CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 03-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8706 |
0.8618 |
-0.0088 |
-1.0% |
0.8690 |
High |
0.8706 |
0.8618 |
-0.0088 |
-1.0% |
0.8750 |
Low |
0.8608 |
0.8618 |
0.0010 |
0.1% |
0.8600 |
Close |
0.8618 |
0.8618 |
0.0000 |
0.0% |
0.8618 |
Range |
0.0098 |
0.0000 |
-0.0098 |
-100.0% |
0.0150 |
ATR |
0.0103 |
0.0096 |
-0.0007 |
-7.1% |
0.0000 |
Volume |
65 |
32 |
-33 |
-50.8% |
255 |
|
Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8618 |
0.8618 |
0.8618 |
|
R3 |
0.8618 |
0.8618 |
0.8618 |
|
R2 |
0.8618 |
0.8618 |
0.8618 |
|
R1 |
0.8618 |
0.8618 |
0.8618 |
0.8618 |
PP |
0.8618 |
0.8618 |
0.8618 |
0.8618 |
S1 |
0.8618 |
0.8618 |
0.8618 |
0.8618 |
S2 |
0.8618 |
0.8618 |
0.8618 |
|
S3 |
0.8618 |
0.8618 |
0.8618 |
|
S4 |
0.8618 |
0.8618 |
0.8618 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9106 |
0.9012 |
0.8701 |
|
R3 |
0.8956 |
0.8862 |
0.8659 |
|
R2 |
0.8806 |
0.8806 |
0.8646 |
|
R1 |
0.8712 |
0.8712 |
0.8632 |
0.8684 |
PP |
0.8656 |
0.8656 |
0.8656 |
0.8642 |
S1 |
0.8562 |
0.8562 |
0.8604 |
0.8534 |
S2 |
0.8506 |
0.8506 |
0.8591 |
|
S3 |
0.8356 |
0.8412 |
0.8577 |
|
S4 |
0.8206 |
0.8262 |
0.8536 |
|
|
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% |
0.0076 |
0.9% |
12% |
False |
False |
51 |
10 |
0.8775 |
0.8600 |
0.0175 |
2.0% |
0.0075 |
0.9% |
10% |
False |
False |
65 |
20 |
0.9138 |
0.8600 |
0.0538 |
6.2% |
0.0076 |
0.9% |
3% |
False |
False |
101 |
40 |
0.9265 |
0.8456 |
0.0809 |
9.4% |
0.0086 |
1.0% |
20% |
False |
False |
92 |
60 |
0.9265 |
0.8025 |
0.1240 |
14.4% |
0.0076 |
0.9% |
48% |
False |
False |
76 |
80 |
0.9265 |
0.7786 |
0.1479 |
17.2% |
0.0068 |
0.8% |
56% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8618 |
2.618 |
0.8618 |
1.618 |
0.8618 |
1.000 |
0.8618 |
0.618 |
0.8618 |
HIGH |
0.8618 |
0.618 |
0.8618 |
0.500 |
0.8618 |
0.382 |
0.8618 |
LOW |
0.8618 |
0.618 |
0.8618 |
1.000 |
0.8618 |
1.618 |
0.8618 |
2.618 |
0.8618 |
4.250 |
0.8618 |
|
|
Fisher Pivots for day following 03-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8618 |
0.8675 |
PP |
0.8618 |
0.8656 |
S1 |
0.8618 |
0.8637 |
|