CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.8920 |
-0.0039 |
-0.4% |
0.8475 |
| High |
0.9017 |
0.9008 |
-0.0009 |
-0.1% |
0.8945 |
| Low |
0.8925 |
0.8890 |
-0.0035 |
-0.4% |
0.8475 |
| Close |
0.8978 |
0.8986 |
0.0008 |
0.1% |
0.8913 |
| Range |
0.0092 |
0.0118 |
0.0026 |
28.3% |
0.0470 |
| ATR |
0.0112 |
0.0113 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,003 |
758 |
-245 |
-24.4% |
2,463 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9269 |
0.9051 |
|
| R3 |
0.9197 |
0.9151 |
0.9018 |
|
| R2 |
0.9079 |
0.9079 |
0.9008 |
|
| R1 |
0.9033 |
0.9033 |
0.8997 |
0.9056 |
| PP |
0.8961 |
0.8961 |
0.8961 |
0.8973 |
| S1 |
0.8915 |
0.8915 |
0.8975 |
0.8938 |
| S2 |
0.8843 |
0.8843 |
0.8964 |
|
| S3 |
0.8725 |
0.8797 |
0.8954 |
|
| S4 |
0.8607 |
0.8679 |
0.8921 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0020 |
0.9172 |
|
| R3 |
0.9718 |
0.9550 |
0.9042 |
|
| R2 |
0.9248 |
0.9248 |
0.8999 |
|
| R1 |
0.9080 |
0.9080 |
0.8956 |
0.9164 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8820 |
| S1 |
0.8610 |
0.8610 |
0.8870 |
0.8694 |
| S2 |
0.8308 |
0.8308 |
0.8827 |
|
| S3 |
0.7838 |
0.8140 |
0.8784 |
|
| S4 |
0.7368 |
0.7670 |
0.8655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9017 |
0.8717 |
0.0300 |
3.3% |
0.0117 |
1.3% |
90% |
False |
False |
807 |
| 10 |
0.9017 |
0.8475 |
0.0542 |
6.0% |
0.0115 |
1.3% |
94% |
False |
False |
576 |
| 20 |
0.9017 |
0.8357 |
0.0660 |
7.3% |
0.0110 |
1.2% |
95% |
False |
False |
377 |
| 40 |
0.9017 |
0.7900 |
0.1117 |
12.4% |
0.0096 |
1.1% |
97% |
False |
False |
248 |
| 60 |
0.9017 |
0.7700 |
0.1317 |
14.7% |
0.0087 |
1.0% |
98% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9510 |
|
2.618 |
0.9317 |
|
1.618 |
0.9199 |
|
1.000 |
0.9126 |
|
0.618 |
0.9081 |
|
HIGH |
0.9008 |
|
0.618 |
0.8963 |
|
0.500 |
0.8949 |
|
0.382 |
0.8935 |
|
LOW |
0.8890 |
|
0.618 |
0.8817 |
|
1.000 |
0.8772 |
|
1.618 |
0.8699 |
|
2.618 |
0.8581 |
|
4.250 |
0.8389 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8974 |
0.8963 |
| PP |
0.8961 |
0.8940 |
| S1 |
0.8949 |
0.8918 |
|