CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8572 |
0.8611 |
0.0039 |
0.5% |
0.8611 |
| High |
0.8662 |
0.8624 |
-0.0038 |
-0.4% |
0.8668 |
| Low |
0.8566 |
0.8566 |
0.0000 |
0.0% |
0.8530 |
| Close |
0.8615 |
0.8602 |
-0.0013 |
-0.2% |
0.8602 |
| Range |
0.0096 |
0.0058 |
-0.0038 |
-39.6% |
0.0138 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
63,393 |
50,724 |
-12,669 |
-20.0% |
272,472 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8771 |
0.8745 |
0.8634 |
|
| R3 |
0.8713 |
0.8687 |
0.8618 |
|
| R2 |
0.8655 |
0.8655 |
0.8613 |
|
| R1 |
0.8629 |
0.8629 |
0.8607 |
0.8613 |
| PP |
0.8597 |
0.8597 |
0.8597 |
0.8590 |
| S1 |
0.8571 |
0.8571 |
0.8597 |
0.8555 |
| S2 |
0.8539 |
0.8539 |
0.8591 |
|
| S3 |
0.8481 |
0.8513 |
0.8586 |
|
| S4 |
0.8423 |
0.8455 |
0.8570 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.8946 |
0.8678 |
|
| R3 |
0.8876 |
0.8808 |
0.8640 |
|
| R2 |
0.8738 |
0.8738 |
0.8627 |
|
| R1 |
0.8670 |
0.8670 |
0.8615 |
0.8635 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8583 |
| S1 |
0.8532 |
0.8532 |
0.8589 |
0.8497 |
| S2 |
0.8462 |
0.8462 |
0.8577 |
|
| S3 |
0.8324 |
0.8394 |
0.8564 |
|
| S4 |
0.8186 |
0.8256 |
0.8526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8668 |
0.8530 |
0.0138 |
1.6% |
0.0085 |
1.0% |
52% |
False |
False |
54,494 |
| 10 |
0.8748 |
0.8530 |
0.0218 |
2.5% |
0.0095 |
1.1% |
33% |
False |
False |
54,213 |
| 20 |
0.8949 |
0.8530 |
0.0419 |
4.9% |
0.0106 |
1.2% |
17% |
False |
False |
58,622 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0128 |
1.5% |
16% |
False |
False |
34,481 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0117 |
1.4% |
47% |
False |
False |
23,048 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
16.0% |
0.0108 |
1.3% |
51% |
False |
False |
17,302 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0097 |
1.1% |
57% |
False |
False |
13,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8871 |
|
2.618 |
0.8776 |
|
1.618 |
0.8718 |
|
1.000 |
0.8682 |
|
0.618 |
0.8660 |
|
HIGH |
0.8624 |
|
0.618 |
0.8602 |
|
0.500 |
0.8595 |
|
0.382 |
0.8588 |
|
LOW |
0.8566 |
|
0.618 |
0.8530 |
|
1.000 |
0.8508 |
|
1.618 |
0.8472 |
|
2.618 |
0.8414 |
|
4.250 |
0.8320 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8600 |
0.8600 |
| PP |
0.8597 |
0.8598 |
| S1 |
0.8595 |
0.8596 |
|