CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8600 |
0.8665 |
0.0065 |
0.8% |
0.8700 |
| High |
0.8685 |
0.8802 |
0.0117 |
1.3% |
0.8715 |
| Low |
0.8592 |
0.8643 |
0.0051 |
0.6% |
0.8480 |
| Close |
0.8680 |
0.8803 |
0.0123 |
1.4% |
0.8485 |
| Range |
0.0093 |
0.0159 |
0.0066 |
71.0% |
0.0235 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.8% |
0.0000 |
| Volume |
203 |
719 |
516 |
254.2% |
846 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9174 |
0.8890 |
|
| R3 |
0.9067 |
0.9015 |
0.8847 |
|
| R2 |
0.8908 |
0.8908 |
0.8832 |
|
| R1 |
0.8856 |
0.8856 |
0.8818 |
0.8882 |
| PP |
0.8749 |
0.8749 |
0.8749 |
0.8763 |
| S1 |
0.8697 |
0.8697 |
0.8788 |
0.8723 |
| S2 |
0.8590 |
0.8590 |
0.8774 |
|
| S3 |
0.8431 |
0.8538 |
0.8759 |
|
| S4 |
0.8272 |
0.8379 |
0.8716 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9110 |
0.8614 |
|
| R3 |
0.9030 |
0.8875 |
0.8550 |
|
| R2 |
0.8795 |
0.8795 |
0.8528 |
|
| R1 |
0.8640 |
0.8640 |
0.8507 |
0.8600 |
| PP |
0.8560 |
0.8560 |
0.8560 |
0.8540 |
| S1 |
0.8405 |
0.8405 |
0.8463 |
0.8365 |
| S2 |
0.8325 |
0.8325 |
0.8442 |
|
| S3 |
0.8090 |
0.8170 |
0.8420 |
|
| S4 |
0.7855 |
0.7935 |
0.8356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8802 |
0.8475 |
0.0327 |
3.7% |
0.0113 |
1.3% |
100% |
True |
False |
345 |
| 10 |
0.8802 |
0.8475 |
0.0327 |
3.7% |
0.0120 |
1.4% |
100% |
True |
False |
263 |
| 20 |
0.8802 |
0.8094 |
0.0708 |
8.0% |
0.0100 |
1.1% |
100% |
True |
False |
224 |
| 40 |
0.8802 |
0.7900 |
0.0902 |
10.2% |
0.0090 |
1.0% |
100% |
True |
False |
155 |
| 60 |
0.8802 |
0.7700 |
0.1102 |
12.5% |
0.0081 |
0.9% |
100% |
True |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9218 |
|
1.618 |
0.9059 |
|
1.000 |
0.8961 |
|
0.618 |
0.8900 |
|
HIGH |
0.8802 |
|
0.618 |
0.8741 |
|
0.500 |
0.8723 |
|
0.382 |
0.8704 |
|
LOW |
0.8643 |
|
0.618 |
0.8545 |
|
1.000 |
0.8484 |
|
1.618 |
0.8386 |
|
2.618 |
0.8227 |
|
4.250 |
0.7967 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8776 |
0.8748 |
| PP |
0.8749 |
0.8693 |
| S1 |
0.8723 |
0.8639 |
|