CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9040 |
0.9047 |
0.0007 |
0.1% |
0.8615 |
| High |
0.9122 |
0.9125 |
0.0003 |
0.0% |
0.9000 |
| Low |
0.9009 |
0.9047 |
0.0038 |
0.4% |
0.8591 |
| Close |
0.9034 |
0.9107 |
0.0073 |
0.8% |
0.8966 |
| Range |
0.0113 |
0.0078 |
-0.0035 |
-31.0% |
0.0409 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
186 |
363 |
177 |
95.2% |
348 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9327 |
0.9295 |
0.9150 |
|
| R3 |
0.9249 |
0.9217 |
0.9128 |
|
| R2 |
0.9171 |
0.9171 |
0.9121 |
|
| R1 |
0.9139 |
0.9139 |
0.9114 |
0.9155 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9101 |
| S1 |
0.9061 |
0.9061 |
0.9100 |
0.9077 |
| S2 |
0.9015 |
0.9015 |
0.9093 |
|
| S3 |
0.8937 |
0.8983 |
0.9086 |
|
| S4 |
0.8859 |
0.8905 |
0.9064 |
|
|
| 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 |
0.9125 |
0.8940 |
0.0185 |
2.0% |
0.0066 |
0.7% |
90% |
True |
False |
155 |
| 10 |
0.9125 |
0.8576 |
0.0549 |
6.0% |
0.0081 |
0.9% |
97% |
True |
False |
110 |
| 20 |
0.9125 |
0.8540 |
0.0585 |
6.4% |
0.0076 |
0.8% |
97% |
True |
False |
86 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
8.0% |
0.0087 |
1.0% |
78% |
False |
False |
99 |
| 60 |
0.9265 |
0.8305 |
0.0960 |
10.5% |
0.0081 |
0.9% |
84% |
False |
False |
88 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
14.8% |
0.0073 |
0.8% |
88% |
False |
False |
76 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
16.9% |
0.0068 |
0.7% |
90% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9329 |
|
1.618 |
0.9251 |
|
1.000 |
0.9203 |
|
0.618 |
0.9173 |
|
HIGH |
0.9125 |
|
0.618 |
0.9095 |
|
0.500 |
0.9086 |
|
0.382 |
0.9077 |
|
LOW |
0.9047 |
|
0.618 |
0.8999 |
|
1.000 |
0.8969 |
|
1.618 |
0.8921 |
|
2.618 |
0.8843 |
|
4.250 |
0.8716 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9100 |
0.9094 |
| PP |
0.9093 |
0.9080 |
| S1 |
0.9086 |
0.9067 |
|