CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8690 |
0.8685 |
-0.0005 |
-0.1% |
0.8775 |
| High |
0.8690 |
0.8685 |
-0.0005 |
-0.1% |
0.8775 |
| Low |
0.8642 |
0.8600 |
-0.0042 |
-0.5% |
0.8608 |
| Close |
0.8654 |
0.8615 |
-0.0039 |
-0.5% |
0.8686 |
| Range |
0.0048 |
0.0085 |
0.0037 |
77.1% |
0.0167 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
42 |
64 |
22 |
52.4% |
395 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8888 |
0.8837 |
0.8662 |
|
| R3 |
0.8803 |
0.8752 |
0.8638 |
|
| R2 |
0.8718 |
0.8718 |
0.8631 |
|
| R1 |
0.8667 |
0.8667 |
0.8623 |
0.8650 |
| PP |
0.8633 |
0.8633 |
0.8633 |
0.8625 |
| S1 |
0.8582 |
0.8582 |
0.8607 |
0.8565 |
| S2 |
0.8548 |
0.8548 |
0.8599 |
|
| S3 |
0.8463 |
0.8497 |
0.8592 |
|
| S4 |
0.8378 |
0.8412 |
0.8568 |
|
|
| 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 |
0.8600 |
0.0149 |
1.7% |
0.0067 |
0.8% |
10% |
False |
True |
80 |
| 10 |
0.8890 |
0.8600 |
0.0290 |
3.4% |
0.0072 |
0.8% |
5% |
False |
True |
71 |
| 20 |
0.9250 |
0.8600 |
0.0650 |
7.5% |
0.0094 |
1.1% |
2% |
False |
True |
113 |
| 40 |
0.9265 |
0.8456 |
0.0809 |
9.4% |
0.0085 |
1.0% |
20% |
False |
False |
92 |
| 60 |
0.9265 |
0.8025 |
0.1240 |
14.4% |
0.0074 |
0.9% |
48% |
False |
False |
75 |
| 80 |
0.9265 |
0.7725 |
0.1540 |
17.9% |
0.0067 |
0.8% |
58% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9046 |
|
2.618 |
0.8908 |
|
1.618 |
0.8823 |
|
1.000 |
0.8770 |
|
0.618 |
0.8738 |
|
HIGH |
0.8685 |
|
0.618 |
0.8653 |
|
0.500 |
0.8643 |
|
0.382 |
0.8632 |
|
LOW |
0.8600 |
|
0.618 |
0.8547 |
|
1.000 |
0.8515 |
|
1.618 |
0.8462 |
|
2.618 |
0.8377 |
|
4.250 |
0.8239 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8643 |
0.8652 |
| PP |
0.8633 |
0.8640 |
| S1 |
0.8624 |
0.8627 |
|