CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8640 |
0.8523 |
-0.0117 |
-1.4% |
0.8475 |
| High |
0.8641 |
0.8563 |
-0.0078 |
-0.9% |
0.8710 |
| Low |
0.8500 |
0.8491 |
-0.0009 |
-0.1% |
0.8435 |
| Close |
0.8524 |
0.8555 |
0.0031 |
0.4% |
0.8694 |
| Range |
0.0141 |
0.0072 |
-0.0069 |
-48.9% |
0.0275 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
87 |
249 |
162 |
186.2% |
1,046 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8752 |
0.8726 |
0.8595 |
|
| R3 |
0.8680 |
0.8654 |
0.8575 |
|
| R2 |
0.8608 |
0.8608 |
0.8568 |
|
| R1 |
0.8582 |
0.8582 |
0.8562 |
0.8595 |
| PP |
0.8536 |
0.8536 |
0.8536 |
0.8543 |
| S1 |
0.8510 |
0.8510 |
0.8548 |
0.8523 |
| S2 |
0.8464 |
0.8464 |
0.8542 |
|
| S3 |
0.8392 |
0.8438 |
0.8535 |
|
| S4 |
0.8320 |
0.8366 |
0.8515 |
|
|
| 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 |
0.8491 |
0.0224 |
2.6% |
0.0124 |
1.4% |
29% |
False |
True |
194 |
| 10 |
0.8715 |
0.8375 |
0.0340 |
4.0% |
0.0106 |
1.2% |
53% |
False |
False |
197 |
| 20 |
0.8715 |
0.8000 |
0.0715 |
8.4% |
0.0096 |
1.1% |
78% |
False |
False |
181 |
| 40 |
0.8715 |
0.7900 |
0.0815 |
9.5% |
0.0087 |
1.0% |
80% |
False |
False |
124 |
| 60 |
0.8715 |
0.7700 |
0.1015 |
11.9% |
0.0076 |
0.9% |
84% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8869 |
|
2.618 |
0.8751 |
|
1.618 |
0.8679 |
|
1.000 |
0.8635 |
|
0.618 |
0.8607 |
|
HIGH |
0.8563 |
|
0.618 |
0.8535 |
|
0.500 |
0.8527 |
|
0.382 |
0.8519 |
|
LOW |
0.8491 |
|
0.618 |
0.8447 |
|
1.000 |
0.8419 |
|
1.618 |
0.8375 |
|
2.618 |
0.8303 |
|
4.250 |
0.8185 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8546 |
0.8580 |
| PP |
0.8536 |
0.8571 |
| S1 |
0.8527 |
0.8563 |
|