CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8971 |
0.9038 |
0.0067 |
0.7% |
0.8609 |
| High |
0.9076 |
0.9124 |
0.0048 |
0.5% |
0.8999 |
| Low |
0.8964 |
0.8998 |
0.0034 |
0.4% |
0.8570 |
| Close |
0.9035 |
0.9032 |
-0.0003 |
0.0% |
0.8963 |
| Range |
0.0112 |
0.0126 |
0.0014 |
12.5% |
0.0429 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.7% |
0.0000 |
| Volume |
50,841 |
54,046 |
3,205 |
6.3% |
303,158 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9357 |
0.9101 |
|
| R3 |
0.9303 |
0.9231 |
0.9067 |
|
| R2 |
0.9177 |
0.9177 |
0.9055 |
|
| R1 |
0.9105 |
0.9105 |
0.9044 |
0.9078 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9038 |
| S1 |
0.8979 |
0.8979 |
0.9020 |
0.8952 |
| S2 |
0.8925 |
0.8925 |
0.9009 |
|
| S3 |
0.8799 |
0.8853 |
0.8997 |
|
| S4 |
0.8673 |
0.8727 |
0.8963 |
|
|
| 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 |
0.9124 |
0.8814 |
0.0310 |
3.4% |
0.0112 |
1.2% |
70% |
True |
False |
62,732 |
| 10 |
0.9124 |
0.8530 |
0.0594 |
6.6% |
0.0110 |
1.2% |
85% |
True |
False |
56,819 |
| 20 |
0.9124 |
0.8530 |
0.0594 |
6.6% |
0.0105 |
1.2% |
85% |
True |
False |
57,989 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.2% |
0.0128 |
1.4% |
67% |
False |
False |
44,588 |
| 60 |
0.9275 |
0.8175 |
0.1100 |
12.2% |
0.0120 |
1.3% |
78% |
False |
False |
29,824 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.2% |
0.0111 |
1.2% |
82% |
False |
False |
22,398 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.4% |
0.0103 |
1.1% |
85% |
False |
False |
17,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9660 |
|
2.618 |
0.9454 |
|
1.618 |
0.9328 |
|
1.000 |
0.9250 |
|
0.618 |
0.9202 |
|
HIGH |
0.9124 |
|
0.618 |
0.9076 |
|
0.500 |
0.9061 |
|
0.382 |
0.9046 |
|
LOW |
0.8998 |
|
0.618 |
0.8920 |
|
1.000 |
0.8872 |
|
1.618 |
0.8794 |
|
2.618 |
0.8668 |
|
4.250 |
0.8463 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9061 |
0.9031 |
| PP |
0.9051 |
0.9029 |
| S1 |
0.9042 |
0.9028 |
|