CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8534 |
0.8507 |
-0.0027 |
-0.3% |
0.8245 |
| High |
0.8569 |
0.8585 |
0.0016 |
0.2% |
0.8452 |
| Low |
0.8499 |
0.8480 |
-0.0019 |
-0.2% |
0.8175 |
| Close |
0.8513 |
0.8581 |
0.0068 |
0.8% |
0.8459 |
| Range |
0.0070 |
0.0105 |
0.0035 |
50.0% |
0.0277 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
103 |
155 |
52 |
50.5% |
872 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8864 |
0.8827 |
0.8639 |
|
| R3 |
0.8759 |
0.8722 |
0.8610 |
|
| R2 |
0.8654 |
0.8654 |
0.8600 |
|
| R1 |
0.8617 |
0.8617 |
0.8591 |
0.8636 |
| PP |
0.8549 |
0.8549 |
0.8549 |
0.8558 |
| S1 |
0.8512 |
0.8512 |
0.8571 |
0.8531 |
| S2 |
0.8444 |
0.8444 |
0.8562 |
|
| S3 |
0.8339 |
0.8407 |
0.8552 |
|
| S4 |
0.8234 |
0.8302 |
0.8523 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9193 |
0.9103 |
0.8611 |
|
| R3 |
0.8916 |
0.8826 |
0.8535 |
|
| R2 |
0.8639 |
0.8639 |
0.8510 |
|
| R1 |
0.8549 |
0.8549 |
0.8484 |
0.8594 |
| PP |
0.8362 |
0.8362 |
0.8362 |
0.8385 |
| S1 |
0.8272 |
0.8272 |
0.8434 |
0.8317 |
| S2 |
0.8085 |
0.8085 |
0.8408 |
|
| S3 |
0.7808 |
0.7995 |
0.8383 |
|
| S4 |
0.7531 |
0.7718 |
0.8307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8585 |
0.8357 |
0.0228 |
2.7% |
0.0084 |
1.0% |
98% |
True |
False |
176 |
| 10 |
0.8585 |
0.8094 |
0.0491 |
5.7% |
0.0080 |
0.9% |
99% |
True |
False |
185 |
| 20 |
0.8585 |
0.8000 |
0.0585 |
6.8% |
0.0085 |
1.0% |
99% |
True |
False |
146 |
| 40 |
0.8585 |
0.7762 |
0.0823 |
9.6% |
0.0081 |
0.9% |
100% |
True |
False |
107 |
| 60 |
0.8585 |
0.7700 |
0.0885 |
10.3% |
0.0068 |
0.8% |
100% |
True |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9031 |
|
2.618 |
0.8860 |
|
1.618 |
0.8755 |
|
1.000 |
0.8690 |
|
0.618 |
0.8650 |
|
HIGH |
0.8585 |
|
0.618 |
0.8545 |
|
0.500 |
0.8533 |
|
0.382 |
0.8520 |
|
LOW |
0.8480 |
|
0.618 |
0.8415 |
|
1.000 |
0.8375 |
|
1.618 |
0.8310 |
|
2.618 |
0.8205 |
|
4.250 |
0.8034 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8565 |
0.8557 |
| PP |
0.8549 |
0.8534 |
| S1 |
0.8533 |
0.8510 |
|