CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8830 |
0.8775 |
-0.0055 |
-0.6% |
0.8850 |
| High |
0.8861 |
0.8775 |
-0.0086 |
-1.0% |
0.8899 |
| Low |
0.8820 |
0.8664 |
-0.0156 |
-1.8% |
0.8756 |
| Close |
0.8826 |
0.8690 |
-0.0136 |
-1.5% |
0.8826 |
| Range |
0.0041 |
0.0111 |
0.0070 |
170.7% |
0.0143 |
| ATR |
0.0112 |
0.0115 |
0.0004 |
3.2% |
0.0000 |
| Volume |
116 |
39 |
-77 |
-66.4% |
492 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9043 |
0.8977 |
0.8751 |
|
| R3 |
0.8932 |
0.8866 |
0.8721 |
|
| R2 |
0.8821 |
0.8821 |
0.8710 |
|
| R1 |
0.8755 |
0.8755 |
0.8700 |
0.8733 |
| PP |
0.8710 |
0.8710 |
0.8710 |
0.8698 |
| S1 |
0.8644 |
0.8644 |
0.8680 |
0.8622 |
| S2 |
0.8599 |
0.8599 |
0.8670 |
|
| S3 |
0.8488 |
0.8533 |
0.8659 |
|
| S4 |
0.8377 |
0.8422 |
0.8629 |
|
|
| 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 |
0.8664 |
0.0235 |
2.7% |
0.0080 |
0.9% |
11% |
False |
True |
71 |
| 10 |
0.9138 |
0.8664 |
0.0474 |
5.5% |
0.0082 |
0.9% |
5% |
False |
True |
116 |
| 20 |
0.9265 |
0.8664 |
0.0601 |
6.9% |
0.0099 |
1.1% |
4% |
False |
True |
124 |
| 40 |
0.9265 |
0.8179 |
0.1086 |
12.5% |
0.0082 |
0.9% |
47% |
False |
False |
87 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.5% |
0.0072 |
0.8% |
57% |
False |
False |
70 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.7% |
0.0066 |
0.8% |
63% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9247 |
|
2.618 |
0.9066 |
|
1.618 |
0.8955 |
|
1.000 |
0.8886 |
|
0.618 |
0.8844 |
|
HIGH |
0.8775 |
|
0.618 |
0.8733 |
|
0.500 |
0.8720 |
|
0.382 |
0.8706 |
|
LOW |
0.8664 |
|
0.618 |
0.8595 |
|
1.000 |
0.8553 |
|
1.618 |
0.8484 |
|
2.618 |
0.8373 |
|
4.250 |
0.8192 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8720 |
0.8777 |
| PP |
0.8710 |
0.8748 |
| S1 |
0.8700 |
0.8719 |
|