CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9062 |
0.9025 |
-0.0037 |
-0.4% |
0.9178 |
| High |
0.9143 |
0.9140 |
-0.0003 |
0.0% |
0.9275 |
| Low |
0.8961 |
0.9021 |
0.0060 |
0.7% |
0.8933 |
| Close |
0.9018 |
0.9116 |
0.0098 |
1.1% |
0.8948 |
| Range |
0.0182 |
0.0119 |
-0.0063 |
-34.6% |
0.0342 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
21,838 |
57,706 |
35,868 |
164.2% |
22,231 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9402 |
0.9181 |
|
| R3 |
0.9330 |
0.9283 |
0.9149 |
|
| R2 |
0.9211 |
0.9211 |
0.9138 |
|
| R1 |
0.9164 |
0.9164 |
0.9127 |
0.9188 |
| PP |
0.9092 |
0.9092 |
0.9092 |
0.9104 |
| S1 |
0.9045 |
0.9045 |
0.9105 |
0.9069 |
| S2 |
0.8973 |
0.8973 |
0.9094 |
|
| S3 |
0.8854 |
0.8926 |
0.9083 |
|
| S4 |
0.8735 |
0.8807 |
0.9051 |
|
|
| 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 |
0.9143 |
0.8861 |
0.0282 |
3.1% |
0.0158 |
1.7% |
90% |
False |
False |
21,835 |
| 10 |
0.9275 |
0.8861 |
0.0414 |
4.5% |
0.0174 |
1.9% |
62% |
False |
False |
12,714 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.8% |
0.0144 |
1.6% |
80% |
False |
False |
6,645 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.0% |
0.0122 |
1.3% |
88% |
False |
False |
3,410 |
| 60 |
0.9275 |
0.7875 |
0.1400 |
15.4% |
0.0108 |
1.2% |
89% |
False |
False |
2,294 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.3% |
0.0093 |
1.0% |
90% |
False |
False |
1,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9646 |
|
2.618 |
0.9452 |
|
1.618 |
0.9333 |
|
1.000 |
0.9259 |
|
0.618 |
0.9214 |
|
HIGH |
0.9140 |
|
0.618 |
0.9095 |
|
0.500 |
0.9081 |
|
0.382 |
0.9066 |
|
LOW |
0.9021 |
|
0.618 |
0.8947 |
|
1.000 |
0.8902 |
|
1.618 |
0.8828 |
|
2.618 |
0.8709 |
|
4.250 |
0.8515 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9104 |
0.9091 |
| PP |
0.9092 |
0.9065 |
| S1 |
0.9081 |
0.9040 |
|