CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8685 |
0.8611 |
-0.0074 |
-0.9% |
0.8775 |
| High |
0.8685 |
0.8750 |
0.0065 |
0.7% |
0.8775 |
| Low |
0.8600 |
0.8600 |
0.0000 |
0.0% |
0.8608 |
| Close |
0.8615 |
0.8714 |
0.0099 |
1.1% |
0.8686 |
| Range |
0.0085 |
0.0150 |
0.0065 |
76.5% |
0.0167 |
| ATR |
0.0100 |
0.0103 |
0.0004 |
3.6% |
0.0000 |
| Volume |
64 |
52 |
-12 |
-18.8% |
395 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9138 |
0.9076 |
0.8797 |
|
| R3 |
0.8988 |
0.8926 |
0.8755 |
|
| R2 |
0.8838 |
0.8838 |
0.8742 |
|
| R1 |
0.8776 |
0.8776 |
0.8728 |
0.8807 |
| PP |
0.8688 |
0.8688 |
0.8688 |
0.8704 |
| S1 |
0.8626 |
0.8626 |
0.8700 |
0.8657 |
| S2 |
0.8538 |
0.8538 |
0.8687 |
|
| S3 |
0.8388 |
0.8476 |
0.8673 |
|
| S4 |
0.8238 |
0.8326 |
0.8632 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9105 |
0.8778 |
|
| R3 |
0.9024 |
0.8938 |
0.8732 |
|
| R2 |
0.8857 |
0.8857 |
0.8717 |
|
| R1 |
0.8771 |
0.8771 |
0.8701 |
0.8731 |
| PP |
0.8690 |
0.8690 |
0.8690 |
0.8669 |
| S1 |
0.8604 |
0.8604 |
0.8671 |
0.8564 |
| S2 |
0.8523 |
0.8523 |
0.8655 |
|
| S3 |
0.8356 |
0.8437 |
0.8640 |
|
| S4 |
0.8189 |
0.8270 |
0.8594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8750 |
0.8600 |
0.0150 |
1.7% |
0.0086 |
1.0% |
76% |
True |
True |
75 |
| 10 |
0.8890 |
0.8600 |
0.0290 |
3.3% |
0.0076 |
0.9% |
39% |
False |
True |
72 |
| 20 |
0.9165 |
0.8600 |
0.0565 |
6.5% |
0.0090 |
1.0% |
20% |
False |
True |
113 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.3% |
0.0087 |
1.0% |
32% |
False |
False |
92 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.2% |
0.0074 |
0.9% |
56% |
False |
False |
75 |
| 80 |
0.9265 |
0.7786 |
0.1479 |
17.0% |
0.0068 |
0.8% |
63% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9388 |
|
2.618 |
0.9143 |
|
1.618 |
0.8993 |
|
1.000 |
0.8900 |
|
0.618 |
0.8843 |
|
HIGH |
0.8750 |
|
0.618 |
0.8693 |
|
0.500 |
0.8675 |
|
0.382 |
0.8657 |
|
LOW |
0.8600 |
|
0.618 |
0.8507 |
|
1.000 |
0.8450 |
|
1.618 |
0.8357 |
|
2.618 |
0.8207 |
|
4.250 |
0.7963 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8701 |
0.8701 |
| PP |
0.8688 |
0.8688 |
| S1 |
0.8675 |
0.8675 |
|