CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8824 |
0.8902 |
0.0078 |
0.9% |
0.8475 |
| High |
0.8945 |
0.8969 |
0.0024 |
0.3% |
0.8945 |
| Low |
0.8814 |
0.8818 |
0.0004 |
0.0% |
0.8475 |
| Close |
0.8913 |
0.8952 |
0.0039 |
0.4% |
0.8913 |
| Range |
0.0131 |
0.0151 |
0.0020 |
15.3% |
0.0470 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
2.6% |
0.0000 |
| Volume |
763 |
1,112 |
349 |
45.7% |
2,463 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9310 |
0.9035 |
|
| R3 |
0.9215 |
0.9159 |
0.8994 |
|
| R2 |
0.9064 |
0.9064 |
0.8980 |
|
| R1 |
0.9008 |
0.9008 |
0.8966 |
0.9036 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8927 |
| S1 |
0.8857 |
0.8857 |
0.8938 |
0.8885 |
| S2 |
0.8762 |
0.8762 |
0.8924 |
|
| S3 |
0.8611 |
0.8706 |
0.8910 |
|
| S4 |
0.8460 |
0.8555 |
0.8869 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0020 |
0.9172 |
|
| R3 |
0.9718 |
0.9550 |
0.9042 |
|
| R2 |
0.9248 |
0.9248 |
0.8999 |
|
| R1 |
0.9080 |
0.9080 |
0.8956 |
0.9164 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8820 |
| S1 |
0.8610 |
0.8610 |
0.8870 |
0.8694 |
| S2 |
0.8308 |
0.8308 |
0.8827 |
|
| S3 |
0.7838 |
0.8140 |
0.8784 |
|
| S4 |
0.7368 |
0.7670 |
0.8655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8969 |
0.8592 |
0.0377 |
4.2% |
0.0125 |
1.4% |
95% |
True |
False |
639 |
| 10 |
0.8969 |
0.8475 |
0.0494 |
5.5% |
0.0117 |
1.3% |
97% |
True |
False |
427 |
| 20 |
0.8969 |
0.8175 |
0.0794 |
8.9% |
0.0105 |
1.2% |
98% |
True |
False |
295 |
| 40 |
0.8969 |
0.7900 |
0.1069 |
11.9% |
0.0095 |
1.1% |
98% |
True |
False |
208 |
| 60 |
0.8969 |
0.7700 |
0.1269 |
14.2% |
0.0086 |
1.0% |
99% |
True |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9611 |
|
2.618 |
0.9364 |
|
1.618 |
0.9213 |
|
1.000 |
0.9120 |
|
0.618 |
0.9062 |
|
HIGH |
0.8969 |
|
0.618 |
0.8911 |
|
0.500 |
0.8894 |
|
0.382 |
0.8876 |
|
LOW |
0.8818 |
|
0.618 |
0.8725 |
|
1.000 |
0.8667 |
|
1.618 |
0.8574 |
|
2.618 |
0.8423 |
|
4.250 |
0.8176 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8933 |
0.8916 |
| PP |
0.8913 |
0.8879 |
| S1 |
0.8894 |
0.8843 |
|