CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
0.9240 |
0.9247 |
0.0007 |
0.1% |
0.9008 |
High |
0.9300 |
0.9251 |
-0.0049 |
-0.5% |
0.9257 |
Low |
0.9180 |
0.9150 |
-0.0030 |
-0.3% |
0.9008 |
Close |
0.9241 |
0.9164 |
-0.0077 |
-0.8% |
0.9231 |
Range |
0.0120 |
0.0101 |
-0.0019 |
-15.8% |
0.0249 |
ATR |
0.0095 |
0.0095 |
0.0000 |
0.4% |
0.0000 |
Volume |
134 |
216 |
82 |
61.2% |
1,004 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9491 |
0.9429 |
0.9220 |
|
R3 |
0.9390 |
0.9328 |
0.9192 |
|
R2 |
0.9289 |
0.9289 |
0.9183 |
|
R1 |
0.9227 |
0.9227 |
0.9173 |
0.9208 |
PP |
0.9188 |
0.9188 |
0.9188 |
0.9179 |
S1 |
0.9126 |
0.9126 |
0.9155 |
0.9107 |
S2 |
0.9087 |
0.9087 |
0.9145 |
|
S3 |
0.8986 |
0.9025 |
0.9136 |
|
S4 |
0.8885 |
0.8924 |
0.9108 |
|
|
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 |
0.9095 |
0.0205 |
2.2% |
0.0097 |
1.1% |
34% |
False |
False |
165 |
10 |
0.9300 |
0.8940 |
0.0360 |
3.9% |
0.0082 |
0.9% |
62% |
False |
False |
160 |
20 |
0.9300 |
0.8540 |
0.0760 |
8.3% |
0.0079 |
0.9% |
82% |
False |
False |
109 |
40 |
0.9300 |
0.8540 |
0.0760 |
8.3% |
0.0084 |
0.9% |
82% |
False |
False |
111 |
60 |
0.9300 |
0.8456 |
0.0844 |
9.2% |
0.0085 |
0.9% |
84% |
False |
False |
97 |
80 |
0.9300 |
0.8025 |
0.1275 |
13.9% |
0.0075 |
0.8% |
89% |
False |
False |
84 |
100 |
0.9300 |
0.7786 |
0.1514 |
16.5% |
0.0070 |
0.8% |
91% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9680 |
2.618 |
0.9515 |
1.618 |
0.9414 |
1.000 |
0.9352 |
0.618 |
0.9313 |
HIGH |
0.9251 |
0.618 |
0.9212 |
0.500 |
0.9201 |
0.382 |
0.9189 |
LOW |
0.9150 |
0.618 |
0.9088 |
1.000 |
0.9049 |
1.618 |
0.8987 |
2.618 |
0.8886 |
4.250 |
0.8721 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9201 |
0.9225 |
PP |
0.9188 |
0.9205 |
S1 |
0.9176 |
0.9184 |
|