CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8672 |
0.8698 |
0.0026 |
0.3% |
0.8932 |
| High |
0.8728 |
0.8762 |
0.0034 |
0.4% |
0.8949 |
| Low |
0.8636 |
0.8638 |
0.0002 |
0.0% |
0.8738 |
| Close |
0.8688 |
0.8684 |
-0.0004 |
0.0% |
0.8819 |
| Range |
0.0092 |
0.0124 |
0.0032 |
34.8% |
0.0211 |
| ATR |
0.0139 |
0.0137 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
61,525 |
73,003 |
11,478 |
18.7% |
314,599 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9067 |
0.8999 |
0.8752 |
|
| R3 |
0.8943 |
0.8875 |
0.8718 |
|
| R2 |
0.8819 |
0.8819 |
0.8707 |
|
| R1 |
0.8751 |
0.8751 |
0.8695 |
0.8723 |
| PP |
0.8695 |
0.8695 |
0.8695 |
0.8681 |
| S1 |
0.8627 |
0.8627 |
0.8673 |
0.8599 |
| S2 |
0.8571 |
0.8571 |
0.8661 |
|
| S3 |
0.8447 |
0.8503 |
0.8650 |
|
| S4 |
0.8323 |
0.8379 |
0.8616 |
|
|
| 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% |
0.0116 |
1.3% |
18% |
False |
False |
60,950 |
| 10 |
0.9140 |
0.8636 |
0.0504 |
5.8% |
0.0131 |
1.5% |
10% |
False |
False |
62,556 |
| 20 |
0.9275 |
0.8636 |
0.0639 |
7.4% |
0.0152 |
1.8% |
8% |
False |
False |
34,787 |
| 40 |
0.9275 |
0.8296 |
0.0979 |
11.3% |
0.0130 |
1.5% |
40% |
False |
False |
17,565 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.8% |
0.0113 |
1.3% |
57% |
False |
False |
11,750 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.1% |
0.0103 |
1.2% |
62% |
False |
False |
8,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9289 |
|
2.618 |
0.9087 |
|
1.618 |
0.8963 |
|
1.000 |
0.8886 |
|
0.618 |
0.8839 |
|
HIGH |
0.8762 |
|
0.618 |
0.8715 |
|
0.500 |
0.8700 |
|
0.382 |
0.8685 |
|
LOW |
0.8638 |
|
0.618 |
0.8561 |
|
1.000 |
0.8514 |
|
1.618 |
0.8437 |
|
2.618 |
0.8313 |
|
4.250 |
0.8111 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8700 |
0.8732 |
| PP |
0.8695 |
0.8716 |
| S1 |
0.8689 |
0.8700 |
|