CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8618 |
0.8615 |
-0.0003 |
0.0% |
0.8585 |
| High |
0.8618 |
0.8684 |
0.0066 |
0.8% |
0.8657 |
| Low |
0.8576 |
0.8591 |
0.0015 |
0.2% |
0.8540 |
| Close |
0.8604 |
0.8680 |
0.0076 |
0.9% |
0.8604 |
| Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0117 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.4% |
0.0000 |
| Volume |
34 |
47 |
13 |
38.2% |
305 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8931 |
0.8898 |
0.8731 |
|
| R3 |
0.8838 |
0.8805 |
0.8706 |
|
| R2 |
0.8745 |
0.8745 |
0.8697 |
|
| R1 |
0.8712 |
0.8712 |
0.8689 |
0.8729 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8660 |
| S1 |
0.8619 |
0.8619 |
0.8671 |
0.8636 |
| S2 |
0.8559 |
0.8559 |
0.8663 |
|
| S3 |
0.8466 |
0.8526 |
0.8654 |
|
| S4 |
0.8373 |
0.8433 |
0.8629 |
|
|
| 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 |
0.8684 |
0.8540 |
0.0144 |
1.7% |
0.0069 |
0.8% |
97% |
True |
False |
64 |
| 10 |
0.8750 |
0.8540 |
0.0210 |
2.4% |
0.0072 |
0.8% |
67% |
False |
False |
56 |
| 20 |
0.8899 |
0.8540 |
0.0359 |
4.1% |
0.0072 |
0.8% |
39% |
False |
False |
66 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.3% |
0.0086 |
1.0% |
28% |
False |
False |
93 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.3% |
0.0077 |
0.9% |
53% |
False |
False |
79 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
15.5% |
0.0068 |
0.8% |
57% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.8927 |
|
1.618 |
0.8834 |
|
1.000 |
0.8777 |
|
0.618 |
0.8741 |
|
HIGH |
0.8684 |
|
0.618 |
0.8648 |
|
0.500 |
0.8638 |
|
0.382 |
0.8627 |
|
LOW |
0.8591 |
|
0.618 |
0.8534 |
|
1.000 |
0.8498 |
|
1.618 |
0.8441 |
|
2.618 |
0.8348 |
|
4.250 |
0.8196 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8666 |
0.8663 |
| PP |
0.8652 |
0.8647 |
| S1 |
0.8638 |
0.8630 |
|