CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8952 |
0.9008 |
0.0056 |
0.6% |
0.8615 |
| High |
0.8983 |
0.9075 |
0.0092 |
1.0% |
0.9000 |
| Low |
0.8942 |
0.9008 |
0.0066 |
0.7% |
0.8591 |
| Close |
0.8966 |
0.9038 |
0.0072 |
0.8% |
0.8966 |
| Range |
0.0041 |
0.0067 |
0.0026 |
63.4% |
0.0409 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.4% |
0.0000 |
| Volume |
70 |
59 |
-11 |
-15.7% |
348 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9207 |
0.9075 |
|
| R3 |
0.9174 |
0.9140 |
0.9056 |
|
| R2 |
0.9107 |
0.9107 |
0.9050 |
|
| R1 |
0.9073 |
0.9073 |
0.9044 |
0.9090 |
| PP |
0.9040 |
0.9040 |
0.9040 |
0.9049 |
| S1 |
0.9006 |
0.9006 |
0.9032 |
0.9023 |
| S2 |
0.8973 |
0.8973 |
0.9026 |
|
| S3 |
0.8906 |
0.8939 |
0.9020 |
|
| S4 |
0.8839 |
0.8872 |
0.9001 |
|
|
| 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 |
0.9075 |
0.8680 |
0.0395 |
4.4% |
0.0084 |
0.9% |
91% |
True |
False |
72 |
| 10 |
0.9075 |
0.8540 |
0.0535 |
5.9% |
0.0076 |
0.8% |
93% |
True |
False |
68 |
| 20 |
0.9075 |
0.8540 |
0.0535 |
5.9% |
0.0073 |
0.8% |
93% |
True |
False |
66 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
8.0% |
0.0086 |
0.9% |
69% |
False |
False |
95 |
| 60 |
0.9265 |
0.8179 |
0.1086 |
12.0% |
0.0079 |
0.9% |
79% |
False |
False |
80 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
14.9% |
0.0072 |
0.8% |
83% |
False |
False |
69 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
17.0% |
0.0067 |
0.7% |
85% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9360 |
|
2.618 |
0.9250 |
|
1.618 |
0.9183 |
|
1.000 |
0.9142 |
|
0.618 |
0.9116 |
|
HIGH |
0.9075 |
|
0.618 |
0.9049 |
|
0.500 |
0.9042 |
|
0.382 |
0.9034 |
|
LOW |
0.9008 |
|
0.618 |
0.8967 |
|
1.000 |
0.8941 |
|
1.618 |
0.8900 |
|
2.618 |
0.8833 |
|
4.250 |
0.8723 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9042 |
0.9028 |
| PP |
0.9040 |
0.9018 |
| S1 |
0.9039 |
0.9008 |
|