CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8630 |
0.8618 |
-0.0012 |
-0.1% |
0.8585 |
| High |
0.8657 |
0.8618 |
-0.0039 |
-0.5% |
0.8657 |
| Low |
0.8596 |
0.8576 |
-0.0020 |
-0.2% |
0.8540 |
| Close |
0.8617 |
0.8604 |
-0.0013 |
-0.2% |
0.8604 |
| Range |
0.0061 |
0.0042 |
-0.0019 |
-31.1% |
0.0117 |
| ATR |
0.0091 |
0.0088 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
115 |
34 |
-81 |
-70.4% |
305 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8725 |
0.8707 |
0.8627 |
|
| R3 |
0.8683 |
0.8665 |
0.8616 |
|
| R2 |
0.8641 |
0.8641 |
0.8612 |
|
| R1 |
0.8623 |
0.8623 |
0.8608 |
0.8611 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8594 |
| S1 |
0.8581 |
0.8581 |
0.8600 |
0.8569 |
| S2 |
0.8557 |
0.8557 |
0.8596 |
|
| S3 |
0.8515 |
0.8539 |
0.8592 |
|
| S4 |
0.8473 |
0.8497 |
0.8581 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8951 |
0.8895 |
0.8668 |
|
| R3 |
0.8834 |
0.8778 |
0.8636 |
|
| R2 |
0.8717 |
0.8717 |
0.8625 |
|
| R1 |
0.8661 |
0.8661 |
0.8615 |
0.8689 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8615 |
| S1 |
0.8544 |
0.8544 |
0.8593 |
0.8572 |
| S2 |
0.8483 |
0.8483 |
0.8583 |
|
| S3 |
0.8366 |
0.8427 |
0.8572 |
|
| S4 |
0.8249 |
0.8310 |
0.8540 |
|
|
| 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% |
0.0059 |
0.7% |
55% |
False |
False |
61 |
| 10 |
0.8750 |
0.8540 |
0.0210 |
2.4% |
0.0068 |
0.8% |
30% |
False |
False |
56 |
| 20 |
0.8899 |
0.8540 |
0.0359 |
4.2% |
0.0070 |
0.8% |
18% |
False |
False |
72 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.4% |
0.0085 |
1.0% |
18% |
False |
False |
92 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.4% |
0.0076 |
0.9% |
47% |
False |
False |
79 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
15.6% |
0.0067 |
0.8% |
51% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8797 |
|
2.618 |
0.8728 |
|
1.618 |
0.8686 |
|
1.000 |
0.8660 |
|
0.618 |
0.8644 |
|
HIGH |
0.8618 |
|
0.618 |
0.8602 |
|
0.500 |
0.8597 |
|
0.382 |
0.8592 |
|
LOW |
0.8576 |
|
0.618 |
0.8550 |
|
1.000 |
0.8534 |
|
1.618 |
0.8508 |
|
2.618 |
0.8466 |
|
4.250 |
0.8398 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8602 |
0.8602 |
| PP |
0.8599 |
0.8600 |
| S1 |
0.8597 |
0.8599 |
|