CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9215 |
0.0039 |
0.4% |
0.8971 |
| High |
0.9268 |
0.9279 |
0.0011 |
0.1% |
0.9268 |
| Low |
0.9157 |
0.9192 |
0.0035 |
0.4% |
0.8964 |
| Close |
0.9229 |
0.9258 |
0.0029 |
0.3% |
0.9229 |
| Range |
0.0111 |
0.0087 |
-0.0024 |
-21.6% |
0.0304 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
66,323 |
57,882 |
-8,441 |
-12.7% |
301,517 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9504 |
0.9468 |
0.9306 |
|
| R3 |
0.9417 |
0.9381 |
0.9282 |
|
| R2 |
0.9330 |
0.9330 |
0.9274 |
|
| R1 |
0.9294 |
0.9294 |
0.9266 |
0.9312 |
| PP |
0.9243 |
0.9243 |
0.9243 |
0.9252 |
| S1 |
0.9207 |
0.9207 |
0.9250 |
0.9225 |
| S2 |
0.9156 |
0.9156 |
0.9242 |
|
| S3 |
0.9069 |
0.9120 |
0.9234 |
|
| S4 |
0.8982 |
0.9033 |
0.9210 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
0.9951 |
0.9396 |
|
| R3 |
0.9762 |
0.9647 |
0.9313 |
|
| R2 |
0.9458 |
0.9458 |
0.9285 |
|
| R1 |
0.9343 |
0.9343 |
0.9257 |
0.9401 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9182 |
| S1 |
0.9039 |
0.9039 |
0.9201 |
0.9097 |
| S2 |
0.8850 |
0.8850 |
0.9173 |
|
| S3 |
0.8546 |
0.8735 |
0.9145 |
|
| S4 |
0.8242 |
0.8431 |
0.9062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9279 |
0.8998 |
0.0281 |
3.0% |
0.0117 |
1.3% |
93% |
True |
False |
61,711 |
| 10 |
0.9279 |
0.8672 |
0.0607 |
6.6% |
0.0118 |
1.3% |
97% |
True |
False |
62,177 |
| 20 |
0.9279 |
0.8530 |
0.0749 |
8.1% |
0.0109 |
1.2% |
97% |
True |
False |
57,588 |
| 40 |
0.9279 |
0.8530 |
0.0749 |
8.1% |
0.0126 |
1.4% |
97% |
True |
False |
50,841 |
| 60 |
0.9279 |
0.8435 |
0.0844 |
9.1% |
0.0124 |
1.3% |
98% |
True |
False |
34,058 |
| 80 |
0.9279 |
0.8000 |
0.1279 |
13.8% |
0.0113 |
1.2% |
98% |
True |
False |
25,576 |
| 100 |
0.9279 |
0.7700 |
0.1579 |
17.1% |
0.0105 |
1.1% |
99% |
True |
False |
20,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9649 |
|
2.618 |
0.9507 |
|
1.618 |
0.9420 |
|
1.000 |
0.9366 |
|
0.618 |
0.9333 |
|
HIGH |
0.9279 |
|
0.618 |
0.9246 |
|
0.500 |
0.9236 |
|
0.382 |
0.9225 |
|
LOW |
0.9192 |
|
0.618 |
0.9138 |
|
1.000 |
0.9105 |
|
1.618 |
0.9051 |
|
2.618 |
0.8964 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9251 |
0.9232 |
| PP |
0.9243 |
0.9207 |
| S1 |
0.9236 |
0.9181 |
|