CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.9221 |
0.9285 |
0.0064 |
0.7% |
0.9215 |
High |
0.9292 |
0.9398 |
0.0106 |
1.1% |
0.9306 |
Low |
0.9210 |
0.9267 |
0.0057 |
0.6% |
0.9147 |
Close |
0.9270 |
0.9370 |
0.0100 |
1.1% |
0.9270 |
Range |
0.0082 |
0.0131 |
0.0049 |
59.8% |
0.0159 |
ATR |
0.0113 |
0.0114 |
0.0001 |
1.1% |
0.0000 |
Volume |
60,418 |
76,125 |
15,707 |
26.0% |
305,737 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9738 |
0.9685 |
0.9442 |
|
R3 |
0.9607 |
0.9554 |
0.9406 |
|
R2 |
0.9476 |
0.9476 |
0.9394 |
|
R1 |
0.9423 |
0.9423 |
0.9382 |
0.9450 |
PP |
0.9345 |
0.9345 |
0.9345 |
0.9358 |
S1 |
0.9292 |
0.9292 |
0.9358 |
0.9319 |
S2 |
0.9214 |
0.9214 |
0.9346 |
|
S3 |
0.9083 |
0.9161 |
0.9334 |
|
S4 |
0.8952 |
0.9030 |
0.9298 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9718 |
0.9653 |
0.9357 |
|
R3 |
0.9559 |
0.9494 |
0.9314 |
|
R2 |
0.9400 |
0.9400 |
0.9299 |
|
R1 |
0.9335 |
0.9335 |
0.9285 |
0.9368 |
PP |
0.9241 |
0.9241 |
0.9241 |
0.9257 |
S1 |
0.9176 |
0.9176 |
0.9255 |
0.9209 |
S2 |
0.9082 |
0.9082 |
0.9241 |
|
S3 |
0.8923 |
0.9017 |
0.9226 |
|
S4 |
0.8764 |
0.8858 |
0.9183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9398 |
0.9147 |
0.0251 |
2.7% |
0.0112 |
1.2% |
89% |
True |
False |
64,796 |
10 |
0.9398 |
0.8998 |
0.0400 |
4.3% |
0.0115 |
1.2% |
93% |
True |
False |
63,253 |
20 |
0.9398 |
0.8530 |
0.0868 |
9.3% |
0.0111 |
1.2% |
97% |
True |
False |
60,209 |
40 |
0.9398 |
0.8530 |
0.0868 |
9.3% |
0.0116 |
1.2% |
97% |
True |
False |
58,121 |
60 |
0.9398 |
0.8475 |
0.0923 |
9.9% |
0.0124 |
1.3% |
97% |
True |
False |
39,440 |
80 |
0.9398 |
0.8000 |
0.1398 |
14.9% |
0.0116 |
1.2% |
98% |
True |
False |
29,622 |
100 |
0.9398 |
0.7870 |
0.1528 |
16.3% |
0.0108 |
1.2% |
98% |
True |
False |
23,711 |
120 |
0.9398 |
0.7700 |
0.1698 |
18.1% |
0.0098 |
1.0% |
98% |
True |
False |
19,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9955 |
2.618 |
0.9741 |
1.618 |
0.9610 |
1.000 |
0.9529 |
0.618 |
0.9479 |
HIGH |
0.9398 |
0.618 |
0.9348 |
0.500 |
0.9333 |
0.382 |
0.9317 |
LOW |
0.9267 |
0.618 |
0.9186 |
1.000 |
0.9136 |
1.618 |
0.9055 |
2.618 |
0.8924 |
4.250 |
0.8710 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9358 |
0.9340 |
PP |
0.9345 |
0.9310 |
S1 |
0.9333 |
0.9281 |
|