CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8694 |
0.8825 |
0.0131 |
1.5% |
0.8611 |
| High |
0.8834 |
0.8999 |
0.0165 |
1.9% |
0.8668 |
| Low |
0.8672 |
0.8814 |
0.0142 |
1.6% |
0.8530 |
| Close |
0.8805 |
0.8994 |
0.0189 |
2.1% |
0.8602 |
| Range |
0.0162 |
0.0185 |
0.0023 |
14.2% |
0.0138 |
| ATR |
0.0117 |
0.0123 |
0.0005 |
4.7% |
0.0000 |
| Volume |
53,595 |
73,002 |
19,407 |
36.2% |
272,472 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9427 |
0.9096 |
|
| R3 |
0.9306 |
0.9242 |
0.9045 |
|
| R2 |
0.9121 |
0.9121 |
0.9028 |
|
| R1 |
0.9057 |
0.9057 |
0.9011 |
0.9089 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8952 |
| S1 |
0.8872 |
0.8872 |
0.8977 |
0.8904 |
| S2 |
0.8751 |
0.8751 |
0.8960 |
|
| S3 |
0.8566 |
0.8687 |
0.8943 |
|
| S4 |
0.8381 |
0.8502 |
0.8892 |
|
|
| 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 |
0.8999 |
0.8566 |
0.0433 |
4.8% |
0.0125 |
1.4% |
99% |
True |
False |
56,300 |
| 10 |
0.8999 |
0.8530 |
0.0469 |
5.2% |
0.0108 |
1.2% |
99% |
True |
False |
55,061 |
| 20 |
0.8999 |
0.8530 |
0.0469 |
5.2% |
0.0109 |
1.2% |
99% |
True |
False |
57,543 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.3% |
0.0132 |
1.5% |
62% |
False |
False |
38,646 |
| 60 |
0.9275 |
0.8035 |
0.1240 |
13.8% |
0.0120 |
1.3% |
77% |
False |
False |
25,832 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.3% |
0.0110 |
1.2% |
80% |
False |
False |
19,392 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.5% |
0.0100 |
1.1% |
82% |
False |
False |
15,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9785 |
|
2.618 |
0.9483 |
|
1.618 |
0.9298 |
|
1.000 |
0.9184 |
|
0.618 |
0.9113 |
|
HIGH |
0.8999 |
|
0.618 |
0.8928 |
|
0.500 |
0.8907 |
|
0.382 |
0.8885 |
|
LOW |
0.8814 |
|
0.618 |
0.8700 |
|
1.000 |
0.8629 |
|
1.618 |
0.8515 |
|
2.618 |
0.8330 |
|
4.250 |
0.8028 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.8924 |
| PP |
0.8936 |
0.8854 |
| S1 |
0.8907 |
0.8785 |
|