CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8826 |
-0.0073 |
-0.8% |
0.8927 |
| High |
0.8899 |
0.8860 |
-0.0039 |
-0.4% |
0.9138 |
| Low |
0.8820 |
0.8756 |
-0.0064 |
-0.7% |
0.8908 |
| Close |
0.8823 |
0.8856 |
0.0033 |
0.4% |
0.8954 |
| Range |
0.0079 |
0.0104 |
0.0025 |
31.6% |
0.0230 |
| ATR |
0.0123 |
0.0121 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
101 |
50 |
-51 |
-50.5% |
891 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9136 |
0.9100 |
0.8913 |
|
| R3 |
0.9032 |
0.8996 |
0.8885 |
|
| R2 |
0.8928 |
0.8928 |
0.8875 |
|
| R1 |
0.8892 |
0.8892 |
0.8866 |
0.8910 |
| PP |
0.8824 |
0.8824 |
0.8824 |
0.8833 |
| S1 |
0.8788 |
0.8788 |
0.8846 |
0.8806 |
| S2 |
0.8720 |
0.8720 |
0.8837 |
|
| S3 |
0.8616 |
0.8684 |
0.8827 |
|
| S4 |
0.8512 |
0.8580 |
0.8799 |
|
|
| 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 |
0.8756 |
0.0382 |
4.3% |
0.0096 |
1.1% |
26% |
False |
True |
118 |
| 10 |
0.9165 |
0.8756 |
0.0409 |
4.6% |
0.0103 |
1.2% |
24% |
False |
True |
154 |
| 20 |
0.9265 |
0.8717 |
0.0548 |
6.2% |
0.0098 |
1.1% |
25% |
False |
False |
126 |
| 40 |
0.9265 |
0.8066 |
0.1199 |
13.5% |
0.0081 |
0.9% |
66% |
False |
False |
88 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.2% |
0.0069 |
0.8% |
70% |
False |
False |
67 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.4% |
0.0065 |
0.7% |
73% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9302 |
|
2.618 |
0.9132 |
|
1.618 |
0.9028 |
|
1.000 |
0.8964 |
|
0.618 |
0.8924 |
|
HIGH |
0.8860 |
|
0.618 |
0.8820 |
|
0.500 |
0.8808 |
|
0.382 |
0.8796 |
|
LOW |
0.8756 |
|
0.618 |
0.8692 |
|
1.000 |
0.8652 |
|
1.618 |
0.8588 |
|
2.618 |
0.8484 |
|
4.250 |
0.8314 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8840 |
0.8847 |
| PP |
0.8824 |
0.8837 |
| S1 |
0.8808 |
0.8828 |
|