CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8932 |
0.8835 |
-0.0097 |
-1.1% |
0.8933 |
| High |
0.8949 |
0.8916 |
-0.0033 |
-0.4% |
0.9143 |
| Low |
0.8792 |
0.8793 |
0.0001 |
0.0% |
0.8861 |
| Close |
0.8823 |
0.8816 |
-0.0007 |
-0.1% |
0.8944 |
| Range |
0.0157 |
0.0123 |
-0.0034 |
-21.7% |
0.0282 |
| ATR |
0.0150 |
0.0148 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
67,281 |
72,033 |
4,752 |
7.1% |
177,902 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9136 |
0.8884 |
|
| R3 |
0.9088 |
0.9013 |
0.8850 |
|
| R2 |
0.8965 |
0.8965 |
0.8839 |
|
| R1 |
0.8890 |
0.8890 |
0.8827 |
0.8866 |
| PP |
0.8842 |
0.8842 |
0.8842 |
0.8830 |
| S1 |
0.8767 |
0.8767 |
0.8805 |
0.8743 |
| S2 |
0.8719 |
0.8719 |
0.8793 |
|
| S3 |
0.8596 |
0.8644 |
0.8782 |
|
| S4 |
0.8473 |
0.8521 |
0.8748 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9668 |
0.9099 |
|
| R3 |
0.9547 |
0.9386 |
0.9022 |
|
| R2 |
0.9265 |
0.9265 |
0.8996 |
|
| R1 |
0.9104 |
0.9104 |
0.8970 |
0.9185 |
| PP |
0.8983 |
0.8983 |
0.8983 |
0.9023 |
| S1 |
0.8822 |
0.8822 |
0.8918 |
0.8903 |
| S2 |
0.8701 |
0.8701 |
0.8892 |
|
| S3 |
0.8419 |
0.8540 |
0.8866 |
|
| S4 |
0.8137 |
0.8258 |
0.8789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9143 |
0.8792 |
0.0351 |
4.0% |
0.0155 |
1.8% |
7% |
False |
False |
58,601 |
| 10 |
0.9267 |
0.8792 |
0.0475 |
5.4% |
0.0173 |
2.0% |
5% |
False |
False |
33,561 |
| 20 |
0.9275 |
0.8592 |
0.0683 |
7.7% |
0.0153 |
1.7% |
33% |
False |
False |
17,278 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.5% |
0.0125 |
1.4% |
64% |
False |
False |
8,740 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.6% |
0.0110 |
1.2% |
67% |
False |
False |
5,849 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.9% |
0.0096 |
1.1% |
71% |
False |
False |
4,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9439 |
|
2.618 |
0.9238 |
|
1.618 |
0.9115 |
|
1.000 |
0.9039 |
|
0.618 |
0.8992 |
|
HIGH |
0.8916 |
|
0.618 |
0.8869 |
|
0.500 |
0.8855 |
|
0.382 |
0.8840 |
|
LOW |
0.8793 |
|
0.618 |
0.8717 |
|
1.000 |
0.8670 |
|
1.618 |
0.8594 |
|
2.618 |
0.8471 |
|
4.250 |
0.8270 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8855 |
0.8942 |
| PP |
0.8842 |
0.8900 |
| S1 |
0.8829 |
0.8858 |
|