CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8775 |
0.8675 |
-0.0100 |
-1.1% |
0.8850 |
| High |
0.8775 |
0.8710 |
-0.0065 |
-0.7% |
0.8899 |
| Low |
0.8664 |
0.8650 |
-0.0014 |
-0.2% |
0.8756 |
| Close |
0.8690 |
0.8694 |
0.0004 |
0.0% |
0.8826 |
| Range |
0.0111 |
0.0060 |
-0.0051 |
-45.9% |
0.0143 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
39 |
59 |
20 |
51.3% |
492 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8865 |
0.8839 |
0.8727 |
|
| R3 |
0.8805 |
0.8779 |
0.8711 |
|
| R2 |
0.8745 |
0.8745 |
0.8705 |
|
| R1 |
0.8719 |
0.8719 |
0.8700 |
0.8732 |
| PP |
0.8685 |
0.8685 |
0.8685 |
0.8691 |
| S1 |
0.8659 |
0.8659 |
0.8689 |
0.8672 |
| S2 |
0.8625 |
0.8625 |
0.8683 |
|
| S3 |
0.8565 |
0.8599 |
0.8678 |
|
| S4 |
0.8505 |
0.8539 |
0.8661 |
|
|
| 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 |
0.8890 |
0.8650 |
0.0240 |
2.8% |
0.0076 |
0.9% |
18% |
False |
True |
63 |
| 10 |
0.9138 |
0.8650 |
0.0488 |
5.6% |
0.0083 |
1.0% |
9% |
False |
True |
94 |
| 20 |
0.9265 |
0.8650 |
0.0615 |
7.1% |
0.0097 |
1.1% |
7% |
False |
True |
118 |
| 40 |
0.9265 |
0.8179 |
0.1086 |
12.5% |
0.0083 |
0.9% |
47% |
False |
False |
87 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.5% |
0.0073 |
0.8% |
58% |
False |
False |
71 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.7% |
0.0066 |
0.8% |
63% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8965 |
|
2.618 |
0.8867 |
|
1.618 |
0.8807 |
|
1.000 |
0.8770 |
|
0.618 |
0.8747 |
|
HIGH |
0.8710 |
|
0.618 |
0.8687 |
|
0.500 |
0.8680 |
|
0.382 |
0.8673 |
|
LOW |
0.8650 |
|
0.618 |
0.8613 |
|
1.000 |
0.8590 |
|
1.618 |
0.8553 |
|
2.618 |
0.8493 |
|
4.250 |
0.8395 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8689 |
0.8756 |
| PP |
0.8685 |
0.8735 |
| S1 |
0.8680 |
0.8715 |
|