CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8833 |
0.8820 |
-0.0013 |
-0.1% |
0.8932 |
| High |
0.8893 |
0.8828 |
-0.0065 |
-0.7% |
0.8949 |
| Low |
0.8803 |
0.8657 |
-0.0146 |
-1.7% |
0.8738 |
| Close |
0.8819 |
0.8684 |
-0.0135 |
-1.5% |
0.8819 |
| Range |
0.0090 |
0.0171 |
0.0081 |
90.0% |
0.0211 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.6% |
0.0000 |
| Volume |
60,417 |
44,580 |
-15,837 |
-26.2% |
314,599 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9236 |
0.9131 |
0.8778 |
|
| R3 |
0.9065 |
0.8960 |
0.8731 |
|
| R2 |
0.8894 |
0.8894 |
0.8715 |
|
| R1 |
0.8789 |
0.8789 |
0.8700 |
0.8756 |
| PP |
0.8723 |
0.8723 |
0.8723 |
0.8707 |
| S1 |
0.8618 |
0.8618 |
0.8668 |
0.8585 |
| S2 |
0.8552 |
0.8552 |
0.8653 |
|
| S3 |
0.8381 |
0.8447 |
0.8637 |
|
| S4 |
0.8210 |
0.8276 |
0.8590 |
|
|
| 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 |
0.8916 |
0.8657 |
0.0259 |
3.0% |
0.0125 |
1.4% |
10% |
False |
True |
58,379 |
| 10 |
0.9143 |
0.8657 |
0.0486 |
5.6% |
0.0145 |
1.7% |
6% |
False |
True |
52,503 |
| 20 |
0.9275 |
0.8657 |
0.0618 |
7.1% |
0.0154 |
1.8% |
4% |
False |
True |
28,167 |
| 40 |
0.9275 |
0.8175 |
0.1100 |
12.7% |
0.0128 |
1.5% |
46% |
False |
False |
14,214 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.8% |
0.0113 |
1.3% |
57% |
False |
False |
9,509 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.1% |
0.0102 |
1.2% |
62% |
False |
False |
7,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9555 |
|
2.618 |
0.9276 |
|
1.618 |
0.9105 |
|
1.000 |
0.8999 |
|
0.618 |
0.8934 |
|
HIGH |
0.8828 |
|
0.618 |
0.8763 |
|
0.500 |
0.8743 |
|
0.382 |
0.8722 |
|
LOW |
0.8657 |
|
0.618 |
0.8551 |
|
1.000 |
0.8486 |
|
1.618 |
0.8380 |
|
2.618 |
0.8209 |
|
4.250 |
0.7930 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8743 |
0.8782 |
| PP |
0.8723 |
0.8749 |
| S1 |
0.8704 |
0.8717 |
|