CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8835 |
0.8815 |
-0.0020 |
-0.2% |
0.8933 |
| High |
0.8916 |
0.8872 |
-0.0044 |
-0.5% |
0.9143 |
| Low |
0.8793 |
0.8738 |
-0.0055 |
-0.6% |
0.8861 |
| Close |
0.8816 |
0.8849 |
0.0033 |
0.4% |
0.8944 |
| Range |
0.0123 |
0.0134 |
0.0011 |
8.9% |
0.0282 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
72,033 |
49,640 |
-22,393 |
-31.1% |
177,902 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9169 |
0.8923 |
|
| R3 |
0.9088 |
0.9035 |
0.8886 |
|
| R2 |
0.8954 |
0.8954 |
0.8874 |
|
| R1 |
0.8901 |
0.8901 |
0.8861 |
0.8928 |
| PP |
0.8820 |
0.8820 |
0.8820 |
0.8833 |
| S1 |
0.8767 |
0.8767 |
0.8837 |
0.8794 |
| S2 |
0.8686 |
0.8686 |
0.8824 |
|
| S3 |
0.8552 |
0.8633 |
0.8812 |
|
| S4 |
0.8418 |
0.8499 |
0.8775 |
|
|
| 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 |
0.9140 |
0.8738 |
0.0402 |
4.5% |
0.0146 |
1.6% |
28% |
False |
True |
64,162 |
| 10 |
0.9155 |
0.8738 |
0.0417 |
4.7% |
0.0159 |
1.8% |
27% |
False |
True |
37,711 |
| 20 |
0.9275 |
0.8643 |
0.0632 |
7.1% |
0.0155 |
1.7% |
33% |
False |
False |
19,749 |
| 40 |
0.9275 |
0.8035 |
0.1240 |
14.0% |
0.0126 |
1.4% |
66% |
False |
False |
9,976 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.5% |
0.0111 |
1.3% |
69% |
False |
False |
6,675 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.8% |
0.0098 |
1.1% |
73% |
False |
False |
5,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9223 |
|
1.618 |
0.9089 |
|
1.000 |
0.9006 |
|
0.618 |
0.8955 |
|
HIGH |
0.8872 |
|
0.618 |
0.8821 |
|
0.500 |
0.8805 |
|
0.382 |
0.8789 |
|
LOW |
0.8738 |
|
0.618 |
0.8655 |
|
1.000 |
0.8604 |
|
1.618 |
0.8521 |
|
2.618 |
0.8387 |
|
4.250 |
0.8169 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8834 |
0.8847 |
| PP |
0.8820 |
0.8845 |
| S1 |
0.8805 |
0.8844 |
|