CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.9250 |
0.9240 |
-0.0010 |
-0.1% |
0.9008 |
High |
0.9281 |
0.9300 |
0.0019 |
0.2% |
0.9257 |
Low |
0.9240 |
0.9180 |
-0.0060 |
-0.6% |
0.9008 |
Close |
0.9260 |
0.9241 |
-0.0019 |
-0.2% |
0.9231 |
Range |
0.0041 |
0.0120 |
0.0079 |
192.7% |
0.0249 |
ATR |
0.0093 |
0.0095 |
0.0002 |
2.1% |
0.0000 |
Volume |
79 |
134 |
55 |
69.6% |
1,004 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9600 |
0.9541 |
0.9307 |
|
R3 |
0.9480 |
0.9421 |
0.9274 |
|
R2 |
0.9360 |
0.9360 |
0.9263 |
|
R1 |
0.9301 |
0.9301 |
0.9252 |
0.9331 |
PP |
0.9240 |
0.9240 |
0.9240 |
0.9255 |
S1 |
0.9181 |
0.9181 |
0.9230 |
0.9211 |
S2 |
0.9120 |
0.9120 |
0.9219 |
|
S3 |
0.9000 |
0.9061 |
0.9208 |
|
S4 |
0.8880 |
0.8941 |
0.9175 |
|
|
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 |
0.9300 |
0.9047 |
0.0253 |
2.7% |
0.0093 |
1.0% |
77% |
True |
False |
194 |
10 |
0.9300 |
0.8848 |
0.0452 |
4.9% |
0.0087 |
0.9% |
87% |
True |
False |
145 |
20 |
0.9300 |
0.8540 |
0.0760 |
8.2% |
0.0082 |
0.9% |
92% |
True |
False |
100 |
40 |
0.9300 |
0.8540 |
0.0760 |
8.2% |
0.0088 |
1.0% |
92% |
True |
False |
107 |
60 |
0.9300 |
0.8456 |
0.0844 |
9.1% |
0.0084 |
0.9% |
93% |
True |
False |
95 |
80 |
0.9300 |
0.8025 |
0.1275 |
13.8% |
0.0076 |
0.8% |
95% |
True |
False |
81 |
100 |
0.9300 |
0.7725 |
0.1575 |
17.0% |
0.0070 |
0.8% |
96% |
True |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9810 |
2.618 |
0.9614 |
1.618 |
0.9494 |
1.000 |
0.9420 |
0.618 |
0.9374 |
HIGH |
0.9300 |
0.618 |
0.9254 |
0.500 |
0.9240 |
0.382 |
0.9226 |
LOW |
0.9180 |
0.618 |
0.9106 |
1.000 |
0.9060 |
1.618 |
0.8986 |
2.618 |
0.8866 |
4.250 |
0.8670 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9241 |
0.9238 |
PP |
0.9240 |
0.9234 |
S1 |
0.9240 |
0.9231 |
|