CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8675 |
0.8725 |
0.0050 |
0.6% |
0.8850 |
| High |
0.8710 |
0.8749 |
0.0039 |
0.4% |
0.8899 |
| Low |
0.8650 |
0.8697 |
0.0047 |
0.5% |
0.8756 |
| Close |
0.8694 |
0.8690 |
-0.0004 |
0.0% |
0.8826 |
| Range |
0.0060 |
0.0052 |
-0.0008 |
-13.3% |
0.0143 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
59 |
79 |
20 |
33.9% |
492 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8868 |
0.8831 |
0.8719 |
|
| R3 |
0.8816 |
0.8779 |
0.8704 |
|
| R2 |
0.8764 |
0.8764 |
0.8700 |
|
| R1 |
0.8727 |
0.8727 |
0.8695 |
0.8720 |
| PP |
0.8712 |
0.8712 |
0.8712 |
0.8708 |
| S1 |
0.8675 |
0.8675 |
0.8685 |
0.8668 |
| S2 |
0.8660 |
0.8660 |
0.8680 |
|
| S3 |
0.8608 |
0.8623 |
0.8676 |
|
| S4 |
0.8556 |
0.8571 |
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% |
0.0066 |
0.8% |
17% |
False |
False |
68 |
| 10 |
0.9138 |
0.8650 |
0.0488 |
5.6% |
0.0081 |
0.9% |
8% |
False |
False |
93 |
| 20 |
0.9265 |
0.8650 |
0.0615 |
7.1% |
0.0098 |
1.1% |
7% |
False |
False |
111 |
| 40 |
0.9265 |
0.8305 |
0.0960 |
11.0% |
0.0084 |
1.0% |
40% |
False |
False |
89 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.5% |
0.0072 |
0.8% |
57% |
False |
False |
72 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.7% |
0.0066 |
0.8% |
63% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8970 |
|
2.618 |
0.8885 |
|
1.618 |
0.8833 |
|
1.000 |
0.8801 |
|
0.618 |
0.8781 |
|
HIGH |
0.8749 |
|
0.618 |
0.8729 |
|
0.500 |
0.8723 |
|
0.382 |
0.8717 |
|
LOW |
0.8697 |
|
0.618 |
0.8665 |
|
1.000 |
0.8645 |
|
1.618 |
0.8613 |
|
2.618 |
0.8561 |
|
4.250 |
0.8476 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8723 |
0.8713 |
| PP |
0.8712 |
0.8705 |
| S1 |
0.8701 |
0.8698 |
|