CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9184 |
0.9231 |
0.0047 |
0.5% |
0.9250 |
| High |
0.9261 |
0.9284 |
0.0023 |
0.2% |
0.9300 |
| Low |
0.9178 |
0.9231 |
0.0053 |
0.6% |
0.9150 |
| Close |
0.9238 |
0.9273 |
0.0035 |
0.4% |
0.9273 |
| Range |
0.0083 |
0.0053 |
-0.0030 |
-36.1% |
0.0150 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
167 |
561 |
394 |
235.9% |
1,157 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9422 |
0.9400 |
0.9302 |
|
| R3 |
0.9369 |
0.9347 |
0.9288 |
|
| R2 |
0.9316 |
0.9316 |
0.9283 |
|
| R1 |
0.9294 |
0.9294 |
0.9278 |
0.9305 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9268 |
| S1 |
0.9241 |
0.9241 |
0.9268 |
0.9252 |
| S2 |
0.9210 |
0.9210 |
0.9263 |
|
| S3 |
0.9157 |
0.9188 |
0.9258 |
|
| S4 |
0.9104 |
0.9135 |
0.9244 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9632 |
0.9356 |
|
| R3 |
0.9541 |
0.9482 |
0.9314 |
|
| R2 |
0.9391 |
0.9391 |
0.9301 |
|
| R1 |
0.9332 |
0.9332 |
0.9287 |
0.9362 |
| PP |
0.9241 |
0.9241 |
0.9241 |
0.9256 |
| S1 |
0.9182 |
0.9182 |
0.9259 |
0.9212 |
| S2 |
0.9091 |
0.9091 |
0.9246 |
|
| S3 |
0.8941 |
0.9032 |
0.9232 |
|
| S4 |
0.8791 |
0.8882 |
0.9191 |
|
|
| 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% |
0.0080 |
0.9% |
82% |
False |
False |
231 |
| 10 |
0.9300 |
0.9008 |
0.0292 |
3.1% |
0.0088 |
0.9% |
91% |
False |
False |
216 |
| 20 |
0.9300 |
0.8540 |
0.0760 |
8.2% |
0.0081 |
0.9% |
96% |
False |
False |
140 |
| 40 |
0.9300 |
0.8540 |
0.0760 |
8.2% |
0.0078 |
0.8% |
96% |
False |
False |
121 |
| 60 |
0.9300 |
0.8456 |
0.0844 |
9.1% |
0.0085 |
0.9% |
97% |
False |
False |
108 |
| 80 |
0.9300 |
0.8025 |
0.1275 |
13.7% |
0.0077 |
0.8% |
98% |
False |
False |
92 |
| 100 |
0.9300 |
0.7786 |
0.1514 |
16.3% |
0.0071 |
0.8% |
98% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9509 |
|
2.618 |
0.9423 |
|
1.618 |
0.9370 |
|
1.000 |
0.9337 |
|
0.618 |
0.9317 |
|
HIGH |
0.9284 |
|
0.618 |
0.9264 |
|
0.500 |
0.9258 |
|
0.382 |
0.9251 |
|
LOW |
0.9231 |
|
0.618 |
0.9198 |
|
1.000 |
0.9178 |
|
1.618 |
0.9145 |
|
2.618 |
0.9092 |
|
4.250 |
0.9006 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9268 |
0.9254 |
| PP |
0.9263 |
0.9236 |
| S1 |
0.9258 |
0.9217 |
|