CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9247 |
0.9184 |
-0.0063 |
-0.7% |
0.9008 |
| High |
0.9251 |
0.9261 |
0.0010 |
0.1% |
0.9257 |
| Low |
0.9150 |
0.9178 |
0.0028 |
0.3% |
0.9008 |
| Close |
0.9164 |
0.9238 |
0.0074 |
0.8% |
0.9231 |
| Range |
0.0101 |
0.0083 |
-0.0018 |
-17.8% |
0.0249 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.1% |
0.0000 |
| Volume |
216 |
167 |
-49 |
-22.7% |
1,004 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9439 |
0.9284 |
|
| R3 |
0.9392 |
0.9356 |
0.9261 |
|
| R2 |
0.9309 |
0.9309 |
0.9253 |
|
| R1 |
0.9273 |
0.9273 |
0.9246 |
0.9291 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9235 |
| S1 |
0.9190 |
0.9190 |
0.9230 |
0.9208 |
| S2 |
0.9143 |
0.9143 |
0.9223 |
|
| S3 |
0.9060 |
0.9107 |
0.9215 |
|
| S4 |
0.8977 |
0.9024 |
0.9192 |
|
|
| 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 |
0.9150 |
0.0150 |
1.6% |
0.0088 |
1.0% |
59% |
False |
False |
156 |
| 10 |
0.9300 |
0.8942 |
0.0358 |
3.9% |
0.0087 |
0.9% |
83% |
False |
False |
167 |
| 20 |
0.9300 |
0.8540 |
0.0760 |
8.2% |
0.0078 |
0.8% |
92% |
False |
False |
114 |
| 40 |
0.9300 |
0.8540 |
0.0760 |
8.2% |
0.0082 |
0.9% |
92% |
False |
False |
111 |
| 60 |
0.9300 |
0.8456 |
0.0844 |
9.1% |
0.0085 |
0.9% |
93% |
False |
False |
99 |
| 80 |
0.9300 |
0.8025 |
0.1275 |
13.8% |
0.0077 |
0.8% |
95% |
False |
False |
85 |
| 100 |
0.9300 |
0.7786 |
0.1514 |
16.4% |
0.0071 |
0.8% |
96% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9614 |
|
2.618 |
0.9478 |
|
1.618 |
0.9395 |
|
1.000 |
0.9344 |
|
0.618 |
0.9312 |
|
HIGH |
0.9261 |
|
0.618 |
0.9229 |
|
0.500 |
0.9220 |
|
0.382 |
0.9210 |
|
LOW |
0.9178 |
|
0.618 |
0.9127 |
|
1.000 |
0.9095 |
|
1.618 |
0.9044 |
|
2.618 |
0.8961 |
|
4.250 |
0.8825 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9232 |
0.9234 |
| PP |
0.9226 |
0.9229 |
| S1 |
0.9220 |
0.9225 |
|