CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8665 |
0.8770 |
0.0105 |
1.2% |
0.8700 |
High |
0.8802 |
0.8810 |
0.0008 |
0.1% |
0.8715 |
Low |
0.8643 |
0.8717 |
0.0074 |
0.9% |
0.8480 |
Close |
0.8803 |
0.8776 |
-0.0027 |
-0.3% |
0.8485 |
Range |
0.0159 |
0.0093 |
-0.0066 |
-41.5% |
0.0235 |
ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
719 |
400 |
-319 |
-44.4% |
846 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9047 |
0.9004 |
0.8827 |
|
R3 |
0.8954 |
0.8911 |
0.8802 |
|
R2 |
0.8861 |
0.8861 |
0.8793 |
|
R1 |
0.8818 |
0.8818 |
0.8785 |
0.8840 |
PP |
0.8768 |
0.8768 |
0.8768 |
0.8778 |
S1 |
0.8725 |
0.8725 |
0.8767 |
0.8747 |
S2 |
0.8675 |
0.8675 |
0.8759 |
|
S3 |
0.8582 |
0.8632 |
0.8750 |
|
S4 |
0.8489 |
0.8539 |
0.8725 |
|
|
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 |
0.8810 |
0.8475 |
0.0335 |
3.8% |
0.0117 |
1.3% |
90% |
True |
False |
375 |
10 |
0.8810 |
0.8475 |
0.0335 |
3.8% |
0.0121 |
1.4% |
90% |
True |
False |
284 |
20 |
0.8810 |
0.8175 |
0.0635 |
7.2% |
0.0100 |
1.1% |
95% |
True |
False |
228 |
40 |
0.8810 |
0.7900 |
0.0910 |
10.4% |
0.0091 |
1.0% |
96% |
True |
False |
163 |
60 |
0.8810 |
0.7700 |
0.1110 |
12.6% |
0.0082 |
0.9% |
97% |
True |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9205 |
2.618 |
0.9053 |
1.618 |
0.8960 |
1.000 |
0.8903 |
0.618 |
0.8867 |
HIGH |
0.8810 |
0.618 |
0.8774 |
0.500 |
0.8764 |
0.382 |
0.8753 |
LOW |
0.8717 |
0.618 |
0.8660 |
1.000 |
0.8624 |
1.618 |
0.8567 |
2.618 |
0.8474 |
4.250 |
0.8322 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8772 |
0.8751 |
PP |
0.8768 |
0.8726 |
S1 |
0.8764 |
0.8701 |
|