CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8838 |
0.8833 |
-0.0005 |
-0.1% |
0.8932 |
| High |
0.8907 |
0.8893 |
-0.0014 |
-0.2% |
0.8949 |
| Low |
0.8802 |
0.8803 |
0.0001 |
0.0% |
0.8738 |
| Close |
0.8830 |
0.8819 |
-0.0011 |
-0.1% |
0.8819 |
| Range |
0.0105 |
0.0090 |
-0.0015 |
-14.3% |
0.0211 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
65,228 |
60,417 |
-4,811 |
-7.4% |
314,599 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9054 |
0.8869 |
|
| R3 |
0.9018 |
0.8964 |
0.8844 |
|
| R2 |
0.8928 |
0.8928 |
0.8836 |
|
| R1 |
0.8874 |
0.8874 |
0.8827 |
0.8856 |
| PP |
0.8838 |
0.8838 |
0.8838 |
0.8830 |
| S1 |
0.8784 |
0.8784 |
0.8811 |
0.8766 |
| S2 |
0.8748 |
0.8748 |
0.8803 |
|
| S3 |
0.8658 |
0.8694 |
0.8794 |
|
| S4 |
0.8568 |
0.8604 |
0.8770 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9355 |
0.8935 |
|
| R3 |
0.9257 |
0.9144 |
0.8877 |
|
| R2 |
0.9046 |
0.9046 |
0.8858 |
|
| R1 |
0.8933 |
0.8933 |
0.8838 |
0.8884 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8811 |
| S1 |
0.8722 |
0.8722 |
0.8800 |
0.8673 |
| S2 |
0.8624 |
0.8624 |
0.8780 |
|
| S3 |
0.8413 |
0.8511 |
0.8761 |
|
| S4 |
0.8202 |
0.8300 |
0.8703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8949 |
0.8738 |
0.0211 |
2.4% |
0.0122 |
1.4% |
38% |
False |
False |
62,919 |
| 10 |
0.9143 |
0.8738 |
0.0405 |
4.6% |
0.0140 |
1.6% |
20% |
False |
False |
49,250 |
| 20 |
0.9275 |
0.8738 |
0.0537 |
6.1% |
0.0152 |
1.7% |
15% |
False |
False |
25,976 |
| 40 |
0.9275 |
0.8175 |
0.1100 |
12.5% |
0.0126 |
1.4% |
59% |
False |
False |
13,102 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.6% |
0.0111 |
1.3% |
67% |
False |
False |
8,767 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.9% |
0.0100 |
1.1% |
71% |
False |
False |
6,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9129 |
|
1.618 |
0.9039 |
|
1.000 |
0.8983 |
|
0.618 |
0.8949 |
|
HIGH |
0.8893 |
|
0.618 |
0.8859 |
|
0.500 |
0.8848 |
|
0.382 |
0.8837 |
|
LOW |
0.8803 |
|
0.618 |
0.8747 |
|
1.000 |
0.8713 |
|
1.618 |
0.8657 |
|
2.618 |
0.8567 |
|
4.250 |
0.8421 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8848 |
0.8823 |
| PP |
0.8838 |
0.8821 |
| S1 |
0.8829 |
0.8820 |
|