CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8681 |
0.8690 |
0.0009 |
0.1% |
0.8775 |
| High |
0.8704 |
0.8690 |
-0.0014 |
-0.2% |
0.8775 |
| Low |
0.8675 |
0.8642 |
-0.0033 |
-0.4% |
0.8608 |
| Close |
0.8686 |
0.8654 |
-0.0032 |
-0.4% |
0.8686 |
| Range |
0.0029 |
0.0048 |
0.0019 |
65.5% |
0.0167 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
146 |
42 |
-104 |
-71.2% |
395 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8806 |
0.8778 |
0.8680 |
|
| R3 |
0.8758 |
0.8730 |
0.8667 |
|
| R2 |
0.8710 |
0.8710 |
0.8663 |
|
| R1 |
0.8682 |
0.8682 |
0.8658 |
0.8672 |
| PP |
0.8662 |
0.8662 |
0.8662 |
0.8657 |
| S1 |
0.8634 |
0.8634 |
0.8650 |
0.8624 |
| S2 |
0.8614 |
0.8614 |
0.8645 |
|
| S3 |
0.8566 |
0.8586 |
0.8641 |
|
| S4 |
0.8518 |
0.8538 |
0.8628 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9105 |
0.8778 |
|
| R3 |
0.9024 |
0.8938 |
0.8732 |
|
| R2 |
0.8857 |
0.8857 |
0.8717 |
|
| R1 |
0.8771 |
0.8771 |
0.8701 |
0.8731 |
| PP |
0.8690 |
0.8690 |
0.8690 |
0.8669 |
| S1 |
0.8604 |
0.8604 |
0.8671 |
0.8564 |
| S2 |
0.8523 |
0.8523 |
0.8655 |
|
| S3 |
0.8356 |
0.8437 |
0.8640 |
|
| S4 |
0.8189 |
0.8270 |
0.8594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8749 |
0.8608 |
0.0141 |
1.6% |
0.0062 |
0.7% |
33% |
False |
False |
79 |
| 10 |
0.8899 |
0.8608 |
0.0291 |
3.4% |
0.0071 |
0.8% |
16% |
False |
False |
75 |
| 20 |
0.9265 |
0.8608 |
0.0657 |
7.6% |
0.0092 |
1.1% |
7% |
False |
False |
112 |
| 40 |
0.9265 |
0.8440 |
0.0825 |
9.5% |
0.0085 |
1.0% |
26% |
False |
False |
93 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.3% |
0.0073 |
0.8% |
51% |
False |
False |
74 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.8% |
0.0066 |
0.8% |
60% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8894 |
|
2.618 |
0.8816 |
|
1.618 |
0.8768 |
|
1.000 |
0.8738 |
|
0.618 |
0.8720 |
|
HIGH |
0.8690 |
|
0.618 |
0.8672 |
|
0.500 |
0.8666 |
|
0.382 |
0.8660 |
|
LOW |
0.8642 |
|
0.618 |
0.8612 |
|
1.000 |
0.8594 |
|
1.618 |
0.8564 |
|
2.618 |
0.8516 |
|
4.250 |
0.8438 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8666 |
0.8668 |
| PP |
0.8662 |
0.8663 |
| S1 |
0.8658 |
0.8659 |
|