CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9162 |
0.0067 |
0.7% |
0.9008 |
| High |
0.9224 |
0.9257 |
0.0033 |
0.4% |
0.9257 |
| Low |
0.9095 |
0.9162 |
0.0067 |
0.7% |
0.9008 |
| Close |
0.9217 |
0.9231 |
0.0014 |
0.2% |
0.9231 |
| Range |
0.0129 |
0.0095 |
-0.0034 |
-26.4% |
0.0249 |
| ATR |
0.0097 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
209 |
187 |
-22 |
-10.5% |
1,004 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9502 |
0.9461 |
0.9283 |
|
| R3 |
0.9407 |
0.9366 |
0.9257 |
|
| R2 |
0.9312 |
0.9312 |
0.9248 |
|
| R1 |
0.9271 |
0.9271 |
0.9240 |
0.9292 |
| PP |
0.9217 |
0.9217 |
0.9217 |
0.9227 |
| S1 |
0.9176 |
0.9176 |
0.9222 |
0.9197 |
| S2 |
0.9122 |
0.9122 |
0.9214 |
|
| S3 |
0.9027 |
0.9081 |
0.9205 |
|
| S4 |
0.8932 |
0.8986 |
0.9179 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9821 |
0.9368 |
|
| R3 |
0.9663 |
0.9572 |
0.9299 |
|
| R2 |
0.9414 |
0.9414 |
0.9277 |
|
| R1 |
0.9323 |
0.9323 |
0.9254 |
0.9369 |
| PP |
0.9165 |
0.9165 |
0.9165 |
0.9188 |
| S1 |
0.9074 |
0.9074 |
0.9208 |
0.9120 |
| S2 |
0.8916 |
0.8916 |
0.9185 |
|
| S3 |
0.8667 |
0.8825 |
0.9163 |
|
| S4 |
0.8418 |
0.8576 |
0.9094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9257 |
0.9008 |
0.0249 |
2.7% |
0.0096 |
1.0% |
90% |
True |
False |
200 |
| 10 |
0.9257 |
0.8591 |
0.0666 |
7.2% |
0.0093 |
1.0% |
96% |
True |
False |
135 |
| 20 |
0.9257 |
0.8540 |
0.0717 |
7.8% |
0.0080 |
0.9% |
96% |
True |
False |
95 |
| 40 |
0.9265 |
0.8540 |
0.0725 |
7.9% |
0.0087 |
0.9% |
95% |
False |
False |
106 |
| 60 |
0.9265 |
0.8420 |
0.0845 |
9.2% |
0.0084 |
0.9% |
96% |
False |
False |
94 |
| 80 |
0.9265 |
0.8025 |
0.1240 |
13.4% |
0.0075 |
0.8% |
97% |
False |
False |
79 |
| 100 |
0.9265 |
0.7725 |
0.1540 |
16.7% |
0.0069 |
0.7% |
98% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9661 |
|
2.618 |
0.9506 |
|
1.618 |
0.9411 |
|
1.000 |
0.9352 |
|
0.618 |
0.9316 |
|
HIGH |
0.9257 |
|
0.618 |
0.9221 |
|
0.500 |
0.9210 |
|
0.382 |
0.9198 |
|
LOW |
0.9162 |
|
0.618 |
0.9103 |
|
1.000 |
0.9067 |
|
1.618 |
0.9008 |
|
2.618 |
0.8913 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9224 |
0.9205 |
| PP |
0.9217 |
0.9178 |
| S1 |
0.9210 |
0.9152 |
|