CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9171 |
-0.0007 |
-0.1% |
0.8902 |
| High |
0.9275 |
0.9273 |
-0.0002 |
0.0% |
0.9181 |
| Low |
0.9141 |
0.9122 |
-0.0019 |
-0.2% |
0.8818 |
| Close |
0.9186 |
0.9258 |
0.0072 |
0.8% |
0.9148 |
| Range |
0.0134 |
0.0151 |
0.0017 |
12.7% |
0.0363 |
| ATR |
0.0120 |
0.0123 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,469 |
2,366 |
897 |
61.1% |
4,030 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9671 |
0.9615 |
0.9341 |
|
| R3 |
0.9520 |
0.9464 |
0.9300 |
|
| R2 |
0.9369 |
0.9369 |
0.9286 |
|
| R1 |
0.9313 |
0.9313 |
0.9272 |
0.9341 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9232 |
| S1 |
0.9162 |
0.9162 |
0.9244 |
0.9190 |
| S2 |
0.9067 |
0.9067 |
0.9230 |
|
| S3 |
0.8916 |
0.9011 |
0.9216 |
|
| S4 |
0.8765 |
0.8860 |
0.9175 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0006 |
0.9348 |
|
| R3 |
0.9775 |
0.9643 |
0.9248 |
|
| R2 |
0.9412 |
0.9412 |
0.9215 |
|
| R1 |
0.9280 |
0.9280 |
0.9181 |
0.9346 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9082 |
| S1 |
0.8917 |
0.8917 |
0.9115 |
0.8983 |
| S2 |
0.8686 |
0.8686 |
0.9081 |
|
| S3 |
0.8323 |
0.8554 |
0.9048 |
|
| S4 |
0.7960 |
0.8191 |
0.8948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.8890 |
0.0385 |
4.2% |
0.0140 |
1.5% |
96% |
False |
False |
1,350 |
| 10 |
0.9275 |
0.8592 |
0.0683 |
7.4% |
0.0133 |
1.4% |
98% |
False |
False |
995 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.6% |
0.0122 |
1.3% |
98% |
False |
False |
595 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
13.8% |
0.0102 |
1.1% |
99% |
False |
False |
367 |
| 60 |
0.9275 |
0.7700 |
0.1575 |
17.0% |
0.0094 |
1.0% |
99% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9668 |
|
1.618 |
0.9517 |
|
1.000 |
0.9424 |
|
0.618 |
0.9366 |
|
HIGH |
0.9273 |
|
0.618 |
0.9215 |
|
0.500 |
0.9198 |
|
0.382 |
0.9180 |
|
LOW |
0.9122 |
|
0.618 |
0.9029 |
|
1.000 |
0.8971 |
|
1.618 |
0.8878 |
|
2.618 |
0.8727 |
|
4.250 |
0.8480 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9214 |
| PP |
0.9218 |
0.9170 |
| S1 |
0.9198 |
0.9126 |
|