CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8820 |
0.8672 |
-0.0148 |
-1.7% |
0.8932 |
| High |
0.8828 |
0.8728 |
-0.0100 |
-1.1% |
0.8949 |
| Low |
0.8657 |
0.8636 |
-0.0021 |
-0.2% |
0.8738 |
| Close |
0.8684 |
0.8688 |
0.0004 |
0.0% |
0.8819 |
| Range |
0.0171 |
0.0092 |
-0.0079 |
-46.2% |
0.0211 |
| ATR |
0.0142 |
0.0139 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
44,580 |
61,525 |
16,945 |
38.0% |
314,599 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8960 |
0.8916 |
0.8739 |
|
| R3 |
0.8868 |
0.8824 |
0.8713 |
|
| R2 |
0.8776 |
0.8776 |
0.8705 |
|
| R1 |
0.8732 |
0.8732 |
0.8696 |
0.8754 |
| PP |
0.8684 |
0.8684 |
0.8684 |
0.8695 |
| S1 |
0.8640 |
0.8640 |
0.8680 |
0.8662 |
| S2 |
0.8592 |
0.8592 |
0.8671 |
|
| S3 |
0.8500 |
0.8548 |
0.8663 |
|
| S4 |
0.8408 |
0.8456 |
0.8637 |
|
|
| 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 |
0.8907 |
0.8636 |
0.0271 |
3.1% |
0.0118 |
1.4% |
19% |
False |
True |
56,278 |
| 10 |
0.9143 |
0.8636 |
0.0507 |
5.8% |
0.0137 |
1.6% |
10% |
False |
True |
57,439 |
| 20 |
0.9275 |
0.8636 |
0.0639 |
7.4% |
0.0151 |
1.7% |
8% |
False |
True |
31,187 |
| 40 |
0.9275 |
0.8175 |
0.1100 |
12.7% |
0.0128 |
1.5% |
47% |
False |
False |
15,741 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.8% |
0.0114 |
1.3% |
57% |
False |
False |
10,534 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.1% |
0.0102 |
1.2% |
63% |
False |
False |
7,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9119 |
|
2.618 |
0.8969 |
|
1.618 |
0.8877 |
|
1.000 |
0.8820 |
|
0.618 |
0.8785 |
|
HIGH |
0.8728 |
|
0.618 |
0.8693 |
|
0.500 |
0.8682 |
|
0.382 |
0.8671 |
|
LOW |
0.8636 |
|
0.618 |
0.8579 |
|
1.000 |
0.8544 |
|
1.618 |
0.8487 |
|
2.618 |
0.8395 |
|
4.250 |
0.8245 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8686 |
0.8765 |
| PP |
0.8684 |
0.8739 |
| S1 |
0.8682 |
0.8714 |
|