CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
0.8850 |
0.8899 |
0.0049 |
0.6% |
0.8927 |
High |
0.8870 |
0.8899 |
0.0029 |
0.3% |
0.9138 |
Low |
0.8804 |
0.8820 |
0.0016 |
0.2% |
0.8908 |
Close |
0.8832 |
0.8823 |
-0.0009 |
-0.1% |
0.8954 |
Range |
0.0066 |
0.0079 |
0.0013 |
19.7% |
0.0230 |
ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
174 |
101 |
-73 |
-42.0% |
891 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9084 |
0.9033 |
0.8866 |
|
R3 |
0.9005 |
0.8954 |
0.8845 |
|
R2 |
0.8926 |
0.8926 |
0.8837 |
|
R1 |
0.8875 |
0.8875 |
0.8830 |
0.8861 |
PP |
0.8847 |
0.8847 |
0.8847 |
0.8841 |
S1 |
0.8796 |
0.8796 |
0.8816 |
0.8782 |
S2 |
0.8768 |
0.8768 |
0.8809 |
|
S3 |
0.8689 |
0.8717 |
0.8801 |
|
S4 |
0.8610 |
0.8638 |
0.8780 |
|
|
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% |
0.0090 |
1.0% |
6% |
False |
False |
125 |
10 |
0.9250 |
0.8804 |
0.0446 |
5.1% |
0.0117 |
1.3% |
4% |
False |
False |
154 |
20 |
0.9265 |
0.8618 |
0.0647 |
7.3% |
0.0095 |
1.1% |
32% |
False |
False |
125 |
40 |
0.9265 |
0.8025 |
0.1240 |
14.1% |
0.0081 |
0.9% |
64% |
False |
False |
88 |
60 |
0.9265 |
0.7920 |
0.1345 |
15.2% |
0.0068 |
0.8% |
67% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9235 |
2.618 |
0.9106 |
1.618 |
0.9027 |
1.000 |
0.8978 |
0.618 |
0.8948 |
HIGH |
0.8899 |
0.618 |
0.8869 |
0.500 |
0.8860 |
0.382 |
0.8850 |
LOW |
0.8820 |
0.618 |
0.8771 |
1.000 |
0.8741 |
1.618 |
0.8692 |
2.618 |
0.8613 |
4.250 |
0.8484 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8860 |
0.8927 |
PP |
0.8847 |
0.8892 |
S1 |
0.8835 |
0.8858 |
|