CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8507 |
0.8588 |
0.0081 |
1.0% |
0.8245 |
| High |
0.8585 |
0.8600 |
0.0015 |
0.2% |
0.8452 |
| Low |
0.8480 |
0.8514 |
0.0034 |
0.4% |
0.8175 |
| Close |
0.8581 |
0.8526 |
-0.0055 |
-0.6% |
0.8459 |
| Range |
0.0105 |
0.0086 |
-0.0019 |
-18.1% |
0.0277 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
155 |
182 |
27 |
17.4% |
872 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8805 |
0.8751 |
0.8573 |
|
| R3 |
0.8719 |
0.8665 |
0.8550 |
|
| R2 |
0.8633 |
0.8633 |
0.8542 |
|
| R1 |
0.8579 |
0.8579 |
0.8534 |
0.8563 |
| PP |
0.8547 |
0.8547 |
0.8547 |
0.8539 |
| S1 |
0.8493 |
0.8493 |
0.8518 |
0.8477 |
| S2 |
0.8461 |
0.8461 |
0.8510 |
|
| S3 |
0.8375 |
0.8407 |
0.8502 |
|
| S4 |
0.8289 |
0.8321 |
0.8479 |
|
|
| 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 |
0.8600 |
0.8375 |
0.0225 |
2.6% |
0.0088 |
1.0% |
67% |
True |
False |
201 |
| 10 |
0.8600 |
0.8175 |
0.0425 |
5.0% |
0.0080 |
0.9% |
83% |
True |
False |
171 |
| 20 |
0.8600 |
0.8000 |
0.0600 |
7.0% |
0.0087 |
1.0% |
88% |
True |
False |
153 |
| 40 |
0.8600 |
0.7762 |
0.0838 |
9.8% |
0.0082 |
1.0% |
91% |
True |
False |
111 |
| 60 |
0.8600 |
0.7700 |
0.0900 |
10.6% |
0.0068 |
0.8% |
92% |
True |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8966 |
|
2.618 |
0.8825 |
|
1.618 |
0.8739 |
|
1.000 |
0.8686 |
|
0.618 |
0.8653 |
|
HIGH |
0.8600 |
|
0.618 |
0.8567 |
|
0.500 |
0.8557 |
|
0.382 |
0.8547 |
|
LOW |
0.8514 |
|
0.618 |
0.8461 |
|
1.000 |
0.8428 |
|
1.618 |
0.8375 |
|
2.618 |
0.8289 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8557 |
0.8540 |
| PP |
0.8547 |
0.8535 |
| S1 |
0.8536 |
0.8531 |
|