CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8669 |
0.8780 |
0.0111 |
1.3% |
0.8661 |
| High |
0.8675 |
0.8790 |
0.0115 |
1.3% |
0.8675 |
| Low |
0.8618 |
0.8758 |
0.0140 |
1.6% |
0.8493 |
| Close |
0.8686 |
0.8807 |
0.0121 |
1.4% |
0.8492 |
| Range |
0.0057 |
0.0032 |
-0.0025 |
-43.9% |
0.0182 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.5% |
0.0000 |
| Volume |
14 |
21 |
7 |
50.0% |
263 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8881 |
0.8876 |
0.8825 |
|
| R3 |
0.8849 |
0.8844 |
0.8816 |
|
| R2 |
0.8817 |
0.8817 |
0.8813 |
|
| R1 |
0.8812 |
0.8812 |
0.8810 |
0.8815 |
| PP |
0.8785 |
0.8785 |
0.8785 |
0.8786 |
| S1 |
0.8780 |
0.8780 |
0.8804 |
0.8783 |
| S2 |
0.8753 |
0.8753 |
0.8801 |
|
| S3 |
0.8721 |
0.8748 |
0.8798 |
|
| S4 |
0.8689 |
0.8716 |
0.8789 |
|
|
| 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 |
0.8790 |
0.8456 |
0.0334 |
3.8% |
0.0071 |
0.8% |
105% |
True |
False |
21 |
| 10 |
0.8790 |
0.8456 |
0.0334 |
3.8% |
0.0075 |
0.9% |
105% |
True |
False |
36 |
| 20 |
0.8790 |
0.8134 |
0.0656 |
7.4% |
0.0063 |
0.7% |
103% |
True |
False |
44 |
| 40 |
0.8790 |
0.7920 |
0.0870 |
9.9% |
0.0055 |
0.6% |
102% |
True |
False |
38 |
| 60 |
0.8790 |
0.7725 |
0.1065 |
12.1% |
0.0054 |
0.6% |
102% |
True |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8926 |
|
2.618 |
0.8874 |
|
1.618 |
0.8842 |
|
1.000 |
0.8822 |
|
0.618 |
0.8810 |
|
HIGH |
0.8790 |
|
0.618 |
0.8778 |
|
0.500 |
0.8774 |
|
0.382 |
0.8770 |
|
LOW |
0.8758 |
|
0.618 |
0.8738 |
|
1.000 |
0.8726 |
|
1.618 |
0.8706 |
|
2.618 |
0.8674 |
|
4.250 |
0.8622 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8796 |
0.8746 |
| PP |
0.8785 |
0.8684 |
| S1 |
0.8774 |
0.8623 |
|