CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
0.9231 |
0.9300 |
0.0069 |
0.7% |
0.9250 |
High |
0.9284 |
0.9396 |
0.0112 |
1.2% |
0.9300 |
Low |
0.9231 |
0.9280 |
0.0049 |
0.5% |
0.9150 |
Close |
0.9273 |
0.9373 |
0.0100 |
1.1% |
0.9273 |
Range |
0.0053 |
0.0116 |
0.0063 |
118.9% |
0.0150 |
ATR |
0.0093 |
0.0095 |
0.0002 |
2.4% |
0.0000 |
Volume |
561 |
263 |
-298 |
-53.1% |
1,157 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9698 |
0.9651 |
0.9437 |
|
R3 |
0.9582 |
0.9535 |
0.9405 |
|
R2 |
0.9466 |
0.9466 |
0.9394 |
|
R1 |
0.9419 |
0.9419 |
0.9384 |
0.9443 |
PP |
0.9350 |
0.9350 |
0.9350 |
0.9361 |
S1 |
0.9303 |
0.9303 |
0.9362 |
0.9327 |
S2 |
0.9234 |
0.9234 |
0.9352 |
|
S3 |
0.9118 |
0.9187 |
0.9341 |
|
S4 |
0.9002 |
0.9071 |
0.9309 |
|
|
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 |
0.9396 |
0.9150 |
0.0246 |
2.6% |
0.0095 |
1.0% |
91% |
True |
False |
268 |
10 |
0.9396 |
0.9009 |
0.0387 |
4.1% |
0.0093 |
1.0% |
94% |
True |
False |
236 |
20 |
0.9396 |
0.8540 |
0.0856 |
9.1% |
0.0085 |
0.9% |
97% |
True |
False |
152 |
40 |
0.9396 |
0.8540 |
0.0856 |
9.1% |
0.0080 |
0.9% |
97% |
True |
False |
121 |
60 |
0.9396 |
0.8456 |
0.0940 |
10.0% |
0.0086 |
0.9% |
98% |
True |
False |
112 |
80 |
0.9396 |
0.8025 |
0.1371 |
14.6% |
0.0078 |
0.8% |
98% |
True |
False |
95 |
100 |
0.9396 |
0.7840 |
0.1556 |
16.6% |
0.0071 |
0.8% |
99% |
True |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9889 |
2.618 |
0.9700 |
1.618 |
0.9584 |
1.000 |
0.9512 |
0.618 |
0.9468 |
HIGH |
0.9396 |
0.618 |
0.9352 |
0.500 |
0.9338 |
0.382 |
0.9324 |
LOW |
0.9280 |
0.618 |
0.9208 |
1.000 |
0.9164 |
1.618 |
0.9092 |
2.618 |
0.8976 |
4.250 |
0.8787 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9361 |
0.9344 |
PP |
0.9350 |
0.9316 |
S1 |
0.9338 |
0.9287 |
|