CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8681 |
0.8645 |
-0.0036 |
-0.4% |
0.8820 |
| High |
0.8694 |
0.8692 |
-0.0002 |
0.0% |
0.8828 |
| Low |
0.8624 |
0.8592 |
-0.0032 |
-0.4% |
0.8596 |
| Close |
0.8650 |
0.8610 |
-0.0040 |
-0.5% |
0.8681 |
| Range |
0.0070 |
0.0100 |
0.0030 |
42.9% |
0.0232 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
52,911 |
44,725 |
-8,186 |
-15.5% |
315,720 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8931 |
0.8871 |
0.8665 |
|
| R3 |
0.8831 |
0.8771 |
0.8638 |
|
| R2 |
0.8731 |
0.8731 |
0.8628 |
|
| R1 |
0.8671 |
0.8671 |
0.8619 |
0.8651 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8622 |
| S1 |
0.8571 |
0.8571 |
0.8601 |
0.8551 |
| S2 |
0.8531 |
0.8531 |
0.8592 |
|
| S3 |
0.8431 |
0.8471 |
0.8583 |
|
| S4 |
0.8331 |
0.8371 |
0.8555 |
|
|
| 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 |
0.8592 |
0.0170 |
2.0% |
0.0094 |
1.1% |
11% |
False |
True |
61,450 |
| 10 |
0.8907 |
0.8592 |
0.0315 |
3.7% |
0.0106 |
1.2% |
6% |
False |
True |
58,864 |
| 20 |
0.9267 |
0.8592 |
0.0675 |
7.8% |
0.0139 |
1.6% |
3% |
False |
True |
46,212 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.3% |
0.0131 |
1.5% |
17% |
False |
False |
23,404 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.8% |
0.0115 |
1.3% |
48% |
False |
False |
15,649 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.3% |
0.0105 |
1.2% |
58% |
False |
False |
11,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9117 |
|
2.618 |
0.8954 |
|
1.618 |
0.8854 |
|
1.000 |
0.8792 |
|
0.618 |
0.8754 |
|
HIGH |
0.8692 |
|
0.618 |
0.8654 |
|
0.500 |
0.8642 |
|
0.382 |
0.8630 |
|
LOW |
0.8592 |
|
0.618 |
0.8530 |
|
1.000 |
0.8492 |
|
1.618 |
0.8430 |
|
2.618 |
0.8330 |
|
4.250 |
0.8167 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8642 |
0.8667 |
| PP |
0.8631 |
0.8648 |
| S1 |
0.8621 |
0.8629 |
|