CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8853 |
0.8970 |
0.0117 |
1.3% |
0.8585 |
| High |
0.9000 |
0.8970 |
-0.0030 |
-0.3% |
0.8657 |
| Low |
0.8848 |
0.8940 |
0.0092 |
1.0% |
0.8540 |
| Close |
0.8997 |
0.8952 |
-0.0045 |
-0.5% |
0.8604 |
| Range |
0.0152 |
0.0030 |
-0.0122 |
-80.3% |
0.0117 |
| ATR |
0.0098 |
0.0096 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
72 |
100 |
28 |
38.9% |
305 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9028 |
0.8969 |
|
| R3 |
0.9014 |
0.8998 |
0.8960 |
|
| R2 |
0.8984 |
0.8984 |
0.8958 |
|
| R1 |
0.8968 |
0.8968 |
0.8955 |
0.8961 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8951 |
| S1 |
0.8938 |
0.8938 |
0.8949 |
0.8931 |
| S2 |
0.8924 |
0.8924 |
0.8947 |
|
| S3 |
0.8894 |
0.8908 |
0.8944 |
|
| S4 |
0.8864 |
0.8878 |
0.8936 |
|
|
| 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% |
0.0089 |
1.0% |
89% |
False |
False |
62 |
| 10 |
0.9000 |
0.8540 |
0.0460 |
5.1% |
0.0070 |
0.8% |
90% |
False |
False |
61 |
| 20 |
0.9000 |
0.8540 |
0.0460 |
5.1% |
0.0075 |
0.8% |
90% |
False |
False |
67 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
8.1% |
0.0087 |
1.0% |
57% |
False |
False |
97 |
| 60 |
0.9265 |
0.8134 |
0.1131 |
12.6% |
0.0079 |
0.9% |
72% |
False |
False |
80 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
15.0% |
0.0071 |
0.8% |
77% |
False |
False |
68 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
17.2% |
0.0067 |
0.7% |
80% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9098 |
|
2.618 |
0.9049 |
|
1.618 |
0.9019 |
|
1.000 |
0.9000 |
|
0.618 |
0.8989 |
|
HIGH |
0.8970 |
|
0.618 |
0.8959 |
|
0.500 |
0.8955 |
|
0.382 |
0.8951 |
|
LOW |
0.8940 |
|
0.618 |
0.8921 |
|
1.000 |
0.8910 |
|
1.618 |
0.8891 |
|
2.618 |
0.8861 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8915 |
| PP |
0.8954 |
0.8877 |
| S1 |
0.8953 |
0.8840 |
|