CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8760 |
0.8870 |
0.0110 |
1.3% |
0.8472 |
High |
0.8811 |
0.8938 |
0.0127 |
1.4% |
0.8938 |
Low |
0.8717 |
0.8870 |
0.0153 |
1.8% |
0.8456 |
Close |
0.8782 |
0.8920 |
0.0138 |
1.6% |
0.8920 |
Range |
0.0094 |
0.0068 |
-0.0026 |
-27.7% |
0.0482 |
ATR |
0.0088 |
0.0093 |
0.0005 |
5.5% |
0.0000 |
Volume |
86 |
137 |
51 |
59.3% |
276 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9113 |
0.9085 |
0.8957 |
|
R3 |
0.9045 |
0.9017 |
0.8939 |
|
R2 |
0.8977 |
0.8977 |
0.8932 |
|
R1 |
0.8949 |
0.8949 |
0.8926 |
0.8963 |
PP |
0.8909 |
0.8909 |
0.8909 |
0.8917 |
S1 |
0.8881 |
0.8881 |
0.8914 |
0.8895 |
S2 |
0.8841 |
0.8841 |
0.8908 |
|
S3 |
0.8773 |
0.8813 |
0.8901 |
|
S4 |
0.8705 |
0.8745 |
0.8883 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0217 |
1.0051 |
0.9185 |
|
R3 |
0.9735 |
0.9569 |
0.9053 |
|
R2 |
0.9253 |
0.9253 |
0.9008 |
|
R1 |
0.9087 |
0.9087 |
0.8964 |
0.9170 |
PP |
0.8771 |
0.8771 |
0.8771 |
0.8813 |
S1 |
0.8605 |
0.8605 |
0.8876 |
0.8688 |
S2 |
0.8289 |
0.8289 |
0.8832 |
|
S3 |
0.7807 |
0.8123 |
0.8787 |
|
S4 |
0.7325 |
0.7641 |
0.8655 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8938 |
0.8456 |
0.0482 |
5.4% |
0.0085 |
0.9% |
96% |
True |
False |
55 |
10 |
0.8938 |
0.8456 |
0.0482 |
5.4% |
0.0078 |
0.9% |
96% |
True |
False |
53 |
20 |
0.8938 |
0.8179 |
0.0759 |
8.5% |
0.0066 |
0.7% |
98% |
True |
False |
49 |
40 |
0.8938 |
0.7920 |
0.1018 |
11.4% |
0.0058 |
0.6% |
98% |
True |
False |
43 |
60 |
0.8938 |
0.7725 |
0.1213 |
13.6% |
0.0055 |
0.6% |
99% |
True |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9227 |
2.618 |
0.9116 |
1.618 |
0.9048 |
1.000 |
0.9006 |
0.618 |
0.8980 |
HIGH |
0.8938 |
0.618 |
0.8912 |
0.500 |
0.8904 |
0.382 |
0.8896 |
LOW |
0.8870 |
0.618 |
0.8828 |
1.000 |
0.8802 |
1.618 |
0.8760 |
2.618 |
0.8692 |
4.250 |
0.8581 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8915 |
0.8889 |
PP |
0.8909 |
0.8858 |
S1 |
0.8904 |
0.8828 |
|