CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8980 |
0.9116 |
0.0136 |
1.5% |
0.9178 |
| High |
0.9155 |
0.9126 |
-0.0029 |
-0.3% |
0.9275 |
| Low |
0.8964 |
0.8933 |
-0.0031 |
-0.3% |
0.8933 |
| Close |
0.9122 |
0.8948 |
-0.0174 |
-1.9% |
0.8948 |
| Range |
0.0191 |
0.0193 |
0.0002 |
1.0% |
0.0342 |
| ATR |
0.0137 |
0.0141 |
0.0004 |
2.9% |
0.0000 |
| Volume |
4,831 |
5,423 |
592 |
12.3% |
22,231 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9581 |
0.9458 |
0.9054 |
|
| R3 |
0.9388 |
0.9265 |
0.9001 |
|
| R2 |
0.9195 |
0.9195 |
0.8983 |
|
| R1 |
0.9072 |
0.9072 |
0.8966 |
0.9037 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.8985 |
| S1 |
0.8879 |
0.8879 |
0.8930 |
0.8844 |
| S2 |
0.8809 |
0.8809 |
0.8913 |
|
| S3 |
0.8616 |
0.8686 |
0.8895 |
|
| S4 |
0.8423 |
0.8493 |
0.8842 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
0.9855 |
0.9136 |
|
| R3 |
0.9736 |
0.9513 |
0.9042 |
|
| R2 |
0.9394 |
0.9394 |
0.9011 |
|
| R1 |
0.9171 |
0.9171 |
0.8979 |
0.9112 |
| PP |
0.9052 |
0.9052 |
0.9052 |
0.9022 |
| S1 |
0.8829 |
0.8829 |
0.8917 |
0.8770 |
| S2 |
0.8710 |
0.8710 |
0.8885 |
|
| S3 |
0.8368 |
0.8487 |
0.8854 |
|
| S4 |
0.8026 |
0.8145 |
0.8760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.8933 |
0.0342 |
3.8% |
0.0187 |
2.1% |
4% |
False |
True |
4,446 |
| 10 |
0.9275 |
0.8814 |
0.0461 |
5.2% |
0.0163 |
1.8% |
29% |
False |
False |
2,702 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.9% |
0.0142 |
1.6% |
59% |
False |
False |
1,493 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.2% |
0.0114 |
1.3% |
74% |
False |
False |
823 |
| 60 |
0.9275 |
0.7762 |
0.1513 |
16.9% |
0.0102 |
1.1% |
78% |
False |
False |
572 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.6% |
0.0087 |
1.0% |
79% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9946 |
|
2.618 |
0.9631 |
|
1.618 |
0.9438 |
|
1.000 |
0.9319 |
|
0.618 |
0.9245 |
|
HIGH |
0.9126 |
|
0.618 |
0.9052 |
|
0.500 |
0.9030 |
|
0.382 |
0.9007 |
|
LOW |
0.8933 |
|
0.618 |
0.8814 |
|
1.000 |
0.8740 |
|
1.618 |
0.8621 |
|
2.618 |
0.8428 |
|
4.250 |
0.8113 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9100 |
| PP |
0.9002 |
0.9049 |
| S1 |
0.8975 |
0.8999 |
|