CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8475 |
0.8600 |
0.0125 |
1.5% |
0.8700 |
| High |
0.8622 |
0.8685 |
0.0063 |
0.7% |
0.8715 |
| Low |
0.8475 |
0.8592 |
0.0117 |
1.4% |
0.8480 |
| Close |
0.8601 |
0.8680 |
0.0079 |
0.9% |
0.8485 |
| Range |
0.0147 |
0.0093 |
-0.0054 |
-36.7% |
0.0235 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
378 |
203 |
-175 |
-46.3% |
846 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8931 |
0.8899 |
0.8731 |
|
| R3 |
0.8838 |
0.8806 |
0.8706 |
|
| R2 |
0.8745 |
0.8745 |
0.8697 |
|
| R1 |
0.8713 |
0.8713 |
0.8689 |
0.8729 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8661 |
| S1 |
0.8620 |
0.8620 |
0.8671 |
0.8636 |
| S2 |
0.8559 |
0.8559 |
0.8663 |
|
| S3 |
0.8466 |
0.8527 |
0.8654 |
|
| S4 |
0.8373 |
0.8434 |
0.8629 |
|
|
| 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 |
0.8685 |
0.8475 |
0.0210 |
2.4% |
0.0109 |
1.3% |
98% |
True |
False |
219 |
| 10 |
0.8715 |
0.8475 |
0.0240 |
2.8% |
0.0115 |
1.3% |
85% |
False |
False |
206 |
| 20 |
0.8715 |
0.8035 |
0.0680 |
7.8% |
0.0097 |
1.1% |
95% |
False |
False |
202 |
| 40 |
0.8715 |
0.7900 |
0.0815 |
9.4% |
0.0089 |
1.0% |
96% |
False |
False |
138 |
| 60 |
0.8715 |
0.7700 |
0.1015 |
11.7% |
0.0079 |
0.9% |
97% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9080 |
|
2.618 |
0.8928 |
|
1.618 |
0.8835 |
|
1.000 |
0.8778 |
|
0.618 |
0.8742 |
|
HIGH |
0.8685 |
|
0.618 |
0.8649 |
|
0.500 |
0.8639 |
|
0.382 |
0.8628 |
|
LOW |
0.8592 |
|
0.618 |
0.8535 |
|
1.000 |
0.8499 |
|
1.618 |
0.8442 |
|
2.618 |
0.8349 |
|
4.250 |
0.8197 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8666 |
0.8647 |
| PP |
0.8652 |
0.8613 |
| S1 |
0.8639 |
0.8580 |
|