CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8595 |
0.8611 |
0.0016 |
0.2% |
0.8681 |
| High |
0.8653 |
0.8635 |
-0.0018 |
-0.2% |
0.8748 |
| Low |
0.8595 |
0.8566 |
-0.0029 |
-0.3% |
0.8576 |
| Close |
0.8614 |
0.8608 |
-0.0006 |
-0.1% |
0.8614 |
| Range |
0.0058 |
0.0069 |
0.0011 |
19.0% |
0.0172 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
54,816 |
54,816 |
0 |
0.0% |
269,658 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8810 |
0.8778 |
0.8646 |
|
| R3 |
0.8741 |
0.8709 |
0.8627 |
|
| R2 |
0.8672 |
0.8672 |
0.8621 |
|
| R1 |
0.8640 |
0.8640 |
0.8614 |
0.8622 |
| PP |
0.8603 |
0.8603 |
0.8603 |
0.8594 |
| S1 |
0.8571 |
0.8571 |
0.8602 |
0.8553 |
| S2 |
0.8534 |
0.8534 |
0.8595 |
|
| S3 |
0.8465 |
0.8502 |
0.8589 |
|
| S4 |
0.8396 |
0.8433 |
0.8570 |
|
|
| 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 |
0.8566 |
0.0182 |
2.1% |
0.0104 |
1.2% |
23% |
False |
True |
54,312 |
| 10 |
0.8762 |
0.8566 |
0.0196 |
2.3% |
0.0098 |
1.1% |
21% |
False |
True |
59,561 |
| 20 |
0.9143 |
0.8566 |
0.0577 |
6.7% |
0.0122 |
1.4% |
7% |
False |
True |
56,032 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0130 |
1.5% |
17% |
False |
False |
29,056 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0117 |
1.4% |
48% |
False |
False |
19,427 |
| 80 |
0.9275 |
0.7870 |
0.1405 |
16.3% |
0.0107 |
1.2% |
53% |
False |
False |
14,586 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0095 |
1.1% |
58% |
False |
False |
11,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8928 |
|
2.618 |
0.8816 |
|
1.618 |
0.8747 |
|
1.000 |
0.8704 |
|
0.618 |
0.8678 |
|
HIGH |
0.8635 |
|
0.618 |
0.8609 |
|
0.500 |
0.8601 |
|
0.382 |
0.8592 |
|
LOW |
0.8566 |
|
0.618 |
0.8523 |
|
1.000 |
0.8497 |
|
1.618 |
0.8454 |
|
2.618 |
0.8385 |
|
4.250 |
0.8273 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8606 |
0.8644 |
| PP |
0.8603 |
0.8632 |
| S1 |
0.8601 |
0.8620 |
|