CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.9095 |
0.0048 |
0.5% |
0.8615 |
| High |
0.9125 |
0.9224 |
0.0099 |
1.1% |
0.9000 |
| Low |
0.9047 |
0.9095 |
0.0048 |
0.5% |
0.8591 |
| Close |
0.9107 |
0.9217 |
0.0110 |
1.2% |
0.8966 |
| Range |
0.0078 |
0.0129 |
0.0051 |
65.4% |
0.0409 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.7% |
0.0000 |
| Volume |
363 |
209 |
-154 |
-42.4% |
348 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9566 |
0.9520 |
0.9288 |
|
| R3 |
0.9437 |
0.9391 |
0.9252 |
|
| R2 |
0.9308 |
0.9308 |
0.9241 |
|
| R1 |
0.9262 |
0.9262 |
0.9229 |
0.9285 |
| PP |
0.9179 |
0.9179 |
0.9179 |
0.9190 |
| S1 |
0.9133 |
0.9133 |
0.9205 |
0.9156 |
| S2 |
0.9050 |
0.9050 |
0.9193 |
|
| S3 |
0.8921 |
0.9004 |
0.9182 |
|
| S4 |
0.8792 |
0.8875 |
0.9146 |
|
|
| 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 |
0.9224 |
0.8942 |
0.0282 |
3.1% |
0.0086 |
0.9% |
98% |
True |
False |
177 |
| 10 |
0.9224 |
0.8576 |
0.0648 |
7.0% |
0.0088 |
0.9% |
99% |
True |
False |
119 |
| 20 |
0.9224 |
0.8540 |
0.0684 |
7.4% |
0.0077 |
0.8% |
99% |
True |
False |
93 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
7.9% |
0.0088 |
1.0% |
93% |
False |
False |
103 |
| 60 |
0.9265 |
0.8397 |
0.0868 |
9.4% |
0.0083 |
0.9% |
94% |
False |
False |
91 |
| 80 |
0.9265 |
0.7920 |
0.1345 |
14.6% |
0.0074 |
0.8% |
96% |
False |
False |
77 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
16.7% |
0.0069 |
0.7% |
97% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9562 |
|
1.618 |
0.9433 |
|
1.000 |
0.9353 |
|
0.618 |
0.9304 |
|
HIGH |
0.9224 |
|
0.618 |
0.9175 |
|
0.500 |
0.9160 |
|
0.382 |
0.9144 |
|
LOW |
0.9095 |
|
0.618 |
0.9015 |
|
1.000 |
0.8966 |
|
1.618 |
0.8886 |
|
2.618 |
0.8757 |
|
4.250 |
0.8547 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9198 |
0.9184 |
| PP |
0.9179 |
0.9150 |
| S1 |
0.9160 |
0.9117 |
|