CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9116 |
0.8933 |
-0.0183 |
-2.0% |
0.9178 |
| High |
0.9126 |
0.8984 |
-0.0142 |
-1.6% |
0.9275 |
| Low |
0.8933 |
0.8861 |
-0.0072 |
-0.8% |
0.8933 |
| Close |
0.8948 |
0.8947 |
-0.0001 |
0.0% |
0.8948 |
| Range |
0.0193 |
0.0123 |
-0.0070 |
-36.3% |
0.0342 |
| ATR |
0.0141 |
0.0140 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5,423 |
12,047 |
6,624 |
122.1% |
22,231 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9246 |
0.9015 |
|
| R3 |
0.9177 |
0.9123 |
0.8981 |
|
| R2 |
0.9054 |
0.9054 |
0.8970 |
|
| R1 |
0.9000 |
0.9000 |
0.8958 |
0.9027 |
| PP |
0.8931 |
0.8931 |
0.8931 |
0.8944 |
| S1 |
0.8877 |
0.8877 |
0.8936 |
0.8904 |
| S2 |
0.8808 |
0.8808 |
0.8924 |
|
| S3 |
0.8685 |
0.8754 |
0.8913 |
|
| S4 |
0.8562 |
0.8631 |
0.8879 |
|
|
| 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 |
0.9273 |
0.8861 |
0.0412 |
4.6% |
0.0185 |
2.1% |
21% |
False |
True |
6,561 |
| 10 |
0.9275 |
0.8818 |
0.0457 |
5.1% |
0.0162 |
1.8% |
28% |
False |
False |
3,830 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.9% |
0.0139 |
1.6% |
59% |
False |
False |
2,080 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.3% |
0.0115 |
1.3% |
74% |
False |
False |
1,124 |
| 60 |
0.9275 |
0.7870 |
0.1405 |
15.7% |
0.0102 |
1.1% |
77% |
False |
False |
771 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.6% |
0.0088 |
1.0% |
79% |
False |
False |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9507 |
|
2.618 |
0.9306 |
|
1.618 |
0.9183 |
|
1.000 |
0.9107 |
|
0.618 |
0.9060 |
|
HIGH |
0.8984 |
|
0.618 |
0.8937 |
|
0.500 |
0.8923 |
|
0.382 |
0.8908 |
|
LOW |
0.8861 |
|
0.618 |
0.8785 |
|
1.000 |
0.8738 |
|
1.618 |
0.8662 |
|
2.618 |
0.8539 |
|
4.250 |
0.8338 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8939 |
0.9008 |
| PP |
0.8931 |
0.8988 |
| S1 |
0.8923 |
0.8967 |
|