CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8863 |
0.8830 |
-0.0033 |
-0.4% |
0.8850 |
| High |
0.8890 |
0.8861 |
-0.0029 |
-0.3% |
0.8899 |
| Low |
0.8825 |
0.8820 |
-0.0005 |
-0.1% |
0.8756 |
| Close |
0.8837 |
0.8826 |
-0.0011 |
-0.1% |
0.8826 |
| Range |
0.0065 |
0.0041 |
-0.0024 |
-36.9% |
0.0143 |
| ATR |
0.0117 |
0.0112 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
51 |
116 |
65 |
127.5% |
492 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8959 |
0.8933 |
0.8849 |
|
| R3 |
0.8918 |
0.8892 |
0.8837 |
|
| R2 |
0.8877 |
0.8877 |
0.8834 |
|
| R1 |
0.8851 |
0.8851 |
0.8830 |
0.8844 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8832 |
| S1 |
0.8810 |
0.8810 |
0.8822 |
0.8803 |
| S2 |
0.8795 |
0.8795 |
0.8818 |
|
| S3 |
0.8754 |
0.8769 |
0.8815 |
|
| S4 |
0.8713 |
0.8728 |
0.8803 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9184 |
0.8905 |
|
| R3 |
0.9113 |
0.9041 |
0.8865 |
|
| R2 |
0.8970 |
0.8970 |
0.8852 |
|
| R1 |
0.8898 |
0.8898 |
0.8839 |
0.8863 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8809 |
| S1 |
0.8755 |
0.8755 |
0.8813 |
0.8720 |
| S2 |
0.8684 |
0.8684 |
0.8800 |
|
| S3 |
0.8541 |
0.8612 |
0.8787 |
|
| S4 |
0.8398 |
0.8469 |
0.8747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8899 |
0.8756 |
0.0143 |
1.6% |
0.0071 |
0.8% |
49% |
False |
False |
98 |
| 10 |
0.9138 |
0.8756 |
0.0382 |
4.3% |
0.0076 |
0.9% |
18% |
False |
False |
138 |
| 20 |
0.9265 |
0.8756 |
0.0509 |
5.8% |
0.0097 |
1.1% |
14% |
False |
False |
129 |
| 40 |
0.9265 |
0.8179 |
0.1086 |
12.3% |
0.0081 |
0.9% |
60% |
False |
False |
88 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.2% |
0.0070 |
0.8% |
67% |
False |
False |
70 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.4% |
0.0065 |
0.7% |
71% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9035 |
|
2.618 |
0.8968 |
|
1.618 |
0.8927 |
|
1.000 |
0.8902 |
|
0.618 |
0.8886 |
|
HIGH |
0.8861 |
|
0.618 |
0.8845 |
|
0.500 |
0.8841 |
|
0.382 |
0.8836 |
|
LOW |
0.8820 |
|
0.618 |
0.8795 |
|
1.000 |
0.8779 |
|
1.618 |
0.8754 |
|
2.618 |
0.8713 |
|
4.250 |
0.8646 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8841 |
0.8825 |
| PP |
0.8836 |
0.8824 |
| S1 |
0.8831 |
0.8823 |
|