CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8611 |
0.8706 |
0.0095 |
1.1% |
0.8775 |
| High |
0.8750 |
0.8706 |
-0.0044 |
-0.5% |
0.8775 |
| Low |
0.8600 |
0.8608 |
0.0008 |
0.1% |
0.8608 |
| Close |
0.8714 |
0.8618 |
-0.0096 |
-1.1% |
0.8686 |
| Range |
0.0150 |
0.0098 |
-0.0052 |
-34.7% |
0.0167 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.2% |
0.0000 |
| Volume |
52 |
65 |
13 |
25.0% |
395 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8938 |
0.8876 |
0.8672 |
|
| R3 |
0.8840 |
0.8778 |
0.8645 |
|
| R2 |
0.8742 |
0.8742 |
0.8636 |
|
| R1 |
0.8680 |
0.8680 |
0.8627 |
0.8662 |
| PP |
0.8644 |
0.8644 |
0.8644 |
0.8635 |
| S1 |
0.8582 |
0.8582 |
0.8609 |
0.8564 |
| S2 |
0.8546 |
0.8546 |
0.8600 |
|
| S3 |
0.8448 |
0.8484 |
0.8591 |
|
| S4 |
0.8350 |
0.8386 |
0.8564 |
|
|
| 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% |
0.0082 |
1.0% |
12% |
False |
False |
73 |
| 10 |
0.8861 |
0.8600 |
0.0261 |
3.0% |
0.0079 |
0.9% |
7% |
False |
False |
73 |
| 20 |
0.9138 |
0.8600 |
0.0538 |
6.2% |
0.0085 |
1.0% |
3% |
False |
False |
108 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.4% |
0.0088 |
1.0% |
20% |
False |
False |
91 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.4% |
0.0076 |
0.9% |
48% |
False |
False |
75 |
| 80 |
0.9265 |
0.7786 |
0.1479 |
17.2% |
0.0069 |
0.8% |
56% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9123 |
|
2.618 |
0.8963 |
|
1.618 |
0.8865 |
|
1.000 |
0.8804 |
|
0.618 |
0.8767 |
|
HIGH |
0.8706 |
|
0.618 |
0.8669 |
|
0.500 |
0.8657 |
|
0.382 |
0.8645 |
|
LOW |
0.8608 |
|
0.618 |
0.8547 |
|
1.000 |
0.8510 |
|
1.618 |
0.8449 |
|
2.618 |
0.8351 |
|
4.250 |
0.8192 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8657 |
0.8675 |
| PP |
0.8644 |
0.8656 |
| S1 |
0.8631 |
0.8637 |
|