CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8595 |
0.8640 |
0.0045 |
0.5% |
0.8475 |
| High |
0.8668 |
0.8641 |
-0.0027 |
-0.3% |
0.8710 |
| Low |
0.8575 |
0.8500 |
-0.0075 |
-0.9% |
0.8435 |
| Close |
0.8617 |
0.8524 |
-0.0093 |
-1.1% |
0.8694 |
| Range |
0.0093 |
0.0141 |
0.0048 |
51.6% |
0.0275 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.8% |
0.0000 |
| Volume |
189 |
87 |
-102 |
-54.0% |
1,046 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8978 |
0.8892 |
0.8602 |
|
| R3 |
0.8837 |
0.8751 |
0.8563 |
|
| R2 |
0.8696 |
0.8696 |
0.8550 |
|
| R1 |
0.8610 |
0.8610 |
0.8537 |
0.8583 |
| PP |
0.8555 |
0.8555 |
0.8555 |
0.8541 |
| S1 |
0.8469 |
0.8469 |
0.8511 |
0.8442 |
| S2 |
0.8414 |
0.8414 |
0.8498 |
|
| S3 |
0.8273 |
0.8328 |
0.8485 |
|
| S4 |
0.8132 |
0.8187 |
0.8446 |
|
|
| 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 |
0.8500 |
0.0215 |
2.5% |
0.0127 |
1.5% |
11% |
False |
True |
180 |
| 10 |
0.8715 |
0.8357 |
0.0358 |
4.2% |
0.0106 |
1.2% |
47% |
False |
False |
178 |
| 20 |
0.8715 |
0.8000 |
0.0715 |
8.4% |
0.0099 |
1.2% |
73% |
False |
False |
176 |
| 40 |
0.8715 |
0.7875 |
0.0840 |
9.9% |
0.0090 |
1.1% |
77% |
False |
False |
119 |
| 60 |
0.8715 |
0.7700 |
0.1015 |
11.9% |
0.0075 |
0.9% |
81% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9240 |
|
2.618 |
0.9010 |
|
1.618 |
0.8869 |
|
1.000 |
0.8782 |
|
0.618 |
0.8728 |
|
HIGH |
0.8641 |
|
0.618 |
0.8587 |
|
0.500 |
0.8571 |
|
0.382 |
0.8554 |
|
LOW |
0.8500 |
|
0.618 |
0.8413 |
|
1.000 |
0.8359 |
|
1.618 |
0.8272 |
|
2.618 |
0.8131 |
|
4.250 |
0.7901 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8571 |
0.8608 |
| PP |
0.8555 |
0.8580 |
| S1 |
0.8540 |
0.8552 |
|