CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9331 |
-0.0069 |
-0.7% |
0.9250 |
| High |
0.9405 |
0.9365 |
-0.0040 |
-0.4% |
0.9300 |
| Low |
0.9300 |
0.9284 |
-0.0016 |
-0.2% |
0.9150 |
| Close |
0.9312 |
0.9356 |
0.0044 |
0.5% |
0.9273 |
| Range |
0.0105 |
0.0081 |
-0.0024 |
-22.9% |
0.0150 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
149 |
222 |
73 |
49.0% |
1,157 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9578 |
0.9548 |
0.9401 |
|
| R3 |
0.9497 |
0.9467 |
0.9378 |
|
| R2 |
0.9416 |
0.9416 |
0.9371 |
|
| R1 |
0.9386 |
0.9386 |
0.9363 |
0.9401 |
| PP |
0.9335 |
0.9335 |
0.9335 |
0.9343 |
| S1 |
0.9305 |
0.9305 |
0.9349 |
0.9320 |
| S2 |
0.9254 |
0.9254 |
0.9341 |
|
| S3 |
0.9173 |
0.9224 |
0.9334 |
|
| S4 |
0.9092 |
0.9143 |
0.9311 |
|
|
| 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 |
0.9178 |
0.0227 |
2.4% |
0.0088 |
0.9% |
78% |
False |
False |
272 |
| 10 |
0.9405 |
0.9095 |
0.0310 |
3.3% |
0.0092 |
1.0% |
84% |
False |
False |
218 |
| 20 |
0.9405 |
0.8576 |
0.0829 |
8.9% |
0.0087 |
0.9% |
94% |
False |
False |
164 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.2% |
0.0082 |
0.9% |
94% |
False |
False |
121 |
| 60 |
0.9405 |
0.8456 |
0.0949 |
10.1% |
0.0086 |
0.9% |
95% |
False |
False |
117 |
| 80 |
0.9405 |
0.8025 |
0.1380 |
14.7% |
0.0079 |
0.8% |
96% |
False |
False |
99 |
| 100 |
0.9405 |
0.7886 |
0.1519 |
16.2% |
0.0072 |
0.8% |
97% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9709 |
|
2.618 |
0.9577 |
|
1.618 |
0.9496 |
|
1.000 |
0.9446 |
|
0.618 |
0.9415 |
|
HIGH |
0.9365 |
|
0.618 |
0.9334 |
|
0.500 |
0.9325 |
|
0.382 |
0.9315 |
|
LOW |
0.9284 |
|
0.618 |
0.9234 |
|
1.000 |
0.9203 |
|
1.618 |
0.9153 |
|
2.618 |
0.9072 |
|
4.250 |
0.8940 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9352 |
| PP |
0.9335 |
0.9347 |
| S1 |
0.9325 |
0.9343 |
|