CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.9062 |
0.0097 |
1.1% |
0.9178 |
| High |
0.9111 |
0.9143 |
0.0032 |
0.4% |
0.9275 |
| Low |
0.8936 |
0.8961 |
0.0025 |
0.3% |
0.8933 |
| Close |
0.9097 |
0.9018 |
-0.0079 |
-0.9% |
0.8948 |
| Range |
0.0175 |
0.0182 |
0.0007 |
4.0% |
0.0342 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.0% |
0.0000 |
| Volume |
12,161 |
21,838 |
9,677 |
79.6% |
22,231 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9587 |
0.9484 |
0.9118 |
|
| R3 |
0.9405 |
0.9302 |
0.9068 |
|
| R2 |
0.9223 |
0.9223 |
0.9051 |
|
| R1 |
0.9120 |
0.9120 |
0.9035 |
0.9081 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9021 |
| S1 |
0.8938 |
0.8938 |
0.9001 |
0.8899 |
| S2 |
0.8859 |
0.8859 |
0.8985 |
|
| S3 |
0.8677 |
0.8756 |
0.8968 |
|
| S4 |
0.8495 |
0.8574 |
0.8918 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
0.9855 |
0.9136 |
|
| R3 |
0.9736 |
0.9513 |
0.9042 |
|
| R2 |
0.9394 |
0.9394 |
0.9011 |
|
| R1 |
0.9171 |
0.9171 |
0.8979 |
0.9112 |
| PP |
0.9052 |
0.9052 |
0.9052 |
0.9022 |
| S1 |
0.8829 |
0.8829 |
0.8917 |
0.8770 |
| S2 |
0.8710 |
0.8710 |
0.8885 |
|
| S3 |
0.8368 |
0.8487 |
0.8854 |
|
| S4 |
0.8026 |
0.8145 |
0.8760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9155 |
0.8861 |
0.0294 |
3.3% |
0.0173 |
1.9% |
53% |
False |
False |
11,260 |
| 10 |
0.9275 |
0.8861 |
0.0414 |
4.6% |
0.0174 |
1.9% |
38% |
False |
False |
7,019 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.9% |
0.0146 |
1.6% |
68% |
False |
False |
3,764 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.1% |
0.0122 |
1.3% |
80% |
False |
False |
1,972 |
| 60 |
0.9275 |
0.7870 |
0.1405 |
15.6% |
0.0106 |
1.2% |
82% |
False |
False |
1,333 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.5% |
0.0092 |
1.0% |
84% |
False |
False |
1,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9917 |
|
2.618 |
0.9619 |
|
1.618 |
0.9437 |
|
1.000 |
0.9325 |
|
0.618 |
0.9255 |
|
HIGH |
0.9143 |
|
0.618 |
0.9073 |
|
0.500 |
0.9052 |
|
0.382 |
0.9031 |
|
LOW |
0.8961 |
|
0.618 |
0.8849 |
|
1.000 |
0.8779 |
|
1.618 |
0.8667 |
|
2.618 |
0.8485 |
|
4.250 |
0.8188 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9013 |
| PP |
0.9041 |
0.9007 |
| S1 |
0.9029 |
0.9002 |
|