CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8970 |
0.8952 |
-0.0018 |
-0.2% |
0.8615 |
| High |
0.8970 |
0.8983 |
0.0013 |
0.1% |
0.9000 |
| Low |
0.8940 |
0.8942 |
0.0002 |
0.0% |
0.8591 |
| Close |
0.8952 |
0.8966 |
0.0014 |
0.2% |
0.8966 |
| Range |
0.0030 |
0.0041 |
0.0011 |
36.7% |
0.0409 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
100 |
70 |
-30 |
-30.0% |
348 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9087 |
0.9067 |
0.8989 |
|
| R3 |
0.9046 |
0.9026 |
0.8977 |
|
| R2 |
0.9005 |
0.9005 |
0.8974 |
|
| R1 |
0.8985 |
0.8985 |
0.8970 |
0.8995 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8969 |
| S1 |
0.8944 |
0.8944 |
0.8962 |
0.8954 |
| S2 |
0.8923 |
0.8923 |
0.8958 |
|
| S3 |
0.8882 |
0.8903 |
0.8955 |
|
| S4 |
0.8841 |
0.8862 |
0.8943 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
0.9932 |
0.9191 |
|
| R3 |
0.9670 |
0.9523 |
0.9078 |
|
| R2 |
0.9261 |
0.9261 |
0.9041 |
|
| R1 |
0.9114 |
0.9114 |
0.9003 |
0.9188 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8889 |
| S1 |
0.8705 |
0.8705 |
0.8929 |
0.8779 |
| S2 |
0.8443 |
0.8443 |
0.8891 |
|
| S3 |
0.8034 |
0.8296 |
0.8854 |
|
| S4 |
0.7625 |
0.7887 |
0.8741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9000 |
0.8591 |
0.0409 |
4.6% |
0.0089 |
1.0% |
92% |
False |
False |
69 |
| 10 |
0.9000 |
0.8540 |
0.0460 |
5.1% |
0.0074 |
0.8% |
93% |
False |
False |
65 |
| 20 |
0.9000 |
0.8540 |
0.0460 |
5.1% |
0.0075 |
0.8% |
93% |
False |
False |
65 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
8.1% |
0.0086 |
1.0% |
59% |
False |
False |
97 |
| 60 |
0.9265 |
0.8179 |
0.1086 |
12.1% |
0.0079 |
0.9% |
72% |
False |
False |
80 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
15.0% |
0.0071 |
0.8% |
78% |
False |
False |
69 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
17.2% |
0.0067 |
0.7% |
81% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.9090 |
|
1.618 |
0.9049 |
|
1.000 |
0.9024 |
|
0.618 |
0.9008 |
|
HIGH |
0.8983 |
|
0.618 |
0.8967 |
|
0.500 |
0.8963 |
|
0.382 |
0.8958 |
|
LOW |
0.8942 |
|
0.618 |
0.8917 |
|
1.000 |
0.8901 |
|
1.618 |
0.8876 |
|
2.618 |
0.8835 |
|
4.250 |
0.8768 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.8952 |
| PP |
0.8964 |
0.8938 |
| S1 |
0.8963 |
0.8924 |
|