CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9285 |
0.9381 |
0.0096 |
1.0% |
0.9215 |
| High |
0.9398 |
0.9408 |
0.0010 |
0.1% |
0.9306 |
| Low |
0.9267 |
0.9289 |
0.0022 |
0.2% |
0.9147 |
| Close |
0.9370 |
0.9309 |
-0.0061 |
-0.7% |
0.9270 |
| Range |
0.0131 |
0.0119 |
-0.0012 |
-9.2% |
0.0159 |
| ATR |
0.0114 |
0.0115 |
0.0000 |
0.3% |
0.0000 |
| Volume |
76,125 |
60,671 |
-15,454 |
-20.3% |
305,737 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9692 |
0.9620 |
0.9374 |
|
| R3 |
0.9573 |
0.9501 |
0.9342 |
|
| R2 |
0.9454 |
0.9454 |
0.9331 |
|
| R1 |
0.9382 |
0.9382 |
0.9320 |
0.9359 |
| PP |
0.9335 |
0.9335 |
0.9335 |
0.9324 |
| S1 |
0.9263 |
0.9263 |
0.9298 |
0.9240 |
| S2 |
0.9216 |
0.9216 |
0.9287 |
|
| S3 |
0.9097 |
0.9144 |
0.9276 |
|
| S4 |
0.8978 |
0.9025 |
0.9244 |
|
|
| 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 |
0.9408 |
0.9147 |
0.0261 |
2.8% |
0.0109 |
1.2% |
62% |
True |
False |
66,729 |
| 10 |
0.9408 |
0.9019 |
0.0389 |
4.2% |
0.0114 |
1.2% |
75% |
True |
False |
63,916 |
| 20 |
0.9408 |
0.8530 |
0.0878 |
9.4% |
0.0112 |
1.2% |
89% |
True |
False |
60,367 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.4% |
0.0115 |
1.2% |
89% |
True |
False |
59,333 |
| 60 |
0.9408 |
0.8475 |
0.0933 |
10.0% |
0.0124 |
1.3% |
89% |
True |
False |
40,449 |
| 80 |
0.9408 |
0.8000 |
0.1408 |
15.1% |
0.0117 |
1.3% |
93% |
True |
False |
30,380 |
| 100 |
0.9408 |
0.7870 |
0.1538 |
16.5% |
0.0109 |
1.2% |
94% |
True |
False |
24,315 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.3% |
0.0098 |
1.1% |
94% |
True |
False |
20,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9914 |
|
2.618 |
0.9720 |
|
1.618 |
0.9601 |
|
1.000 |
0.9527 |
|
0.618 |
0.9482 |
|
HIGH |
0.9408 |
|
0.618 |
0.9363 |
|
0.500 |
0.9349 |
|
0.382 |
0.9334 |
|
LOW |
0.9289 |
|
0.618 |
0.9215 |
|
1.000 |
0.9170 |
|
1.618 |
0.9096 |
|
2.618 |
0.8977 |
|
4.250 |
0.8783 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9309 |
| PP |
0.9335 |
0.9309 |
| S1 |
0.9322 |
0.9309 |
|