CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9300 |
0.9400 |
0.0100 |
1.1% |
0.9250 |
| High |
0.9396 |
0.9405 |
0.0009 |
0.1% |
0.9300 |
| Low |
0.9280 |
0.9300 |
0.0020 |
0.2% |
0.9150 |
| Close |
0.9373 |
0.9312 |
-0.0061 |
-0.7% |
0.9273 |
| Range |
0.0116 |
0.0105 |
-0.0011 |
-9.5% |
0.0150 |
| ATR |
0.0095 |
0.0095 |
0.0001 |
0.8% |
0.0000 |
| Volume |
263 |
149 |
-114 |
-43.3% |
1,157 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9588 |
0.9370 |
|
| R3 |
0.9549 |
0.9483 |
0.9341 |
|
| R2 |
0.9444 |
0.9444 |
0.9331 |
|
| R1 |
0.9378 |
0.9378 |
0.9322 |
0.9359 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9329 |
| S1 |
0.9273 |
0.9273 |
0.9302 |
0.9254 |
| S2 |
0.9234 |
0.9234 |
0.9293 |
|
| S3 |
0.9129 |
0.9168 |
0.9283 |
|
| S4 |
0.9024 |
0.9063 |
0.9254 |
|
|
| 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 |
0.9405 |
0.9150 |
0.0255 |
2.7% |
0.0092 |
1.0% |
64% |
True |
False |
271 |
| 10 |
0.9405 |
0.9047 |
0.0358 |
3.8% |
0.0092 |
1.0% |
74% |
True |
False |
232 |
| 20 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0087 |
0.9% |
89% |
True |
False |
156 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0081 |
0.9% |
89% |
True |
False |
117 |
| 60 |
0.9405 |
0.8456 |
0.0949 |
10.2% |
0.0086 |
0.9% |
90% |
True |
False |
114 |
| 80 |
0.9405 |
0.8025 |
0.1380 |
14.8% |
0.0079 |
0.8% |
93% |
True |
False |
96 |
| 100 |
0.9405 |
0.7886 |
0.1519 |
16.3% |
0.0071 |
0.8% |
94% |
True |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9851 |
|
2.618 |
0.9680 |
|
1.618 |
0.9575 |
|
1.000 |
0.9510 |
|
0.618 |
0.9470 |
|
HIGH |
0.9405 |
|
0.618 |
0.9365 |
|
0.500 |
0.9353 |
|
0.382 |
0.9340 |
|
LOW |
0.9300 |
|
0.618 |
0.9235 |
|
1.000 |
0.9195 |
|
1.618 |
0.9130 |
|
2.618 |
0.9025 |
|
4.250 |
0.8854 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9318 |
| PP |
0.9339 |
0.9316 |
| S1 |
0.9326 |
0.9314 |
|