CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.8980 |
-0.0263 |
-2.8% |
0.8902 |
| High |
0.9267 |
0.9155 |
-0.0112 |
-1.2% |
0.9181 |
| Low |
0.9001 |
0.8964 |
-0.0037 |
-0.4% |
0.8818 |
| Close |
0.9032 |
0.9122 |
0.0090 |
1.0% |
0.9148 |
| Range |
0.0266 |
0.0191 |
-0.0075 |
-28.2% |
0.0363 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.1% |
0.0000 |
| Volume |
8,142 |
4,831 |
-3,311 |
-40.7% |
4,030 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9653 |
0.9579 |
0.9227 |
|
| R3 |
0.9462 |
0.9388 |
0.9175 |
|
| R2 |
0.9271 |
0.9271 |
0.9157 |
|
| R1 |
0.9197 |
0.9197 |
0.9140 |
0.9234 |
| PP |
0.9080 |
0.9080 |
0.9080 |
0.9099 |
| S1 |
0.9006 |
0.9006 |
0.9104 |
0.9043 |
| S2 |
0.8889 |
0.8889 |
0.9087 |
|
| S3 |
0.8698 |
0.8815 |
0.9069 |
|
| S4 |
0.8507 |
0.8624 |
0.9017 |
|
|
| 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 |
0.8964 |
0.0311 |
3.4% |
0.0189 |
2.1% |
51% |
False |
True |
3,593 |
| 10 |
0.9275 |
0.8717 |
0.0558 |
6.1% |
0.0153 |
1.7% |
73% |
False |
False |
2,200 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.8% |
0.0137 |
1.5% |
81% |
False |
False |
1,231 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.0% |
0.0111 |
1.2% |
88% |
False |
False |
688 |
| 60 |
0.9275 |
0.7762 |
0.1513 |
16.6% |
0.0100 |
1.1% |
90% |
False |
False |
482 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.3% |
0.0085 |
0.9% |
90% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9967 |
|
2.618 |
0.9655 |
|
1.618 |
0.9464 |
|
1.000 |
0.9346 |
|
0.618 |
0.9273 |
|
HIGH |
0.9155 |
|
0.618 |
0.9082 |
|
0.500 |
0.9060 |
|
0.382 |
0.9037 |
|
LOW |
0.8964 |
|
0.618 |
0.8846 |
|
1.000 |
0.8773 |
|
1.618 |
0.8655 |
|
2.618 |
0.8464 |
|
4.250 |
0.8152 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9101 |
0.9121 |
| PP |
0.9080 |
0.9120 |
| S1 |
0.9060 |
0.9119 |
|