CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8472 |
0.8669 |
0.0197 |
2.3% |
0.8661 |
| High |
0.8628 |
0.8675 |
0.0047 |
0.5% |
0.8675 |
| Low |
0.8456 |
0.8618 |
0.0162 |
1.9% |
0.8493 |
| Close |
0.8607 |
0.8686 |
0.0079 |
0.9% |
0.8492 |
| Range |
0.0172 |
0.0057 |
-0.0115 |
-66.9% |
0.0182 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
18 |
14 |
-4 |
-22.2% |
263 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8815 |
0.8717 |
|
| R3 |
0.8774 |
0.8758 |
0.8702 |
|
| R2 |
0.8717 |
0.8717 |
0.8696 |
|
| R1 |
0.8701 |
0.8701 |
0.8691 |
0.8709 |
| PP |
0.8660 |
0.8660 |
0.8660 |
0.8664 |
| S1 |
0.8644 |
0.8644 |
0.8681 |
0.8652 |
| S2 |
0.8603 |
0.8603 |
0.8676 |
|
| S3 |
0.8546 |
0.8587 |
0.8670 |
|
| S4 |
0.8489 |
0.8530 |
0.8655 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9099 |
0.8978 |
0.8592 |
|
| R3 |
0.8917 |
0.8796 |
0.8542 |
|
| R2 |
0.8735 |
0.8735 |
0.8525 |
|
| R1 |
0.8614 |
0.8614 |
0.8509 |
0.8584 |
| PP |
0.8553 |
0.8553 |
0.8553 |
0.8538 |
| S1 |
0.8432 |
0.8432 |
0.8475 |
0.8402 |
| S2 |
0.8371 |
0.8371 |
0.8459 |
|
| S3 |
0.8189 |
0.8250 |
0.8442 |
|
| S4 |
0.8007 |
0.8068 |
0.8392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8675 |
0.8456 |
0.0219 |
2.5% |
0.0085 |
1.0% |
105% |
True |
False |
48 |
| 10 |
0.8680 |
0.8456 |
0.0224 |
2.6% |
0.0078 |
0.9% |
103% |
False |
False |
43 |
| 20 |
0.8680 |
0.8066 |
0.0614 |
7.1% |
0.0065 |
0.7% |
101% |
False |
False |
50 |
| 40 |
0.8680 |
0.7920 |
0.0760 |
8.7% |
0.0055 |
0.6% |
101% |
False |
False |
38 |
| 60 |
0.8680 |
0.7725 |
0.0955 |
11.0% |
0.0054 |
0.6% |
101% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8917 |
|
2.618 |
0.8824 |
|
1.618 |
0.8767 |
|
1.000 |
0.8732 |
|
0.618 |
0.8710 |
|
HIGH |
0.8675 |
|
0.618 |
0.8653 |
|
0.500 |
0.8647 |
|
0.382 |
0.8640 |
|
LOW |
0.8618 |
|
0.618 |
0.8583 |
|
1.000 |
0.8561 |
|
1.618 |
0.8526 |
|
2.618 |
0.8469 |
|
4.250 |
0.8376 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8673 |
0.8646 |
| PP |
0.8660 |
0.8606 |
| S1 |
0.8647 |
0.8566 |
|