CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8825 |
0.8984 |
0.0159 |
1.8% |
0.8611 |
| High |
0.8999 |
0.8992 |
-0.0007 |
-0.1% |
0.8668 |
| Low |
0.8814 |
0.8911 |
0.0097 |
1.1% |
0.8530 |
| Close |
0.8994 |
0.8949 |
-0.0045 |
-0.5% |
0.8602 |
| Range |
0.0185 |
0.0081 |
-0.0104 |
-56.2% |
0.0138 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
73,002 |
74,602 |
1,600 |
2.2% |
272,472 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9194 |
0.9152 |
0.8994 |
|
| R3 |
0.9113 |
0.9071 |
0.8971 |
|
| R2 |
0.9032 |
0.9032 |
0.8964 |
|
| R1 |
0.8990 |
0.8990 |
0.8956 |
0.8971 |
| PP |
0.8951 |
0.8951 |
0.8951 |
0.8941 |
| S1 |
0.8909 |
0.8909 |
0.8942 |
0.8890 |
| S2 |
0.8870 |
0.8870 |
0.8934 |
|
| S3 |
0.8789 |
0.8828 |
0.8927 |
|
| S4 |
0.8708 |
0.8747 |
0.8904 |
|
|
| 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% |
0.0122 |
1.4% |
88% |
False |
False |
58,542 |
| 10 |
0.8999 |
0.8530 |
0.0469 |
5.2% |
0.0104 |
1.2% |
89% |
False |
False |
56,927 |
| 20 |
0.8999 |
0.8530 |
0.0469 |
5.2% |
0.0108 |
1.2% |
89% |
False |
False |
58,012 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.3% |
0.0130 |
1.4% |
56% |
False |
False |
40,494 |
| 60 |
0.9275 |
0.8094 |
0.1181 |
13.2% |
0.0120 |
1.3% |
72% |
False |
False |
27,070 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.4% |
0.0110 |
1.2% |
76% |
False |
False |
20,324 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.6% |
0.0100 |
1.1% |
79% |
False |
False |
16,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9336 |
|
2.618 |
0.9204 |
|
1.618 |
0.9123 |
|
1.000 |
0.9073 |
|
0.618 |
0.9042 |
|
HIGH |
0.8992 |
|
0.618 |
0.8961 |
|
0.500 |
0.8952 |
|
0.382 |
0.8942 |
|
LOW |
0.8911 |
|
0.618 |
0.8861 |
|
1.000 |
0.8830 |
|
1.618 |
0.8780 |
|
2.618 |
0.8699 |
|
4.250 |
0.8567 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8952 |
0.8911 |
| PP |
0.8951 |
0.8873 |
| S1 |
0.8950 |
0.8836 |
|