CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8615 |
0.8691 |
0.0076 |
0.9% |
0.8585 |
High |
0.8684 |
0.8810 |
0.0126 |
1.5% |
0.8657 |
Low |
0.8591 |
0.8680 |
0.0089 |
1.0% |
0.8540 |
Close |
0.8680 |
0.8808 |
0.0128 |
1.5% |
0.8604 |
Range |
0.0093 |
0.0130 |
0.0037 |
39.8% |
0.0117 |
ATR |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0000 |
Volume |
47 |
59 |
12 |
25.5% |
305 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9156 |
0.9112 |
0.8880 |
|
R3 |
0.9026 |
0.8982 |
0.8844 |
|
R2 |
0.8896 |
0.8896 |
0.8832 |
|
R1 |
0.8852 |
0.8852 |
0.8820 |
0.8874 |
PP |
0.8766 |
0.8766 |
0.8766 |
0.8777 |
S1 |
0.8722 |
0.8722 |
0.8796 |
0.8744 |
S2 |
0.8636 |
0.8636 |
0.8784 |
|
S3 |
0.8506 |
0.8592 |
0.8772 |
|
S4 |
0.8376 |
0.8462 |
0.8737 |
|
|
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 |
0.8810 |
0.8540 |
0.0270 |
3.1% |
0.0081 |
0.9% |
99% |
True |
False |
63 |
10 |
0.8810 |
0.8540 |
0.0270 |
3.1% |
0.0077 |
0.9% |
99% |
True |
False |
56 |
20 |
0.8890 |
0.8540 |
0.0350 |
4.0% |
0.0074 |
0.8% |
77% |
False |
False |
63 |
40 |
0.9265 |
0.8540 |
0.0725 |
8.2% |
0.0085 |
1.0% |
37% |
False |
False |
94 |
60 |
0.9265 |
0.8025 |
0.1240 |
14.1% |
0.0079 |
0.9% |
63% |
False |
False |
79 |
80 |
0.9265 |
0.7920 |
0.1345 |
15.3% |
0.0069 |
0.8% |
66% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9363 |
2.618 |
0.9150 |
1.618 |
0.9020 |
1.000 |
0.8940 |
0.618 |
0.8890 |
HIGH |
0.8810 |
0.618 |
0.8760 |
0.500 |
0.8745 |
0.382 |
0.8730 |
LOW |
0.8680 |
0.618 |
0.8600 |
1.000 |
0.8550 |
1.618 |
0.8470 |
2.618 |
0.8340 |
4.250 |
0.8128 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8787 |
0.8770 |
PP |
0.8766 |
0.8731 |
S1 |
0.8745 |
0.8693 |
|