CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9215 |
0.9251 |
0.0036 |
0.4% |
0.8971 |
| High |
0.9279 |
0.9306 |
0.0027 |
0.3% |
0.9268 |
| Low |
0.9192 |
0.9170 |
-0.0022 |
-0.2% |
0.8964 |
| Close |
0.9258 |
0.9239 |
-0.0019 |
-0.2% |
0.9229 |
| Range |
0.0087 |
0.0136 |
0.0049 |
56.3% |
0.0304 |
| ATR |
0.0115 |
0.0117 |
0.0001 |
1.3% |
0.0000 |
| Volume |
57,882 |
51,003 |
-6,879 |
-11.9% |
301,517 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9579 |
0.9314 |
|
| R3 |
0.9510 |
0.9443 |
0.9276 |
|
| R2 |
0.9374 |
0.9374 |
0.9264 |
|
| R1 |
0.9307 |
0.9307 |
0.9251 |
0.9273 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9221 |
| S1 |
0.9171 |
0.9171 |
0.9227 |
0.9137 |
| S2 |
0.9102 |
0.9102 |
0.9214 |
|
| S3 |
0.8966 |
0.9035 |
0.9202 |
|
| S4 |
0.8830 |
0.8899 |
0.9164 |
|
|
| 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 |
0.9306 |
0.9019 |
0.0287 |
3.1% |
0.0119 |
1.3% |
77% |
True |
False |
61,103 |
| 10 |
0.9306 |
0.8814 |
0.0492 |
5.3% |
0.0116 |
1.3% |
86% |
True |
False |
61,917 |
| 20 |
0.9306 |
0.8530 |
0.0776 |
8.4% |
0.0111 |
1.2% |
91% |
True |
False |
57,902 |
| 40 |
0.9306 |
0.8530 |
0.0776 |
8.4% |
0.0125 |
1.4% |
91% |
True |
False |
52,057 |
| 60 |
0.9306 |
0.8475 |
0.0831 |
9.0% |
0.0124 |
1.3% |
92% |
True |
False |
34,903 |
| 80 |
0.9306 |
0.8000 |
0.1306 |
14.1% |
0.0114 |
1.2% |
95% |
True |
False |
26,212 |
| 100 |
0.9306 |
0.7700 |
0.1606 |
17.4% |
0.0107 |
1.2% |
96% |
True |
False |
20,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9662 |
|
1.618 |
0.9526 |
|
1.000 |
0.9442 |
|
0.618 |
0.9390 |
|
HIGH |
0.9306 |
|
0.618 |
0.9254 |
|
0.500 |
0.9238 |
|
0.382 |
0.9222 |
|
LOW |
0.9170 |
|
0.618 |
0.9086 |
|
1.000 |
0.9034 |
|
1.618 |
0.8950 |
|
2.618 |
0.8814 |
|
4.250 |
0.8592 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9239 |
0.9237 |
| PP |
0.9238 |
0.9234 |
| S1 |
0.9238 |
0.9232 |
|