CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9050 |
0.8850 |
-0.0200 |
-2.2% |
0.8927 |
| High |
0.9050 |
0.8870 |
-0.0180 |
-2.0% |
0.9138 |
| Low |
0.8908 |
0.8804 |
-0.0104 |
-1.2% |
0.8908 |
| Close |
0.8954 |
0.8832 |
-0.0122 |
-1.4% |
0.8954 |
| Range |
0.0142 |
0.0066 |
-0.0076 |
-53.5% |
0.0230 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.5% |
0.0000 |
| Volume |
104 |
174 |
70 |
67.3% |
891 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9033 |
0.8999 |
0.8868 |
|
| R3 |
0.8967 |
0.8933 |
0.8850 |
|
| R2 |
0.8901 |
0.8901 |
0.8844 |
|
| R1 |
0.8867 |
0.8867 |
0.8838 |
0.8851 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8828 |
| S1 |
0.8801 |
0.8801 |
0.8826 |
0.8785 |
| S2 |
0.8769 |
0.8769 |
0.8820 |
|
| S3 |
0.8703 |
0.8735 |
0.8814 |
|
| S4 |
0.8637 |
0.8669 |
0.8796 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9690 |
0.9552 |
0.9081 |
|
| R3 |
0.9460 |
0.9322 |
0.9017 |
|
| R2 |
0.9230 |
0.9230 |
0.8996 |
|
| R1 |
0.9092 |
0.9092 |
0.8975 |
0.9161 |
| PP |
0.9000 |
0.9000 |
0.9000 |
0.9035 |
| S1 |
0.8862 |
0.8862 |
0.8933 |
0.8931 |
| S2 |
0.8770 |
0.8770 |
0.8912 |
|
| S3 |
0.8540 |
0.8632 |
0.8891 |
|
| S4 |
0.8310 |
0.8402 |
0.8828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9138 |
0.8804 |
0.0334 |
3.8% |
0.0085 |
1.0% |
8% |
False |
True |
162 |
| 10 |
0.9265 |
0.8804 |
0.0461 |
5.2% |
0.0113 |
1.3% |
6% |
False |
True |
150 |
| 20 |
0.9265 |
0.8456 |
0.0809 |
9.2% |
0.0100 |
1.1% |
46% |
False |
False |
120 |
| 40 |
0.9265 |
0.8025 |
0.1240 |
14.0% |
0.0080 |
0.9% |
65% |
False |
False |
86 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.2% |
0.0066 |
0.8% |
68% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9151 |
|
2.618 |
0.9043 |
|
1.618 |
0.8977 |
|
1.000 |
0.8936 |
|
0.618 |
0.8911 |
|
HIGH |
0.8870 |
|
0.618 |
0.8845 |
|
0.500 |
0.8837 |
|
0.382 |
0.8829 |
|
LOW |
0.8804 |
|
0.618 |
0.8763 |
|
1.000 |
0.8738 |
|
1.618 |
0.8697 |
|
2.618 |
0.8631 |
|
4.250 |
0.8524 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8837 |
0.8971 |
| PP |
0.8835 |
0.8925 |
| S1 |
0.8834 |
0.8878 |
|