CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8927 |
0.9117 |
0.0190 |
2.1% |
0.9225 |
High |
0.8962 |
0.9117 |
0.0155 |
1.7% |
0.9265 |
Low |
0.8916 |
0.9064 |
0.0148 |
1.7% |
0.8929 |
Close |
0.8957 |
0.9105 |
0.0148 |
1.7% |
0.8958 |
Range |
0.0046 |
0.0053 |
0.0007 |
15.2% |
0.0336 |
ATR |
0.0113 |
0.0117 |
0.0003 |
2.9% |
0.0000 |
Volume |
254 |
286 |
32 |
12.6% |
560 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9254 |
0.9233 |
0.9134 |
|
R3 |
0.9201 |
0.9180 |
0.9120 |
|
R2 |
0.9148 |
0.9148 |
0.9115 |
|
R1 |
0.9127 |
0.9127 |
0.9110 |
0.9111 |
PP |
0.9095 |
0.9095 |
0.9095 |
0.9088 |
S1 |
0.9074 |
0.9074 |
0.9100 |
0.9058 |
S2 |
0.9042 |
0.9042 |
0.9095 |
|
S3 |
0.8989 |
0.9021 |
0.9090 |
|
S4 |
0.8936 |
0.8968 |
0.9076 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0059 |
0.9844 |
0.9143 |
|
R3 |
0.9723 |
0.9508 |
0.9050 |
|
R2 |
0.9387 |
0.9387 |
0.9020 |
|
R1 |
0.9172 |
0.9172 |
0.8989 |
0.9112 |
PP |
0.9051 |
0.9051 |
0.9051 |
0.9020 |
S1 |
0.8836 |
0.8836 |
0.8927 |
0.8776 |
S2 |
0.8715 |
0.8715 |
0.8896 |
|
S3 |
0.8379 |
0.8500 |
0.8866 |
|
S4 |
0.8043 |
0.8164 |
0.8773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9250 |
0.8916 |
0.0334 |
3.7% |
0.0144 |
1.6% |
57% |
False |
False |
183 |
10 |
0.9265 |
0.8916 |
0.0349 |
3.8% |
0.0112 |
1.2% |
54% |
False |
False |
142 |
20 |
0.9265 |
0.8456 |
0.0809 |
8.9% |
0.0096 |
1.1% |
80% |
False |
False |
106 |
40 |
0.9265 |
0.8025 |
0.1240 |
13.6% |
0.0076 |
0.8% |
87% |
False |
False |
75 |
60 |
0.9265 |
0.7886 |
0.1379 |
15.1% |
0.0064 |
0.7% |
88% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9342 |
2.618 |
0.9256 |
1.618 |
0.9203 |
1.000 |
0.9170 |
0.618 |
0.9150 |
HIGH |
0.9117 |
0.618 |
0.9097 |
0.500 |
0.9091 |
0.382 |
0.9084 |
LOW |
0.9064 |
0.618 |
0.9031 |
1.000 |
0.9011 |
1.618 |
0.8978 |
2.618 |
0.8925 |
4.250 |
0.8839 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9100 |
0.9077 |
PP |
0.9095 |
0.9049 |
S1 |
0.9091 |
0.9021 |
|