CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9008 |
0.9040 |
0.0032 |
0.4% |
0.8615 |
| High |
0.9075 |
0.9122 |
0.0047 |
0.5% |
0.9000 |
| Low |
0.9008 |
0.9009 |
0.0001 |
0.0% |
0.8591 |
| Close |
0.9038 |
0.9034 |
-0.0004 |
0.0% |
0.8966 |
| Range |
0.0067 |
0.0113 |
0.0046 |
68.7% |
0.0409 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
59 |
186 |
127 |
215.3% |
348 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9394 |
0.9327 |
0.9096 |
|
| R3 |
0.9281 |
0.9214 |
0.9065 |
|
| R2 |
0.9168 |
0.9168 |
0.9055 |
|
| R1 |
0.9101 |
0.9101 |
0.9044 |
0.9078 |
| PP |
0.9055 |
0.9055 |
0.9055 |
0.9044 |
| S1 |
0.8988 |
0.8988 |
0.9024 |
0.8965 |
| S2 |
0.8942 |
0.8942 |
0.9013 |
|
| S3 |
0.8829 |
0.8875 |
0.9003 |
|
| S4 |
0.8716 |
0.8762 |
0.8972 |
|
|
| 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 |
0.9122 |
0.8848 |
0.0274 |
3.0% |
0.0081 |
0.9% |
68% |
True |
False |
97 |
| 10 |
0.9122 |
0.8540 |
0.0582 |
6.4% |
0.0081 |
0.9% |
85% |
True |
False |
80 |
| 20 |
0.9122 |
0.8540 |
0.0582 |
6.4% |
0.0075 |
0.8% |
85% |
True |
False |
72 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
8.0% |
0.0086 |
1.0% |
68% |
False |
False |
95 |
| 60 |
0.9265 |
0.8179 |
0.1086 |
12.0% |
0.0080 |
0.9% |
79% |
False |
False |
82 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
14.9% |
0.0073 |
0.8% |
83% |
False |
False |
71 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
17.0% |
0.0068 |
0.8% |
85% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9602 |
|
2.618 |
0.9418 |
|
1.618 |
0.9305 |
|
1.000 |
0.9235 |
|
0.618 |
0.9192 |
|
HIGH |
0.9122 |
|
0.618 |
0.9079 |
|
0.500 |
0.9066 |
|
0.382 |
0.9052 |
|
LOW |
0.9009 |
|
0.618 |
0.8939 |
|
1.000 |
0.8896 |
|
1.618 |
0.8826 |
|
2.618 |
0.8713 |
|
4.250 |
0.8529 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9066 |
0.9033 |
| PP |
0.9055 |
0.9033 |
| S1 |
0.9045 |
0.9032 |
|