CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9221 |
0.0053 |
0.6% |
0.9215 |
| High |
0.9258 |
0.9292 |
0.0034 |
0.4% |
0.9306 |
| Low |
0.9163 |
0.9210 |
0.0047 |
0.5% |
0.9147 |
| Close |
0.9236 |
0.9270 |
0.0034 |
0.4% |
0.9270 |
| Range |
0.0095 |
0.0082 |
-0.0013 |
-13.7% |
0.0159 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
69,164 |
60,418 |
-8,746 |
-12.6% |
305,737 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9469 |
0.9315 |
|
| R3 |
0.9421 |
0.9387 |
0.9293 |
|
| R2 |
0.9339 |
0.9339 |
0.9285 |
|
| R1 |
0.9305 |
0.9305 |
0.9278 |
0.9322 |
| PP |
0.9257 |
0.9257 |
0.9257 |
0.9266 |
| S1 |
0.9223 |
0.9223 |
0.9262 |
0.9240 |
| S2 |
0.9175 |
0.9175 |
0.9255 |
|
| S3 |
0.9093 |
0.9141 |
0.9247 |
|
| S4 |
0.9011 |
0.9059 |
0.9225 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9718 |
0.9653 |
0.9357 |
|
| R3 |
0.9559 |
0.9494 |
0.9314 |
|
| R2 |
0.9400 |
0.9400 |
0.9299 |
|
| R1 |
0.9335 |
0.9335 |
0.9285 |
0.9368 |
| PP |
0.9241 |
0.9241 |
0.9241 |
0.9257 |
| S1 |
0.9176 |
0.9176 |
0.9255 |
0.9209 |
| S2 |
0.9082 |
0.9082 |
0.9241 |
|
| S3 |
0.8923 |
0.9017 |
0.9226 |
|
| S4 |
0.8764 |
0.8858 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9306 |
0.9147 |
0.0159 |
1.7% |
0.0103 |
1.1% |
77% |
False |
False |
61,147 |
| 10 |
0.9306 |
0.8964 |
0.0342 |
3.7% |
0.0113 |
1.2% |
89% |
False |
False |
60,725 |
| 20 |
0.9306 |
0.8530 |
0.0776 |
8.4% |
0.0108 |
1.2% |
95% |
False |
False |
59,144 |
| 40 |
0.9306 |
0.8530 |
0.0776 |
8.4% |
0.0116 |
1.3% |
95% |
False |
False |
56,519 |
| 60 |
0.9306 |
0.8475 |
0.0831 |
9.0% |
0.0125 |
1.3% |
96% |
False |
False |
38,177 |
| 80 |
0.9306 |
0.8000 |
0.1306 |
14.1% |
0.0115 |
1.2% |
97% |
False |
False |
28,671 |
| 100 |
0.9306 |
0.7762 |
0.1544 |
16.7% |
0.0108 |
1.2% |
98% |
False |
False |
22,951 |
| 120 |
0.9306 |
0.7700 |
0.1606 |
17.3% |
0.0097 |
1.0% |
98% |
False |
False |
19,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9641 |
|
2.618 |
0.9507 |
|
1.618 |
0.9425 |
|
1.000 |
0.9374 |
|
0.618 |
0.9343 |
|
HIGH |
0.9292 |
|
0.618 |
0.9261 |
|
0.500 |
0.9251 |
|
0.382 |
0.9241 |
|
LOW |
0.9210 |
|
0.618 |
0.9159 |
|
1.000 |
0.9128 |
|
1.618 |
0.9077 |
|
2.618 |
0.8995 |
|
4.250 |
0.8862 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9264 |
0.9253 |
| PP |
0.9257 |
0.9236 |
| S1 |
0.9251 |
0.9220 |
|