CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.8949 |
-0.0035 |
-0.4% |
0.8609 |
| High |
0.8992 |
0.8989 |
-0.0003 |
0.0% |
0.8999 |
| Low |
0.8911 |
0.8931 |
0.0020 |
0.2% |
0.8570 |
| Close |
0.8949 |
0.8963 |
0.0014 |
0.2% |
0.8963 |
| Range |
0.0081 |
0.0058 |
-0.0023 |
-28.4% |
0.0429 |
| ATR |
0.0120 |
0.0115 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
74,602 |
61,172 |
-13,430 |
-18.0% |
303,158 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9135 |
0.9107 |
0.8995 |
|
| R3 |
0.9077 |
0.9049 |
0.8979 |
|
| R2 |
0.9019 |
0.9019 |
0.8974 |
|
| R1 |
0.8991 |
0.8991 |
0.8968 |
0.9005 |
| PP |
0.8961 |
0.8961 |
0.8961 |
0.8968 |
| S1 |
0.8933 |
0.8933 |
0.8958 |
0.8947 |
| S2 |
0.8903 |
0.8903 |
0.8952 |
|
| S3 |
0.8845 |
0.8875 |
0.8947 |
|
| S4 |
0.8787 |
0.8817 |
0.8931 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
0.9976 |
0.9199 |
|
| R3 |
0.9702 |
0.9547 |
0.9081 |
|
| R2 |
0.9273 |
0.9273 |
0.9042 |
|
| R1 |
0.9118 |
0.9118 |
0.9002 |
0.9196 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8883 |
| S1 |
0.8689 |
0.8689 |
0.8924 |
0.8767 |
| S2 |
0.8415 |
0.8415 |
0.8884 |
|
| S3 |
0.7986 |
0.8260 |
0.8845 |
|
| S4 |
0.7557 |
0.7831 |
0.8727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8999 |
0.8570 |
0.0429 |
4.8% |
0.0122 |
1.4% |
92% |
False |
False |
60,631 |
| 10 |
0.8999 |
0.8530 |
0.0469 |
5.2% |
0.0104 |
1.2% |
92% |
False |
False |
57,563 |
| 20 |
0.8999 |
0.8530 |
0.0469 |
5.2% |
0.0106 |
1.2% |
92% |
False |
False |
58,050 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.3% |
0.0129 |
1.4% |
58% |
False |
False |
42,013 |
| 60 |
0.9275 |
0.8175 |
0.1100 |
12.3% |
0.0119 |
1.3% |
72% |
False |
False |
28,084 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.3% |
0.0110 |
1.2% |
77% |
False |
False |
21,088 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.6% |
0.0101 |
1.1% |
80% |
False |
False |
16,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9236 |
|
2.618 |
0.9141 |
|
1.618 |
0.9083 |
|
1.000 |
0.9047 |
|
0.618 |
0.9025 |
|
HIGH |
0.8989 |
|
0.618 |
0.8967 |
|
0.500 |
0.8960 |
|
0.382 |
0.8953 |
|
LOW |
0.8931 |
|
0.618 |
0.8895 |
|
1.000 |
0.8873 |
|
1.618 |
0.8837 |
|
2.618 |
0.8779 |
|
4.250 |
0.8685 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8962 |
0.8944 |
| PP |
0.8961 |
0.8925 |
| S1 |
0.8960 |
0.8907 |
|