CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.9162 |
0.9250 |
0.0088 |
1.0% |
0.9008 |
High |
0.9257 |
0.9281 |
0.0024 |
0.3% |
0.9257 |
Low |
0.9162 |
0.9240 |
0.0078 |
0.9% |
0.9008 |
Close |
0.9231 |
0.9260 |
0.0029 |
0.3% |
0.9231 |
Range |
0.0095 |
0.0041 |
-0.0054 |
-56.8% |
0.0249 |
ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
187 |
79 |
-108 |
-57.8% |
1,004 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9383 |
0.9363 |
0.9283 |
|
R3 |
0.9342 |
0.9322 |
0.9271 |
|
R2 |
0.9301 |
0.9301 |
0.9268 |
|
R1 |
0.9281 |
0.9281 |
0.9264 |
0.9291 |
PP |
0.9260 |
0.9260 |
0.9260 |
0.9266 |
S1 |
0.9240 |
0.9240 |
0.9256 |
0.9250 |
S2 |
0.9219 |
0.9219 |
0.9252 |
|
S3 |
0.9178 |
0.9199 |
0.9249 |
|
S4 |
0.9137 |
0.9158 |
0.9237 |
|
|
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 |
0.9281 |
0.9009 |
0.0272 |
2.9% |
0.0091 |
1.0% |
92% |
True |
False |
204 |
10 |
0.9281 |
0.8680 |
0.0601 |
6.5% |
0.0088 |
0.9% |
97% |
True |
False |
138 |
20 |
0.9281 |
0.8540 |
0.0741 |
8.0% |
0.0080 |
0.9% |
97% |
True |
False |
97 |
40 |
0.9281 |
0.8540 |
0.0741 |
8.0% |
0.0086 |
0.9% |
97% |
True |
False |
105 |
60 |
0.9281 |
0.8440 |
0.0841 |
9.1% |
0.0083 |
0.9% |
98% |
True |
False |
95 |
80 |
0.9281 |
0.8025 |
0.1256 |
13.6% |
0.0075 |
0.8% |
98% |
True |
False |
80 |
100 |
0.9281 |
0.7725 |
0.1556 |
16.8% |
0.0069 |
0.7% |
99% |
True |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9455 |
2.618 |
0.9388 |
1.618 |
0.9347 |
1.000 |
0.9322 |
0.618 |
0.9306 |
HIGH |
0.9281 |
0.618 |
0.9265 |
0.500 |
0.9261 |
0.382 |
0.9256 |
LOW |
0.9240 |
0.618 |
0.9215 |
1.000 |
0.9199 |
1.618 |
0.9174 |
2.618 |
0.9133 |
4.250 |
0.9066 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9261 |
0.9236 |
PP |
0.9260 |
0.9212 |
S1 |
0.9260 |
0.9188 |
|