CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9381 |
0.9323 |
-0.0058 |
-0.6% |
0.9215 |
| High |
0.9408 |
0.9366 |
-0.0042 |
-0.4% |
0.9306 |
| Low |
0.9289 |
0.9274 |
-0.0015 |
-0.2% |
0.9147 |
| Close |
0.9309 |
0.9353 |
0.0044 |
0.5% |
0.9270 |
| Range |
0.0119 |
0.0092 |
-0.0027 |
-22.7% |
0.0159 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
60,671 |
61,710 |
1,039 |
1.7% |
305,737 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9572 |
0.9404 |
|
| R3 |
0.9515 |
0.9480 |
0.9378 |
|
| R2 |
0.9423 |
0.9423 |
0.9370 |
|
| R1 |
0.9388 |
0.9388 |
0.9361 |
0.9406 |
| PP |
0.9331 |
0.9331 |
0.9331 |
0.9340 |
| S1 |
0.9296 |
0.9296 |
0.9345 |
0.9314 |
| S2 |
0.9239 |
0.9239 |
0.9336 |
|
| S3 |
0.9147 |
0.9204 |
0.9328 |
|
| S4 |
0.9055 |
0.9112 |
0.9302 |
|
|
| 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 |
0.9163 |
0.0245 |
2.6% |
0.0104 |
1.1% |
78% |
False |
False |
65,617 |
| 10 |
0.9408 |
0.9083 |
0.0325 |
3.5% |
0.0112 |
1.2% |
83% |
False |
False |
63,101 |
| 20 |
0.9408 |
0.8566 |
0.0842 |
9.0% |
0.0112 |
1.2% |
93% |
False |
False |
61,151 |
| 40 |
0.9408 |
0.8530 |
0.0878 |
9.4% |
0.0113 |
1.2% |
94% |
False |
False |
60,330 |
| 60 |
0.9408 |
0.8475 |
0.0933 |
10.0% |
0.0124 |
1.3% |
94% |
False |
False |
41,475 |
| 80 |
0.9408 |
0.8000 |
0.1408 |
15.1% |
0.0117 |
1.3% |
96% |
False |
False |
31,151 |
| 100 |
0.9408 |
0.7870 |
0.1538 |
16.4% |
0.0109 |
1.2% |
96% |
False |
False |
24,932 |
| 120 |
0.9408 |
0.7700 |
0.1708 |
18.3% |
0.0099 |
1.1% |
97% |
False |
False |
20,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9757 |
|
2.618 |
0.9607 |
|
1.618 |
0.9515 |
|
1.000 |
0.9458 |
|
0.618 |
0.9423 |
|
HIGH |
0.9366 |
|
0.618 |
0.9331 |
|
0.500 |
0.9320 |
|
0.382 |
0.9309 |
|
LOW |
0.9274 |
|
0.618 |
0.9217 |
|
1.000 |
0.9182 |
|
1.618 |
0.9125 |
|
2.618 |
0.9033 |
|
4.250 |
0.8883 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9342 |
0.9348 |
| PP |
0.9331 |
0.9343 |
| S1 |
0.9320 |
0.9338 |
|