CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8700 |
0.8595 |
-0.0105 |
-1.2% |
0.8475 |
| High |
0.8715 |
0.8668 |
-0.0047 |
-0.5% |
0.8710 |
| Low |
0.8577 |
0.8575 |
-0.0002 |
0.0% |
0.8435 |
| Close |
0.8621 |
0.8617 |
-0.0004 |
0.0% |
0.8694 |
| Range |
0.0138 |
0.0093 |
-0.0045 |
-32.6% |
0.0275 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
142 |
189 |
47 |
33.1% |
1,046 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8899 |
0.8851 |
0.8668 |
|
| R3 |
0.8806 |
0.8758 |
0.8643 |
|
| R2 |
0.8713 |
0.8713 |
0.8634 |
|
| R1 |
0.8665 |
0.8665 |
0.8626 |
0.8689 |
| PP |
0.8620 |
0.8620 |
0.8620 |
0.8632 |
| S1 |
0.8572 |
0.8572 |
0.8608 |
0.8596 |
| S2 |
0.8527 |
0.8527 |
0.8600 |
|
| S3 |
0.8434 |
0.8479 |
0.8591 |
|
| S4 |
0.8341 |
0.8386 |
0.8566 |
|
|
| 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% |
0.0120 |
1.4% |
58% |
False |
False |
194 |
| 10 |
0.8715 |
0.8296 |
0.0419 |
4.9% |
0.0096 |
1.1% |
77% |
False |
False |
176 |
| 20 |
0.8715 |
0.8000 |
0.0715 |
8.3% |
0.0097 |
1.1% |
86% |
False |
False |
180 |
| 40 |
0.8715 |
0.7870 |
0.0845 |
9.8% |
0.0087 |
1.0% |
88% |
False |
False |
117 |
| 60 |
0.8715 |
0.7700 |
0.1015 |
11.8% |
0.0075 |
0.9% |
90% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9063 |
|
2.618 |
0.8911 |
|
1.618 |
0.8818 |
|
1.000 |
0.8761 |
|
0.618 |
0.8725 |
|
HIGH |
0.8668 |
|
0.618 |
0.8632 |
|
0.500 |
0.8622 |
|
0.382 |
0.8611 |
|
LOW |
0.8575 |
|
0.618 |
0.8518 |
|
1.000 |
0.8482 |
|
1.618 |
0.8425 |
|
2.618 |
0.8332 |
|
4.250 |
0.8180 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8622 |
0.8625 |
| PP |
0.8620 |
0.8622 |
| S1 |
0.8619 |
0.8620 |
|