CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9050 |
-0.0067 |
-0.7% |
0.9225 |
| High |
0.9117 |
0.9050 |
-0.0067 |
-0.7% |
0.9265 |
| Low |
0.9064 |
0.8975 |
-0.0089 |
-1.0% |
0.8929 |
| Close |
0.9105 |
0.9027 |
-0.0078 |
-0.9% |
0.8958 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0336 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.8% |
0.0000 |
| Volume |
286 |
84 |
-202 |
-70.6% |
560 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9210 |
0.9068 |
|
| R3 |
0.9167 |
0.9135 |
0.9048 |
|
| R2 |
0.9092 |
0.9092 |
0.9041 |
|
| R1 |
0.9060 |
0.9060 |
0.9034 |
0.9039 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9007 |
| S1 |
0.8985 |
0.8985 |
0.9020 |
0.8964 |
| S2 |
0.8942 |
0.8942 |
0.9013 |
|
| S3 |
0.8867 |
0.8910 |
0.9006 |
|
| S4 |
0.8792 |
0.8835 |
0.8986 |
|
|
| 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 |
0.9165 |
0.8916 |
0.0249 |
2.8% |
0.0111 |
1.2% |
45% |
False |
False |
189 |
| 10 |
0.9265 |
0.8916 |
0.0349 |
3.9% |
0.0115 |
1.3% |
32% |
False |
False |
129 |
| 20 |
0.9265 |
0.8456 |
0.0809 |
9.0% |
0.0095 |
1.1% |
71% |
False |
False |
109 |
| 40 |
0.9265 |
0.8025 |
0.1240 |
13.7% |
0.0076 |
0.8% |
81% |
False |
False |
77 |
| 60 |
0.9265 |
0.7886 |
0.1379 |
15.3% |
0.0065 |
0.7% |
83% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9246 |
|
1.618 |
0.9171 |
|
1.000 |
0.9125 |
|
0.618 |
0.9096 |
|
HIGH |
0.9050 |
|
0.618 |
0.9021 |
|
0.500 |
0.9013 |
|
0.382 |
0.9004 |
|
LOW |
0.8975 |
|
0.618 |
0.8929 |
|
1.000 |
0.8900 |
|
1.618 |
0.8854 |
|
2.618 |
0.8779 |
|
4.250 |
0.8656 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9022 |
0.9024 |
| PP |
0.9017 |
0.9020 |
| S1 |
0.9013 |
0.9017 |
|