CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8826 |
0.8863 |
0.0037 |
0.4% |
0.8927 |
| High |
0.8860 |
0.8890 |
0.0030 |
0.3% |
0.9138 |
| Low |
0.8756 |
0.8825 |
0.0069 |
0.8% |
0.8908 |
| Close |
0.8856 |
0.8837 |
-0.0019 |
-0.2% |
0.8954 |
| Range |
0.0104 |
0.0065 |
-0.0039 |
-37.5% |
0.0230 |
| ATR |
0.0121 |
0.0117 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
50 |
51 |
1 |
2.0% |
891 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9046 |
0.9006 |
0.8873 |
|
| R3 |
0.8981 |
0.8941 |
0.8855 |
|
| R2 |
0.8916 |
0.8916 |
0.8849 |
|
| R1 |
0.8876 |
0.8876 |
0.8843 |
0.8864 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8844 |
| S1 |
0.8811 |
0.8811 |
0.8831 |
0.8799 |
| S2 |
0.8786 |
0.8786 |
0.8825 |
|
| S3 |
0.8721 |
0.8746 |
0.8819 |
|
| S4 |
0.8656 |
0.8681 |
0.8801 |
|
|
| 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 |
0.9050 |
0.8756 |
0.0294 |
3.3% |
0.0091 |
1.0% |
28% |
False |
False |
96 |
| 10 |
0.9138 |
0.8756 |
0.0382 |
4.3% |
0.0091 |
1.0% |
21% |
False |
False |
142 |
| 20 |
0.9265 |
0.8717 |
0.0548 |
6.2% |
0.0099 |
1.1% |
22% |
False |
False |
128 |
| 40 |
0.9265 |
0.8134 |
0.1131 |
12.8% |
0.0081 |
0.9% |
62% |
False |
False |
86 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.2% |
0.0070 |
0.8% |
68% |
False |
False |
68 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.4% |
0.0065 |
0.7% |
72% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9166 |
|
2.618 |
0.9060 |
|
1.618 |
0.8995 |
|
1.000 |
0.8955 |
|
0.618 |
0.8930 |
|
HIGH |
0.8890 |
|
0.618 |
0.8865 |
|
0.500 |
0.8858 |
|
0.382 |
0.8850 |
|
LOW |
0.8825 |
|
0.618 |
0.8785 |
|
1.000 |
0.8760 |
|
1.618 |
0.8720 |
|
2.618 |
0.8655 |
|
4.250 |
0.8549 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8858 |
0.8834 |
| PP |
0.8851 |
0.8831 |
| S1 |
0.8844 |
0.8828 |
|