CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9250 |
0.9000 |
-0.0250 |
-2.7% |
0.8885 |
| High |
0.9250 |
0.9165 |
-0.0085 |
-0.9% |
0.9180 |
| Low |
0.9010 |
0.8980 |
-0.0030 |
-0.3% |
0.8860 |
| Close |
0.9039 |
0.9129 |
0.0090 |
1.0% |
0.9154 |
| Range |
0.0240 |
0.0185 |
-0.0055 |
-22.9% |
0.0320 |
| ATR |
0.0107 |
0.0112 |
0.0006 |
5.3% |
0.0000 |
| Volume |
54 |
163 |
109 |
201.9% |
517 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9573 |
0.9231 |
|
| R3 |
0.9461 |
0.9388 |
0.9180 |
|
| R2 |
0.9276 |
0.9276 |
0.9163 |
|
| R1 |
0.9203 |
0.9203 |
0.9146 |
0.9240 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9110 |
| S1 |
0.9018 |
0.9018 |
0.9112 |
0.9055 |
| S2 |
0.8906 |
0.8906 |
0.9095 |
|
| S3 |
0.8721 |
0.8833 |
0.9078 |
|
| S4 |
0.8536 |
0.8648 |
0.9027 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0025 |
0.9909 |
0.9330 |
|
| R3 |
0.9705 |
0.9589 |
0.9242 |
|
| R2 |
0.9385 |
0.9385 |
0.9213 |
|
| R1 |
0.9269 |
0.9269 |
0.9183 |
0.9327 |
| PP |
0.9065 |
0.9065 |
0.9065 |
0.9094 |
| S1 |
0.8949 |
0.8949 |
0.9125 |
0.9007 |
| S2 |
0.8745 |
0.8745 |
0.9095 |
|
| S3 |
0.8425 |
0.8629 |
0.9066 |
|
| S4 |
0.8105 |
0.8309 |
0.8978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9265 |
0.8980 |
0.0285 |
3.1% |
0.0138 |
1.5% |
52% |
False |
True |
95 |
| 10 |
0.9265 |
0.8717 |
0.0548 |
6.0% |
0.0107 |
1.2% |
75% |
False |
False |
113 |
| 20 |
0.9265 |
0.8456 |
0.0809 |
8.9% |
0.0091 |
1.0% |
83% |
False |
False |
75 |
| 40 |
0.9265 |
0.8025 |
0.1240 |
13.6% |
0.0071 |
0.8% |
89% |
False |
False |
59 |
| 60 |
0.9265 |
0.7786 |
0.1479 |
16.2% |
0.0063 |
0.7% |
91% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9951 |
|
2.618 |
0.9649 |
|
1.618 |
0.9464 |
|
1.000 |
0.9350 |
|
0.618 |
0.9279 |
|
HIGH |
0.9165 |
|
0.618 |
0.9094 |
|
0.500 |
0.9073 |
|
0.382 |
0.9051 |
|
LOW |
0.8980 |
|
0.618 |
0.8866 |
|
1.000 |
0.8795 |
|
1.618 |
0.8681 |
|
2.618 |
0.8496 |
|
4.250 |
0.8194 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9110 |
0.9127 |
| PP |
0.9091 |
0.9125 |
| S1 |
0.9073 |
0.9123 |
|