CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9057 |
0.0019 |
0.2% |
0.8609 |
| High |
0.9124 |
0.9134 |
0.0010 |
0.1% |
0.8999 |
| Low |
0.8998 |
0.9019 |
0.0021 |
0.2% |
0.8570 |
| Close |
0.9032 |
0.9105 |
0.0073 |
0.8% |
0.8963 |
| Range |
0.0126 |
0.0115 |
-0.0011 |
-8.7% |
0.0429 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
54,046 |
69,859 |
15,813 |
29.3% |
303,158 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9431 |
0.9383 |
0.9168 |
|
| R3 |
0.9316 |
0.9268 |
0.9137 |
|
| R2 |
0.9201 |
0.9201 |
0.9126 |
|
| R1 |
0.9153 |
0.9153 |
0.9116 |
0.9177 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9098 |
| S1 |
0.9038 |
0.9038 |
0.9094 |
0.9062 |
| S2 |
0.8971 |
0.8971 |
0.9084 |
|
| S3 |
0.8856 |
0.8923 |
0.9073 |
|
| S4 |
0.8741 |
0.8808 |
0.9042 |
|
|
| 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 |
0.9134 |
0.8911 |
0.0223 |
2.4% |
0.0098 |
1.1% |
87% |
True |
False |
62,104 |
| 10 |
0.9134 |
0.8566 |
0.0568 |
6.2% |
0.0112 |
1.2% |
95% |
True |
False |
59,202 |
| 20 |
0.9134 |
0.8530 |
0.0604 |
6.6% |
0.0104 |
1.1% |
95% |
True |
False |
57,832 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.2% |
0.0128 |
1.4% |
77% |
False |
False |
46,310 |
| 60 |
0.9275 |
0.8296 |
0.0979 |
10.8% |
0.0121 |
1.3% |
83% |
False |
False |
30,987 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.1% |
0.0111 |
1.2% |
88% |
False |
False |
23,271 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.3% |
0.0103 |
1.1% |
89% |
False |
False |
18,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9623 |
|
2.618 |
0.9435 |
|
1.618 |
0.9320 |
|
1.000 |
0.9249 |
|
0.618 |
0.9205 |
|
HIGH |
0.9134 |
|
0.618 |
0.9090 |
|
0.500 |
0.9077 |
|
0.382 |
0.9063 |
|
LOW |
0.9019 |
|
0.618 |
0.8948 |
|
1.000 |
0.8904 |
|
1.618 |
0.8833 |
|
2.618 |
0.8718 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9086 |
| PP |
0.9086 |
0.9068 |
| S1 |
0.9077 |
0.9049 |
|