CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9331 |
0.9333 |
0.0002 |
0.0% |
0.9250 |
| High |
0.9365 |
0.9350 |
-0.0015 |
-0.2% |
0.9300 |
| Low |
0.9284 |
0.9270 |
-0.0014 |
-0.2% |
0.9150 |
| Close |
0.9356 |
0.9274 |
-0.0082 |
-0.9% |
0.9273 |
| Range |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0150 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
222 |
217 |
-5 |
-2.3% |
1,157 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9486 |
0.9318 |
|
| R3 |
0.9458 |
0.9406 |
0.9296 |
|
| R2 |
0.9378 |
0.9378 |
0.9289 |
|
| R1 |
0.9326 |
0.9326 |
0.9281 |
0.9312 |
| PP |
0.9298 |
0.9298 |
0.9298 |
0.9291 |
| S1 |
0.9246 |
0.9246 |
0.9267 |
0.9232 |
| S2 |
0.9218 |
0.9218 |
0.9259 |
|
| S3 |
0.9138 |
0.9166 |
0.9252 |
|
| S4 |
0.9058 |
0.9086 |
0.9230 |
|
|
| 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 |
0.9231 |
0.0174 |
1.9% |
0.0087 |
0.9% |
25% |
False |
False |
282 |
| 10 |
0.9405 |
0.9150 |
0.0255 |
2.7% |
0.0088 |
0.9% |
49% |
False |
False |
219 |
| 20 |
0.9405 |
0.8576 |
0.0829 |
8.9% |
0.0088 |
0.9% |
84% |
False |
False |
169 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.3% |
0.0081 |
0.9% |
85% |
False |
False |
122 |
| 60 |
0.9405 |
0.8456 |
0.0949 |
10.2% |
0.0086 |
0.9% |
86% |
False |
False |
118 |
| 80 |
0.9405 |
0.8025 |
0.1380 |
14.9% |
0.0079 |
0.9% |
91% |
False |
False |
101 |
| 100 |
0.9405 |
0.7893 |
0.1512 |
16.3% |
0.0072 |
0.8% |
91% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9690 |
|
2.618 |
0.9559 |
|
1.618 |
0.9479 |
|
1.000 |
0.9430 |
|
0.618 |
0.9399 |
|
HIGH |
0.9350 |
|
0.618 |
0.9319 |
|
0.500 |
0.9310 |
|
0.382 |
0.9301 |
|
LOW |
0.9270 |
|
0.618 |
0.9221 |
|
1.000 |
0.9190 |
|
1.618 |
0.9141 |
|
2.618 |
0.9061 |
|
4.250 |
0.8930 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9310 |
0.9338 |
| PP |
0.9298 |
0.9316 |
| S1 |
0.9286 |
0.9295 |
|