CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9251 |
0.9258 |
0.0007 |
0.1% |
0.8971 |
| High |
0.9306 |
0.9264 |
-0.0042 |
-0.5% |
0.9268 |
| Low |
0.9170 |
0.9147 |
-0.0023 |
-0.3% |
0.8964 |
| Close |
0.9239 |
0.9162 |
-0.0077 |
-0.8% |
0.9229 |
| Range |
0.0136 |
0.0117 |
-0.0019 |
-14.0% |
0.0304 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
| Volume |
51,003 |
67,270 |
16,267 |
31.9% |
301,517 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9542 |
0.9469 |
0.9226 |
|
| R3 |
0.9425 |
0.9352 |
0.9194 |
|
| R2 |
0.9308 |
0.9308 |
0.9183 |
|
| R1 |
0.9235 |
0.9235 |
0.9173 |
0.9213 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9180 |
| S1 |
0.9118 |
0.9118 |
0.9151 |
0.9096 |
| S2 |
0.9074 |
0.9074 |
0.9141 |
|
| S3 |
0.8957 |
0.9001 |
0.9130 |
|
| S4 |
0.8840 |
0.8884 |
0.9098 |
|
|
| 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 |
0.9306 |
0.9083 |
0.0223 |
2.4% |
0.0119 |
1.3% |
35% |
False |
False |
60,585 |
| 10 |
0.9306 |
0.8911 |
0.0395 |
4.3% |
0.0109 |
1.2% |
64% |
False |
False |
61,344 |
| 20 |
0.9306 |
0.8530 |
0.0776 |
8.5% |
0.0108 |
1.2% |
81% |
False |
False |
58,202 |
| 40 |
0.9306 |
0.8530 |
0.0776 |
8.5% |
0.0121 |
1.3% |
81% |
False |
False |
53,535 |
| 60 |
0.9306 |
0.8475 |
0.0831 |
9.1% |
0.0125 |
1.4% |
83% |
False |
False |
36,023 |
| 80 |
0.9306 |
0.8000 |
0.1306 |
14.3% |
0.0114 |
1.2% |
89% |
False |
False |
27,052 |
| 100 |
0.9306 |
0.7762 |
0.1544 |
16.9% |
0.0107 |
1.2% |
91% |
False |
False |
21,656 |
| 120 |
0.9306 |
0.7700 |
0.1606 |
17.5% |
0.0096 |
1.0% |
91% |
False |
False |
18,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9761 |
|
2.618 |
0.9570 |
|
1.618 |
0.9453 |
|
1.000 |
0.9381 |
|
0.618 |
0.9336 |
|
HIGH |
0.9264 |
|
0.618 |
0.9219 |
|
0.500 |
0.9206 |
|
0.382 |
0.9192 |
|
LOW |
0.9147 |
|
0.618 |
0.9075 |
|
1.000 |
0.9030 |
|
1.618 |
0.8958 |
|
2.618 |
0.8841 |
|
4.250 |
0.8650 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9206 |
0.9227 |
| PP |
0.9191 |
0.9205 |
| S1 |
0.9177 |
0.9184 |
|