CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8659 |
0.8681 |
0.0022 |
0.3% |
0.8820 |
| High |
0.8742 |
0.8694 |
-0.0048 |
-0.5% |
0.8828 |
| Low |
0.8651 |
0.8624 |
-0.0027 |
-0.3% |
0.8596 |
| Close |
0.8681 |
0.8650 |
-0.0031 |
-0.4% |
0.8681 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0232 |
| ATR |
0.0132 |
0.0127 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
70,653 |
52,911 |
-17,742 |
-25.1% |
315,720 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8866 |
0.8828 |
0.8689 |
|
| R3 |
0.8796 |
0.8758 |
0.8669 |
|
| R2 |
0.8726 |
0.8726 |
0.8663 |
|
| R1 |
0.8688 |
0.8688 |
0.8656 |
0.8672 |
| PP |
0.8656 |
0.8656 |
0.8656 |
0.8648 |
| S1 |
0.8618 |
0.8618 |
0.8644 |
0.8602 |
| S2 |
0.8586 |
0.8586 |
0.8637 |
|
| S3 |
0.8516 |
0.8548 |
0.8631 |
|
| S4 |
0.8446 |
0.8478 |
0.8612 |
|
|
| 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 |
0.8762 |
0.8596 |
0.0166 |
1.9% |
0.0092 |
1.1% |
33% |
False |
False |
64,810 |
| 10 |
0.8916 |
0.8596 |
0.0320 |
3.7% |
0.0108 |
1.3% |
17% |
False |
False |
61,594 |
| 20 |
0.9273 |
0.8596 |
0.0677 |
7.8% |
0.0142 |
1.6% |
8% |
False |
False |
44,094 |
| 40 |
0.9275 |
0.8435 |
0.0840 |
9.7% |
0.0131 |
1.5% |
26% |
False |
False |
22,293 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.7% |
0.0114 |
1.3% |
51% |
False |
False |
14,906 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.2% |
0.0104 |
1.2% |
60% |
False |
False |
11,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8992 |
|
2.618 |
0.8877 |
|
1.618 |
0.8807 |
|
1.000 |
0.8764 |
|
0.618 |
0.8737 |
|
HIGH |
0.8694 |
|
0.618 |
0.8667 |
|
0.500 |
0.8659 |
|
0.382 |
0.8651 |
|
LOW |
0.8624 |
|
0.618 |
0.8581 |
|
1.000 |
0.8554 |
|
1.618 |
0.8511 |
|
2.618 |
0.8441 |
|
4.250 |
0.8327 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8659 |
0.8669 |
| PP |
0.8656 |
0.8663 |
| S1 |
0.8653 |
0.8656 |
|