CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8596 |
0.8630 |
0.0034 |
0.4% |
0.8690 |
| High |
0.8620 |
0.8657 |
0.0037 |
0.4% |
0.8750 |
| Low |
0.8540 |
0.8596 |
0.0056 |
0.7% |
0.8600 |
| Close |
0.8543 |
0.8617 |
0.0074 |
0.9% |
0.8618 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.8% |
0.0150 |
| ATR |
0.0090 |
0.0091 |
0.0002 |
1.9% |
0.0000 |
| Volume |
62 |
115 |
53 |
85.5% |
255 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8806 |
0.8773 |
0.8651 |
|
| R3 |
0.8745 |
0.8712 |
0.8634 |
|
| R2 |
0.8684 |
0.8684 |
0.8628 |
|
| R1 |
0.8651 |
0.8651 |
0.8623 |
0.8637 |
| PP |
0.8623 |
0.8623 |
0.8623 |
0.8617 |
| S1 |
0.8590 |
0.8590 |
0.8611 |
0.8576 |
| S2 |
0.8562 |
0.8562 |
0.8606 |
|
| S3 |
0.8501 |
0.8529 |
0.8600 |
|
| S4 |
0.8440 |
0.8468 |
0.8583 |
|
|
| 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 |
0.8657 |
0.8540 |
0.0117 |
1.4% |
0.0051 |
0.6% |
66% |
True |
False |
60 |
| 10 |
0.8750 |
0.8540 |
0.0210 |
2.4% |
0.0066 |
0.8% |
37% |
False |
False |
67 |
| 20 |
0.9050 |
0.8540 |
0.0510 |
5.9% |
0.0075 |
0.9% |
15% |
False |
False |
75 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.4% |
0.0085 |
1.0% |
20% |
False |
False |
92 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.4% |
0.0076 |
0.9% |
48% |
False |
False |
79 |
| 80 |
0.9265 |
0.7893 |
0.1372 |
15.9% |
0.0068 |
0.8% |
53% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8916 |
|
2.618 |
0.8817 |
|
1.618 |
0.8756 |
|
1.000 |
0.8718 |
|
0.618 |
0.8695 |
|
HIGH |
0.8657 |
|
0.618 |
0.8634 |
|
0.500 |
0.8627 |
|
0.382 |
0.8619 |
|
LOW |
0.8596 |
|
0.618 |
0.8558 |
|
1.000 |
0.8535 |
|
1.618 |
0.8497 |
|
2.618 |
0.8436 |
|
4.250 |
0.8337 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8627 |
0.8611 |
| PP |
0.8623 |
0.8605 |
| S1 |
0.8620 |
0.8599 |
|