CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.8691 |
0.8853 |
0.0162 |
1.9% |
0.8585 |
High |
0.8810 |
0.9000 |
0.0190 |
2.2% |
0.8657 |
Low |
0.8680 |
0.8848 |
0.0168 |
1.9% |
0.8540 |
Close |
0.8808 |
0.8997 |
0.0189 |
2.1% |
0.8604 |
Range |
0.0130 |
0.0152 |
0.0022 |
16.9% |
0.0117 |
ATR |
0.0091 |
0.0098 |
0.0007 |
7.9% |
0.0000 |
Volume |
59 |
72 |
13 |
22.0% |
305 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9404 |
0.9353 |
0.9081 |
|
R3 |
0.9252 |
0.9201 |
0.9039 |
|
R2 |
0.9100 |
0.9100 |
0.9025 |
|
R1 |
0.9049 |
0.9049 |
0.9011 |
0.9075 |
PP |
0.8948 |
0.8948 |
0.8948 |
0.8961 |
S1 |
0.8897 |
0.8897 |
0.8983 |
0.8923 |
S2 |
0.8796 |
0.8796 |
0.8969 |
|
S3 |
0.8644 |
0.8745 |
0.8955 |
|
S4 |
0.8492 |
0.8593 |
0.8913 |
|
|
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 |
0.9000 |
0.8576 |
0.0424 |
4.7% |
0.0096 |
1.1% |
99% |
True |
False |
65 |
10 |
0.9000 |
0.8540 |
0.0460 |
5.1% |
0.0077 |
0.9% |
99% |
True |
False |
58 |
20 |
0.9000 |
0.8540 |
0.0460 |
5.1% |
0.0076 |
0.8% |
99% |
True |
False |
65 |
40 |
0.9265 |
0.8540 |
0.0725 |
8.1% |
0.0087 |
1.0% |
63% |
False |
False |
95 |
60 |
0.9265 |
0.8066 |
0.1199 |
13.3% |
0.0080 |
0.9% |
78% |
False |
False |
80 |
80 |
0.9265 |
0.7920 |
0.1345 |
14.9% |
0.0071 |
0.8% |
80% |
False |
False |
67 |
100 |
0.9265 |
0.7725 |
0.1540 |
17.1% |
0.0067 |
0.7% |
83% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9646 |
2.618 |
0.9398 |
1.618 |
0.9246 |
1.000 |
0.9152 |
0.618 |
0.9094 |
HIGH |
0.9000 |
0.618 |
0.8942 |
0.500 |
0.8924 |
0.382 |
0.8906 |
LOW |
0.8848 |
0.618 |
0.8754 |
1.000 |
0.8696 |
1.618 |
0.8602 |
2.618 |
0.8450 |
4.250 |
0.8202 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8973 |
0.8930 |
PP |
0.8948 |
0.8863 |
S1 |
0.8924 |
0.8796 |
|