CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9289 |
-0.0044 |
-0.5% |
0.9300 |
| High |
0.9350 |
0.9311 |
-0.0039 |
-0.4% |
0.9405 |
| Low |
0.9270 |
0.9214 |
-0.0056 |
-0.6% |
0.9214 |
| Close |
0.9274 |
0.9238 |
-0.0036 |
-0.4% |
0.9238 |
| Range |
0.0080 |
0.0097 |
0.0017 |
21.3% |
0.0191 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.2% |
0.0000 |
| Volume |
217 |
400 |
183 |
84.3% |
1,251 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9489 |
0.9291 |
|
| R3 |
0.9448 |
0.9392 |
0.9265 |
|
| R2 |
0.9351 |
0.9351 |
0.9256 |
|
| R1 |
0.9295 |
0.9295 |
0.9247 |
0.9275 |
| PP |
0.9254 |
0.9254 |
0.9254 |
0.9244 |
| S1 |
0.9198 |
0.9198 |
0.9229 |
0.9178 |
| S2 |
0.9157 |
0.9157 |
0.9220 |
|
| S3 |
0.9060 |
0.9101 |
0.9211 |
|
| S4 |
0.8963 |
0.9004 |
0.9185 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9859 |
0.9739 |
0.9343 |
|
| R3 |
0.9668 |
0.9548 |
0.9291 |
|
| R2 |
0.9477 |
0.9477 |
0.9273 |
|
| R1 |
0.9357 |
0.9357 |
0.9256 |
0.9322 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9268 |
| S1 |
0.9166 |
0.9166 |
0.9220 |
0.9131 |
| S2 |
0.9095 |
0.9095 |
0.9203 |
|
| S3 |
0.8904 |
0.8975 |
0.9185 |
|
| S4 |
0.8713 |
0.8784 |
0.9133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9405 |
0.9214 |
0.0191 |
2.1% |
0.0096 |
1.0% |
13% |
False |
True |
250 |
| 10 |
0.9405 |
0.9150 |
0.0255 |
2.8% |
0.0088 |
0.9% |
35% |
False |
False |
240 |
| 20 |
0.9405 |
0.8591 |
0.0814 |
8.8% |
0.0090 |
1.0% |
79% |
False |
False |
188 |
| 40 |
0.9405 |
0.8540 |
0.0865 |
9.4% |
0.0080 |
0.9% |
81% |
False |
False |
130 |
| 60 |
0.9405 |
0.8456 |
0.0949 |
10.3% |
0.0087 |
0.9% |
82% |
False |
False |
124 |
| 80 |
0.9405 |
0.8025 |
0.1380 |
14.9% |
0.0080 |
0.9% |
88% |
False |
False |
106 |
| 100 |
0.9405 |
0.7920 |
0.1485 |
16.1% |
0.0072 |
0.8% |
89% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9723 |
|
2.618 |
0.9565 |
|
1.618 |
0.9468 |
|
1.000 |
0.9408 |
|
0.618 |
0.9371 |
|
HIGH |
0.9311 |
|
0.618 |
0.9274 |
|
0.500 |
0.9263 |
|
0.382 |
0.9251 |
|
LOW |
0.9214 |
|
0.618 |
0.9154 |
|
1.000 |
0.9117 |
|
1.618 |
0.9057 |
|
2.618 |
0.8960 |
|
4.250 |
0.8802 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9263 |
0.9290 |
| PP |
0.9254 |
0.9272 |
| S1 |
0.9246 |
0.9255 |
|