CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8976 |
0.9178 |
0.0202 |
2.3% |
0.8902 |
| High |
0.9181 |
0.9275 |
0.0094 |
1.0% |
0.9181 |
| Low |
0.8976 |
0.9141 |
0.0165 |
1.8% |
0.8818 |
| Close |
0.9148 |
0.9186 |
0.0038 |
0.4% |
0.9148 |
| Range |
0.0205 |
0.0134 |
-0.0071 |
-34.6% |
0.0363 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,157 |
1,469 |
312 |
27.0% |
4,030 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9528 |
0.9260 |
|
| R3 |
0.9469 |
0.9394 |
0.9223 |
|
| R2 |
0.9335 |
0.9335 |
0.9211 |
|
| R1 |
0.9260 |
0.9260 |
0.9198 |
0.9298 |
| PP |
0.9201 |
0.9201 |
0.9201 |
0.9219 |
| S1 |
0.9126 |
0.9126 |
0.9174 |
0.9164 |
| S2 |
0.9067 |
0.9067 |
0.9161 |
|
| S3 |
0.8933 |
0.8992 |
0.9149 |
|
| S4 |
0.8799 |
0.8858 |
0.9112 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0006 |
0.9348 |
|
| R3 |
0.9775 |
0.9643 |
0.9248 |
|
| R2 |
0.9412 |
0.9412 |
0.9215 |
|
| R1 |
0.9280 |
0.9280 |
0.9181 |
0.9346 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9082 |
| S1 |
0.8917 |
0.8917 |
0.9115 |
0.8983 |
| S2 |
0.8686 |
0.8686 |
0.9081 |
|
| S3 |
0.8323 |
0.8554 |
0.9048 |
|
| S4 |
0.7960 |
0.8191 |
0.8948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.8818 |
0.0457 |
5.0% |
0.0140 |
1.5% |
81% |
True |
False |
1,099 |
| 10 |
0.9275 |
0.8475 |
0.0800 |
8.7% |
0.0132 |
1.4% |
89% |
True |
False |
796 |
| 20 |
0.9275 |
0.8435 |
0.0840 |
9.1% |
0.0120 |
1.3% |
89% |
True |
False |
492 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
13.9% |
0.0100 |
1.1% |
93% |
True |
False |
311 |
| 60 |
0.9275 |
0.7700 |
0.1575 |
17.1% |
0.0092 |
1.0% |
94% |
True |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9845 |
|
2.618 |
0.9626 |
|
1.618 |
0.9492 |
|
1.000 |
0.9409 |
|
0.618 |
0.9358 |
|
HIGH |
0.9275 |
|
0.618 |
0.9224 |
|
0.500 |
0.9208 |
|
0.382 |
0.9192 |
|
LOW |
0.9141 |
|
0.618 |
0.9058 |
|
1.000 |
0.9007 |
|
1.618 |
0.8924 |
|
2.618 |
0.8790 |
|
4.250 |
0.8572 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9152 |
| PP |
0.9201 |
0.9117 |
| S1 |
0.9193 |
0.9083 |
|