CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 03-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8708 |
0.8595 |
-0.0113 |
-1.3% |
0.8681 |
| High |
0.8721 |
0.8653 |
-0.0068 |
-0.8% |
0.8748 |
| Low |
0.8600 |
0.8595 |
-0.0005 |
-0.1% |
0.8576 |
| Close |
0.8614 |
0.8614 |
0.0000 |
0.0% |
0.8614 |
| Range |
0.0121 |
0.0058 |
-0.0063 |
-52.1% |
0.0172 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
55,940 |
54,816 |
-1,124 |
-2.0% |
269,658 |
|
| Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8795 |
0.8762 |
0.8646 |
|
| R3 |
0.8737 |
0.8704 |
0.8630 |
|
| R2 |
0.8679 |
0.8679 |
0.8625 |
|
| R1 |
0.8646 |
0.8646 |
0.8619 |
0.8663 |
| PP |
0.8621 |
0.8621 |
0.8621 |
0.8629 |
| S1 |
0.8588 |
0.8588 |
0.8609 |
0.8605 |
| S2 |
0.8563 |
0.8563 |
0.8603 |
|
| S3 |
0.8505 |
0.8530 |
0.8598 |
|
| S4 |
0.8447 |
0.8472 |
0.8582 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9060 |
0.8709 |
|
| R3 |
0.8990 |
0.8888 |
0.8661 |
|
| R2 |
0.8818 |
0.8818 |
0.8646 |
|
| R1 |
0.8716 |
0.8716 |
0.8630 |
0.8681 |
| PP |
0.8646 |
0.8646 |
0.8646 |
0.8629 |
| S1 |
0.8544 |
0.8544 |
0.8598 |
0.8509 |
| S2 |
0.8474 |
0.8474 |
0.8582 |
|
| S3 |
0.8302 |
0.8372 |
0.8567 |
|
| S4 |
0.8130 |
0.8200 |
0.8519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8748 |
0.8576 |
0.0172 |
2.0% |
0.0104 |
1.2% |
22% |
False |
False |
53,931 |
| 10 |
0.8828 |
0.8576 |
0.0252 |
2.9% |
0.0108 |
1.3% |
15% |
False |
False |
58,537 |
| 20 |
0.9143 |
0.8576 |
0.0567 |
6.6% |
0.0124 |
1.4% |
7% |
False |
False |
53,893 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0133 |
1.5% |
17% |
False |
False |
27,693 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0118 |
1.4% |
48% |
False |
False |
18,513 |
| 80 |
0.9275 |
0.7762 |
0.1513 |
17.6% |
0.0108 |
1.2% |
56% |
False |
False |
13,902 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0094 |
1.1% |
58% |
False |
False |
11,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8900 |
|
2.618 |
0.8805 |
|
1.618 |
0.8747 |
|
1.000 |
0.8711 |
|
0.618 |
0.8689 |
|
HIGH |
0.8653 |
|
0.618 |
0.8631 |
|
0.500 |
0.8624 |
|
0.382 |
0.8617 |
|
LOW |
0.8595 |
|
0.618 |
0.8559 |
|
1.000 |
0.8537 |
|
1.618 |
0.8501 |
|
2.618 |
0.8443 |
|
4.250 |
0.8349 |
|
|
| Fisher Pivots for day following 03-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8624 |
0.8662 |
| PP |
0.8621 |
0.8646 |
| S1 |
0.8617 |
0.8630 |
|