CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8630 |
0.8573 |
-0.0057 |
-0.7% |
0.8681 |
| High |
0.8668 |
0.8633 |
-0.0035 |
-0.4% |
0.8748 |
| Low |
0.8567 |
0.8530 |
-0.0037 |
-0.4% |
0.8576 |
| Close |
0.8592 |
0.8541 |
-0.0051 |
-0.6% |
0.8614 |
| Range |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0172 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
57,509 |
46,030 |
-11,479 |
-20.0% |
269,658 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8877 |
0.8812 |
0.8598 |
|
| R3 |
0.8774 |
0.8709 |
0.8569 |
|
| R2 |
0.8671 |
0.8671 |
0.8560 |
|
| R1 |
0.8606 |
0.8606 |
0.8550 |
0.8587 |
| PP |
0.8568 |
0.8568 |
0.8568 |
0.8559 |
| S1 |
0.8503 |
0.8503 |
0.8532 |
0.8484 |
| S2 |
0.8465 |
0.8465 |
0.8522 |
|
| S3 |
0.8362 |
0.8400 |
0.8513 |
|
| S4 |
0.8259 |
0.8297 |
0.8484 |
|
|
| 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 |
0.8721 |
0.8530 |
0.0191 |
2.2% |
0.0090 |
1.1% |
6% |
False |
True |
53,822 |
| 10 |
0.8748 |
0.8530 |
0.0218 |
2.6% |
0.0097 |
1.1% |
5% |
False |
True |
56,462 |
| 20 |
0.9140 |
0.8530 |
0.0610 |
7.1% |
0.0114 |
1.3% |
2% |
False |
True |
59,509 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.4% |
0.0130 |
1.5% |
8% |
False |
False |
31,636 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.9% |
0.0119 |
1.4% |
42% |
False |
False |
21,151 |
| 80 |
0.9275 |
0.7870 |
0.1405 |
16.5% |
0.0108 |
1.3% |
48% |
False |
False |
15,877 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.4% |
0.0097 |
1.1% |
53% |
False |
False |
12,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9071 |
|
2.618 |
0.8903 |
|
1.618 |
0.8800 |
|
1.000 |
0.8736 |
|
0.618 |
0.8697 |
|
HIGH |
0.8633 |
|
0.618 |
0.8594 |
|
0.500 |
0.8582 |
|
0.382 |
0.8569 |
|
LOW |
0.8530 |
|
0.618 |
0.8466 |
|
1.000 |
0.8427 |
|
1.618 |
0.8363 |
|
2.618 |
0.8260 |
|
4.250 |
0.8092 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8582 |
0.8599 |
| PP |
0.8568 |
0.8580 |
| S1 |
0.8555 |
0.8560 |
|