CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8933 |
0.8965 |
0.0032 |
0.4% |
0.9178 |
| High |
0.8984 |
0.9111 |
0.0127 |
1.4% |
0.9275 |
| Low |
0.8861 |
0.8936 |
0.0075 |
0.8% |
0.8933 |
| Close |
0.8947 |
0.9097 |
0.0150 |
1.7% |
0.8948 |
| Range |
0.0123 |
0.0175 |
0.0052 |
42.3% |
0.0342 |
| ATR |
0.0140 |
0.0142 |
0.0003 |
1.8% |
0.0000 |
| Volume |
12,047 |
12,161 |
114 |
0.9% |
22,231 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9510 |
0.9193 |
|
| R3 |
0.9398 |
0.9335 |
0.9145 |
|
| R2 |
0.9223 |
0.9223 |
0.9129 |
|
| R1 |
0.9160 |
0.9160 |
0.9113 |
0.9192 |
| PP |
0.9048 |
0.9048 |
0.9048 |
0.9064 |
| S1 |
0.8985 |
0.8985 |
0.9081 |
0.9017 |
| S2 |
0.8873 |
0.8873 |
0.9065 |
|
| S3 |
0.8698 |
0.8810 |
0.9049 |
|
| S4 |
0.8523 |
0.8635 |
0.9001 |
|
|
| 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 |
0.9267 |
0.8861 |
0.0406 |
4.5% |
0.0190 |
2.1% |
58% |
False |
False |
8,520 |
| 10 |
0.9275 |
0.8861 |
0.0414 |
4.6% |
0.0165 |
1.8% |
57% |
False |
False |
4,935 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.8% |
0.0141 |
1.6% |
78% |
False |
False |
2,681 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.0% |
0.0118 |
1.3% |
86% |
False |
False |
1,427 |
| 60 |
0.9275 |
0.7870 |
0.1405 |
15.4% |
0.0104 |
1.1% |
87% |
False |
False |
970 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.3% |
0.0090 |
1.0% |
89% |
False |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9569 |
|
1.618 |
0.9394 |
|
1.000 |
0.9286 |
|
0.618 |
0.9219 |
|
HIGH |
0.9111 |
|
0.618 |
0.9044 |
|
0.500 |
0.9024 |
|
0.382 |
0.9003 |
|
LOW |
0.8936 |
|
0.618 |
0.8828 |
|
1.000 |
0.8761 |
|
1.618 |
0.8653 |
|
2.618 |
0.8478 |
|
4.250 |
0.8192 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9073 |
0.9063 |
| PP |
0.9048 |
0.9028 |
| S1 |
0.9024 |
0.8994 |
|