CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8618 |
0.8596 |
-0.0022 |
-0.3% |
0.8690 |
| High |
0.8655 |
0.8620 |
-0.0035 |
-0.4% |
0.8750 |
| Low |
0.8587 |
0.8540 |
-0.0047 |
-0.5% |
0.8600 |
| Close |
0.8595 |
0.8543 |
-0.0052 |
-0.6% |
0.8618 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0150 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
62 |
62 |
0 |
0.0% |
255 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8808 |
0.8755 |
0.8587 |
|
| R3 |
0.8728 |
0.8675 |
0.8565 |
|
| R2 |
0.8648 |
0.8648 |
0.8558 |
|
| R1 |
0.8595 |
0.8595 |
0.8550 |
0.8582 |
| PP |
0.8568 |
0.8568 |
0.8568 |
0.8561 |
| S1 |
0.8515 |
0.8515 |
0.8536 |
0.8502 |
| S2 |
0.8488 |
0.8488 |
0.8528 |
|
| S3 |
0.8408 |
0.8435 |
0.8521 |
|
| S4 |
0.8328 |
0.8355 |
0.8499 |
|
|
| 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 |
0.8706 |
0.8540 |
0.0166 |
1.9% |
0.0058 |
0.7% |
2% |
False |
True |
50 |
| 10 |
0.8750 |
0.8540 |
0.0210 |
2.5% |
0.0072 |
0.8% |
1% |
False |
True |
62 |
| 20 |
0.9138 |
0.8540 |
0.0598 |
7.0% |
0.0076 |
0.9% |
1% |
False |
True |
78 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.5% |
0.0086 |
1.0% |
11% |
False |
False |
93 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.5% |
0.0076 |
0.9% |
42% |
False |
False |
77 |
| 80 |
0.9265 |
0.7886 |
0.1379 |
16.1% |
0.0068 |
0.8% |
48% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8960 |
|
2.618 |
0.8829 |
|
1.618 |
0.8749 |
|
1.000 |
0.8700 |
|
0.618 |
0.8669 |
|
HIGH |
0.8620 |
|
0.618 |
0.8589 |
|
0.500 |
0.8580 |
|
0.382 |
0.8571 |
|
LOW |
0.8540 |
|
0.618 |
0.8491 |
|
1.000 |
0.8460 |
|
1.618 |
0.8411 |
|
2.618 |
0.8331 |
|
4.250 |
0.8200 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8580 |
0.8598 |
| PP |
0.8568 |
0.8579 |
| S1 |
0.8555 |
0.8561 |
|