CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9057 |
0.9089 |
0.0032 |
0.4% |
0.8609 |
| High |
0.9134 |
0.9228 |
0.0094 |
1.0% |
0.8999 |
| Low |
0.9019 |
0.9083 |
0.0064 |
0.7% |
0.8570 |
| Close |
0.9105 |
0.9215 |
0.0110 |
1.2% |
0.8963 |
| Range |
0.0115 |
0.0145 |
0.0030 |
26.1% |
0.0429 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
1.8% |
0.0000 |
| Volume |
69,859 |
60,448 |
-9,411 |
-13.5% |
303,158 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9558 |
0.9295 |
|
| R3 |
0.9465 |
0.9413 |
0.9255 |
|
| R2 |
0.9320 |
0.9320 |
0.9242 |
|
| R1 |
0.9268 |
0.9268 |
0.9228 |
0.9294 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9189 |
| S1 |
0.9123 |
0.9123 |
0.9202 |
0.9149 |
| S2 |
0.9030 |
0.9030 |
0.9188 |
|
| S3 |
0.8885 |
0.8978 |
0.9175 |
|
| S4 |
0.8740 |
0.8833 |
0.9135 |
|
|
| 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 |
0.9228 |
0.8931 |
0.0297 |
3.2% |
0.0111 |
1.2% |
96% |
True |
False |
59,273 |
| 10 |
0.9228 |
0.8566 |
0.0662 |
7.2% |
0.0117 |
1.3% |
98% |
True |
False |
58,907 |
| 20 |
0.9228 |
0.8530 |
0.0698 |
7.6% |
0.0107 |
1.2% |
98% |
True |
False |
57,556 |
| 40 |
0.9275 |
0.8530 |
0.0745 |
8.1% |
0.0129 |
1.4% |
92% |
False |
False |
47,802 |
| 60 |
0.9275 |
0.8357 |
0.0918 |
10.0% |
0.0123 |
1.3% |
93% |
False |
False |
31,993 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
14.9% |
0.0112 |
1.2% |
96% |
False |
False |
24,025 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
17.1% |
0.0104 |
1.1% |
96% |
False |
False |
19,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9844 |
|
2.618 |
0.9608 |
|
1.618 |
0.9463 |
|
1.000 |
0.9373 |
|
0.618 |
0.9318 |
|
HIGH |
0.9228 |
|
0.618 |
0.9173 |
|
0.500 |
0.9156 |
|
0.382 |
0.9138 |
|
LOW |
0.9083 |
|
0.618 |
0.8993 |
|
1.000 |
0.8938 |
|
1.618 |
0.8848 |
|
2.618 |
0.8703 |
|
4.250 |
0.8467 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9195 |
0.9181 |
| PP |
0.9175 |
0.9147 |
| S1 |
0.9156 |
0.9113 |
|