CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8585 |
0.8618 |
0.0033 |
0.4% |
0.8690 |
| High |
0.8629 |
0.8655 |
0.0026 |
0.3% |
0.8750 |
| Low |
0.8585 |
0.8587 |
0.0002 |
0.0% |
0.8600 |
| Close |
0.8612 |
0.8595 |
-0.0017 |
-0.2% |
0.8618 |
| Range |
0.0044 |
0.0068 |
0.0024 |
54.5% |
0.0150 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
32 |
62 |
30 |
93.8% |
255 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8816 |
0.8774 |
0.8632 |
|
| R3 |
0.8748 |
0.8706 |
0.8614 |
|
| R2 |
0.8680 |
0.8680 |
0.8607 |
|
| R1 |
0.8638 |
0.8638 |
0.8601 |
0.8625 |
| PP |
0.8612 |
0.8612 |
0.8612 |
0.8606 |
| S1 |
0.8570 |
0.8570 |
0.8589 |
0.8557 |
| S2 |
0.8544 |
0.8544 |
0.8583 |
|
| S3 |
0.8476 |
0.8502 |
0.8576 |
|
| S4 |
0.8408 |
0.8434 |
0.8558 |
|
|
| 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 |
0.8585 |
0.0165 |
1.9% |
0.0072 |
0.8% |
6% |
False |
False |
48 |
| 10 |
0.8750 |
0.8585 |
0.0165 |
1.9% |
0.0069 |
0.8% |
6% |
False |
False |
64 |
| 20 |
0.9138 |
0.8585 |
0.0553 |
6.4% |
0.0076 |
0.9% |
2% |
False |
False |
79 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.4% |
0.0086 |
1.0% |
17% |
False |
False |
93 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.4% |
0.0076 |
0.9% |
46% |
False |
False |
76 |
| 80 |
0.9265 |
0.7886 |
0.1379 |
16.0% |
0.0067 |
0.8% |
51% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8944 |
|
2.618 |
0.8833 |
|
1.618 |
0.8765 |
|
1.000 |
0.8723 |
|
0.618 |
0.8697 |
|
HIGH |
0.8655 |
|
0.618 |
0.8629 |
|
0.500 |
0.8621 |
|
0.382 |
0.8613 |
|
LOW |
0.8587 |
|
0.618 |
0.8545 |
|
1.000 |
0.8519 |
|
1.618 |
0.8477 |
|
2.618 |
0.8409 |
|
4.250 |
0.8298 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8621 |
0.8620 |
| PP |
0.8612 |
0.8612 |
| S1 |
0.8604 |
0.8603 |
|