CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9258 |
0.9168 |
-0.0090 |
-1.0% |
0.8971 |
| High |
0.9264 |
0.9258 |
-0.0006 |
-0.1% |
0.9268 |
| Low |
0.9147 |
0.9163 |
0.0016 |
0.2% |
0.8964 |
| Close |
0.9162 |
0.9236 |
0.0074 |
0.8% |
0.9229 |
| Range |
0.0117 |
0.0095 |
-0.0022 |
-18.8% |
0.0304 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
67,270 |
69,164 |
1,894 |
2.8% |
301,517 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9504 |
0.9465 |
0.9288 |
|
| R3 |
0.9409 |
0.9370 |
0.9262 |
|
| R2 |
0.9314 |
0.9314 |
0.9253 |
|
| R1 |
0.9275 |
0.9275 |
0.9245 |
0.9295 |
| PP |
0.9219 |
0.9219 |
0.9219 |
0.9229 |
| S1 |
0.9180 |
0.9180 |
0.9227 |
0.9200 |
| S2 |
0.9124 |
0.9124 |
0.9219 |
|
| S3 |
0.9029 |
0.9085 |
0.9210 |
|
| S4 |
0.8934 |
0.8990 |
0.9184 |
|
|
| 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 |
0.9147 |
0.0159 |
1.7% |
0.0109 |
1.2% |
56% |
False |
False |
62,328 |
| 10 |
0.9306 |
0.8931 |
0.0375 |
4.1% |
0.0110 |
1.2% |
81% |
False |
False |
60,800 |
| 20 |
0.9306 |
0.8530 |
0.0776 |
8.4% |
0.0107 |
1.2% |
91% |
False |
False |
58,864 |
| 40 |
0.9306 |
0.8530 |
0.0776 |
8.4% |
0.0119 |
1.3% |
91% |
False |
False |
55,144 |
| 60 |
0.9306 |
0.8475 |
0.0831 |
9.0% |
0.0125 |
1.4% |
92% |
False |
False |
37,173 |
| 80 |
0.9306 |
0.8000 |
0.1306 |
14.1% |
0.0115 |
1.2% |
95% |
False |
False |
27,916 |
| 100 |
0.9306 |
0.7762 |
0.1544 |
16.7% |
0.0107 |
1.2% |
95% |
False |
False |
22,347 |
| 120 |
0.9306 |
0.7700 |
0.1606 |
17.4% |
0.0097 |
1.0% |
96% |
False |
False |
18,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9662 |
|
2.618 |
0.9507 |
|
1.618 |
0.9412 |
|
1.000 |
0.9353 |
|
0.618 |
0.9317 |
|
HIGH |
0.9258 |
|
0.618 |
0.9222 |
|
0.500 |
0.9211 |
|
0.382 |
0.9199 |
|
LOW |
0.9163 |
|
0.618 |
0.9104 |
|
1.000 |
0.9068 |
|
1.618 |
0.9009 |
|
2.618 |
0.8914 |
|
4.250 |
0.8759 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9233 |
| PP |
0.9219 |
0.9230 |
| S1 |
0.9211 |
0.9227 |
|