CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8654 |
0.8659 |
0.0005 |
0.1% |
0.8820 |
| High |
0.8680 |
0.8742 |
0.0062 |
0.7% |
0.8828 |
| Low |
0.8596 |
0.8651 |
0.0055 |
0.6% |
0.8596 |
| Close |
0.8642 |
0.8681 |
0.0039 |
0.5% |
0.8681 |
| Range |
0.0084 |
0.0091 |
0.0007 |
8.3% |
0.0232 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
65,959 |
70,653 |
4,694 |
7.1% |
315,720 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8964 |
0.8914 |
0.8731 |
|
| R3 |
0.8873 |
0.8823 |
0.8706 |
|
| R2 |
0.8782 |
0.8782 |
0.8698 |
|
| R1 |
0.8732 |
0.8732 |
0.8689 |
0.8757 |
| PP |
0.8691 |
0.8691 |
0.8691 |
0.8704 |
| S1 |
0.8641 |
0.8641 |
0.8673 |
0.8666 |
| S2 |
0.8600 |
0.8600 |
0.8664 |
|
| S3 |
0.8509 |
0.8550 |
0.8656 |
|
| S4 |
0.8418 |
0.8459 |
0.8631 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9398 |
0.9271 |
0.8809 |
|
| R3 |
0.9166 |
0.9039 |
0.8745 |
|
| R2 |
0.8934 |
0.8934 |
0.8724 |
|
| R1 |
0.8807 |
0.8807 |
0.8702 |
0.8755 |
| PP |
0.8702 |
0.8702 |
0.8702 |
0.8675 |
| S1 |
0.8575 |
0.8575 |
0.8660 |
0.8523 |
| S2 |
0.8470 |
0.8470 |
0.8638 |
|
| S3 |
0.8238 |
0.8343 |
0.8617 |
|
| S4 |
0.8006 |
0.8111 |
0.8553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8828 |
0.8596 |
0.0232 |
2.7% |
0.0112 |
1.3% |
37% |
False |
False |
63,144 |
| 10 |
0.8949 |
0.8596 |
0.0353 |
4.1% |
0.0117 |
1.3% |
24% |
False |
False |
63,031 |
| 20 |
0.9275 |
0.8596 |
0.0679 |
7.8% |
0.0145 |
1.7% |
13% |
False |
False |
41,522 |
| 40 |
0.9275 |
0.8375 |
0.0900 |
10.4% |
0.0131 |
1.5% |
34% |
False |
False |
20,977 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.7% |
0.0114 |
1.3% |
53% |
False |
False |
14,025 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.1% |
0.0104 |
1.2% |
62% |
False |
False |
10,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9129 |
|
2.618 |
0.8980 |
|
1.618 |
0.8889 |
|
1.000 |
0.8833 |
|
0.618 |
0.8798 |
|
HIGH |
0.8742 |
|
0.618 |
0.8707 |
|
0.500 |
0.8697 |
|
0.382 |
0.8686 |
|
LOW |
0.8651 |
|
0.618 |
0.8595 |
|
1.000 |
0.8560 |
|
1.618 |
0.8504 |
|
2.618 |
0.8413 |
|
4.250 |
0.8264 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8697 |
0.8680 |
| PP |
0.8691 |
0.8680 |
| S1 |
0.8686 |
0.8679 |
|