CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8551 |
0.8700 |
0.0149 |
1.7% |
0.8475 |
| High |
0.8710 |
0.8715 |
0.0005 |
0.1% |
0.8710 |
| Low |
0.8534 |
0.8577 |
0.0043 |
0.5% |
0.8435 |
| Close |
0.8694 |
0.8621 |
-0.0073 |
-0.8% |
0.8694 |
| Range |
0.0176 |
0.0138 |
-0.0038 |
-21.6% |
0.0275 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.8% |
0.0000 |
| Volume |
303 |
142 |
-161 |
-53.1% |
1,046 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9052 |
0.8974 |
0.8697 |
|
| R3 |
0.8914 |
0.8836 |
0.8659 |
|
| R2 |
0.8776 |
0.8776 |
0.8646 |
|
| R1 |
0.8698 |
0.8698 |
0.8634 |
0.8668 |
| PP |
0.8638 |
0.8638 |
0.8638 |
0.8623 |
| S1 |
0.8560 |
0.8560 |
0.8608 |
0.8530 |
| S2 |
0.8500 |
0.8500 |
0.8596 |
|
| S3 |
0.8362 |
0.8422 |
0.8583 |
|
| S4 |
0.8224 |
0.8284 |
0.8545 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9438 |
0.9341 |
0.8845 |
|
| R3 |
0.9163 |
0.9066 |
0.8770 |
|
| R2 |
0.8888 |
0.8888 |
0.8744 |
|
| R1 |
0.8791 |
0.8791 |
0.8719 |
0.8840 |
| PP |
0.8613 |
0.8613 |
0.8613 |
0.8637 |
| S1 |
0.8516 |
0.8516 |
0.8669 |
0.8565 |
| S2 |
0.8338 |
0.8338 |
0.8644 |
|
| S3 |
0.8063 |
0.8241 |
0.8618 |
|
| S4 |
0.7788 |
0.7966 |
0.8543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8715 |
0.8480 |
0.0235 |
2.7% |
0.0115 |
1.3% |
60% |
True |
False |
177 |
| 10 |
0.8715 |
0.8175 |
0.0540 |
6.3% |
0.0092 |
1.1% |
83% |
True |
False |
162 |
| 20 |
0.8715 |
0.8000 |
0.0715 |
8.3% |
0.0095 |
1.1% |
87% |
True |
False |
173 |
| 40 |
0.8715 |
0.7870 |
0.0845 |
9.8% |
0.0086 |
1.0% |
89% |
True |
False |
114 |
| 60 |
0.8715 |
0.7700 |
0.1015 |
11.8% |
0.0073 |
0.8% |
91% |
True |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9302 |
|
2.618 |
0.9076 |
|
1.618 |
0.8938 |
|
1.000 |
0.8853 |
|
0.618 |
0.8800 |
|
HIGH |
0.8715 |
|
0.618 |
0.8662 |
|
0.500 |
0.8646 |
|
0.382 |
0.8630 |
|
LOW |
0.8577 |
|
0.618 |
0.8492 |
|
1.000 |
0.8439 |
|
1.618 |
0.8354 |
|
2.618 |
0.8216 |
|
4.250 |
0.7991 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8646 |
0.8619 |
| PP |
0.8638 |
0.8617 |
| S1 |
0.8629 |
0.8615 |
|