CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8532 |
0.8475 |
-0.0057 |
-0.7% |
0.8700 |
| High |
0.8574 |
0.8622 |
0.0048 |
0.6% |
0.8715 |
| Low |
0.8480 |
0.8475 |
-0.0005 |
-0.1% |
0.8480 |
| Close |
0.8485 |
0.8601 |
0.0116 |
1.4% |
0.8485 |
| Range |
0.0094 |
0.0147 |
0.0053 |
56.4% |
0.0235 |
| ATR |
0.0101 |
0.0105 |
0.0003 |
3.2% |
0.0000 |
| Volume |
179 |
378 |
199 |
111.2% |
846 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8951 |
0.8682 |
|
| R3 |
0.8860 |
0.8804 |
0.8641 |
|
| R2 |
0.8713 |
0.8713 |
0.8628 |
|
| R1 |
0.8657 |
0.8657 |
0.8614 |
0.8685 |
| PP |
0.8566 |
0.8566 |
0.8566 |
0.8580 |
| S1 |
0.8510 |
0.8510 |
0.8588 |
0.8538 |
| S2 |
0.8419 |
0.8419 |
0.8574 |
|
| S3 |
0.8272 |
0.8363 |
0.8561 |
|
| S4 |
0.8125 |
0.8216 |
0.8520 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9110 |
0.8614 |
|
| R3 |
0.9030 |
0.8875 |
0.8550 |
|
| R2 |
0.8795 |
0.8795 |
0.8528 |
|
| R1 |
0.8640 |
0.8640 |
0.8507 |
0.8600 |
| PP |
0.8560 |
0.8560 |
0.8560 |
0.8540 |
| S1 |
0.8405 |
0.8405 |
0.8463 |
0.8365 |
| S2 |
0.8325 |
0.8325 |
0.8442 |
|
| S3 |
0.8090 |
0.8170 |
0.8420 |
|
| S4 |
0.7855 |
0.7935 |
0.8356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8668 |
0.8475 |
0.0193 |
2.2% |
0.0109 |
1.3% |
65% |
False |
True |
216 |
| 10 |
0.8715 |
0.8475 |
0.0240 |
2.8% |
0.0112 |
1.3% |
53% |
False |
True |
196 |
| 20 |
0.8715 |
0.8000 |
0.0715 |
8.3% |
0.0098 |
1.1% |
84% |
False |
False |
203 |
| 40 |
0.8715 |
0.7900 |
0.0815 |
9.5% |
0.0089 |
1.0% |
86% |
False |
False |
135 |
| 60 |
0.8715 |
0.7700 |
0.1015 |
11.8% |
0.0077 |
0.9% |
89% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9247 |
|
2.618 |
0.9007 |
|
1.618 |
0.8860 |
|
1.000 |
0.8769 |
|
0.618 |
0.8713 |
|
HIGH |
0.8622 |
|
0.618 |
0.8566 |
|
0.500 |
0.8549 |
|
0.382 |
0.8531 |
|
LOW |
0.8475 |
|
0.618 |
0.8384 |
|
1.000 |
0.8328 |
|
1.618 |
0.8237 |
|
2.618 |
0.8090 |
|
4.250 |
0.7850 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8584 |
0.8584 |
| PP |
0.8566 |
0.8566 |
| S1 |
0.8549 |
0.8549 |
|