CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8725 |
0.8667 |
-0.0058 |
-0.7% |
0.8850 |
| High |
0.8749 |
0.8728 |
-0.0021 |
-0.2% |
0.8899 |
| Low |
0.8697 |
0.8608 |
-0.0089 |
-1.0% |
0.8756 |
| Close |
0.8690 |
0.8647 |
-0.0043 |
-0.5% |
0.8826 |
| Range |
0.0052 |
0.0120 |
0.0068 |
130.8% |
0.0143 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.8% |
0.0000 |
| Volume |
79 |
72 |
-7 |
-8.9% |
492 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9021 |
0.8954 |
0.8713 |
|
| R3 |
0.8901 |
0.8834 |
0.8680 |
|
| R2 |
0.8781 |
0.8781 |
0.8669 |
|
| R1 |
0.8714 |
0.8714 |
0.8658 |
0.8688 |
| PP |
0.8661 |
0.8661 |
0.8661 |
0.8648 |
| S1 |
0.8594 |
0.8594 |
0.8636 |
0.8568 |
| S2 |
0.8541 |
0.8541 |
0.8625 |
|
| S3 |
0.8421 |
0.8474 |
0.8614 |
|
| S4 |
0.8301 |
0.8354 |
0.8581 |
|
|
| 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 |
0.8861 |
0.8608 |
0.0253 |
2.9% |
0.0077 |
0.9% |
15% |
False |
True |
73 |
| 10 |
0.9050 |
0.8608 |
0.0442 |
5.1% |
0.0084 |
1.0% |
9% |
False |
True |
84 |
| 20 |
0.9265 |
0.8608 |
0.0657 |
7.6% |
0.0100 |
1.2% |
6% |
False |
True |
113 |
| 40 |
0.9265 |
0.8397 |
0.0868 |
10.0% |
0.0085 |
1.0% |
29% |
False |
False |
90 |
| 60 |
0.9265 |
0.7920 |
0.1345 |
15.6% |
0.0073 |
0.8% |
54% |
False |
False |
72 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.8% |
0.0067 |
0.8% |
60% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9238 |
|
2.618 |
0.9042 |
|
1.618 |
0.8922 |
|
1.000 |
0.8848 |
|
0.618 |
0.8802 |
|
HIGH |
0.8728 |
|
0.618 |
0.8682 |
|
0.500 |
0.8668 |
|
0.382 |
0.8654 |
|
LOW |
0.8608 |
|
0.618 |
0.8534 |
|
1.000 |
0.8488 |
|
1.618 |
0.8414 |
|
2.618 |
0.8294 |
|
4.250 |
0.8098 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8668 |
0.8679 |
| PP |
0.8661 |
0.8668 |
| S1 |
0.8654 |
0.8658 |
|