
0.9458 |
0.9285 |
|
| R1 |
0.9343 |
0.9343 |
0.9257 |
0.9401 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9182 |
| S1 |
0.9039 |
0.9039 |
0.9201 |
0.9097 |
| S2 |
0.8850 |
0.8850 |
0.9173 |
|
| S3 |
0.8546 |
0.8735 |
0.9145 |
|
| S4 |
0.8242 |
0.8431 |
0.9062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9268 |
0.8964 |
0.0304 |
3.3% |
0.0122 |
1.3% |
87% |
True |
False |
60,303 |
| 10 |
0.9268 |
0.8570 |
0.0698 |
7.6% |
0.0122 |
1.3% |
94% |
True |
False |
60,467 |
| 20 |
0.9268 |
0.8530 |
0.0738 |
8.0% |
0.0108 |
1.2% |
95% |
True |
False |
57,340 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.1% |
0.0127 |
1.4% |
94% |
False |
False |
49,431 |
| 60 |
0.9275 |
0.8375 |
0.0900 |
9.8% |
0.0123 |
1.3% |
95% |
False |
False |
33,098 |
| 80 |
0.9275 |
0.8000 |
0.1275 |
13.8% |
0.0113 |
1.2% |
96% |
False |
False |
24,853 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.1% |
0.0105 |
1.1% |
97% |
False |
False |
19,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9740 |
|
2.618 |
0.9559 |
|
1.618 |
0.9448 |
|
1.000 |
0.9379 |
|
0.618 |
0.9337 |
|
HIGH |
0.9268 |
|
0.618 |
0.9226 |
|
0.500 |
0.9213 |
|
0.382 |
0.9199 |
|
LOW |
0.9157 |
|
0.618 |
0.9088 |
|
1.000 |
0.9046 |
|
1.618 |
0.8977 |
|
2.618 |
0.8866 |
|
4.250 |
0.8685 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9224 |
0.9201 |
| PP |
0.9218 |
0.9172 |
| S1 |
0.9213 |
0.9144 |
|