CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8902 |
0.8959 |
0.0057 |
0.6% |
0.8475 |
| High |
0.8969 |
0.9017 |
0.0048 |
0.5% |
0.8945 |
| Low |
0.8818 |
0.8925 |
0.0107 |
1.2% |
0.8475 |
| Close |
0.8952 |
0.8978 |
0.0026 |
0.3% |
0.8913 |
| Range |
0.0151 |
0.0092 |
-0.0059 |
-39.1% |
0.0470 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
1,112 |
1,003 |
-109 |
-9.8% |
2,463 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9249 |
0.9206 |
0.9029 |
|
| R3 |
0.9157 |
0.9114 |
0.9003 |
|
| R2 |
0.9065 |
0.9065 |
0.8995 |
|
| R1 |
0.9022 |
0.9022 |
0.8986 |
0.9044 |
| PP |
0.8973 |
0.8973 |
0.8973 |
0.8984 |
| S1 |
0.8930 |
0.8930 |
0.8970 |
0.8952 |
| S2 |
0.8881 |
0.8881 |
0.8961 |
|
| S3 |
0.8789 |
0.8838 |
0.8953 |
|
| S4 |
0.8697 |
0.8746 |
0.8927 |
|
|
| 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 |
0.9017 |
0.8643 |
0.0374 |
4.2% |
0.0125 |
1.4% |
90% |
True |
False |
799 |
| 10 |
0.9017 |
0.8475 |
0.0542 |
6.0% |
0.0117 |
1.3% |
93% |
True |
False |
509 |
| 20 |
0.9017 |
0.8296 |
0.0721 |
8.0% |
0.0107 |
1.2% |
95% |
True |
False |
343 |
| 40 |
0.9017 |
0.7900 |
0.1117 |
12.4% |
0.0094 |
1.0% |
97% |
True |
False |
232 |
| 60 |
0.9017 |
0.7700 |
0.1317 |
14.7% |
0.0086 |
1.0% |
97% |
True |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9408 |
|
2.618 |
0.9258 |
|
1.618 |
0.9166 |
|
1.000 |
0.9109 |
|
0.618 |
0.9074 |
|
HIGH |
0.9017 |
|
0.618 |
0.8982 |
|
0.500 |
0.8971 |
|
0.382 |
0.8960 |
|
LOW |
0.8925 |
|
0.618 |
0.8868 |
|
1.000 |
0.8833 |
|
1.618 |
0.8776 |
|
2.618 |
0.8684 |
|
4.250 |
0.8534 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8976 |
0.8957 |
| PP |
0.8973 |
0.8936 |
| S1 |
0.8971 |
0.8916 |
|