CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9071 |
0.0046 |
0.5% |
0.8933 |
| High |
0.9140 |
0.9091 |
-0.0049 |
-0.5% |
0.9143 |
| Low |
0.9021 |
0.8895 |
-0.0126 |
-1.4% |
0.8861 |
| Close |
0.9116 |
0.8944 |
-0.0172 |
-1.9% |
0.8944 |
| Range |
0.0119 |
0.0196 |
0.0077 |
64.7% |
0.0282 |
| ATR |
0.0143 |
0.0149 |
0.0006 |
3.9% |
0.0000 |
| Volume |
57,706 |
74,150 |
16,444 |
28.5% |
177,902 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9450 |
0.9052 |
|
| R3 |
0.9369 |
0.9254 |
0.8998 |
|
| R2 |
0.9173 |
0.9173 |
0.8980 |
|
| R1 |
0.9058 |
0.9058 |
0.8962 |
0.9018 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8956 |
| S1 |
0.8862 |
0.8862 |
0.8926 |
0.8822 |
| S2 |
0.8781 |
0.8781 |
0.8908 |
|
| S3 |
0.8585 |
0.8666 |
0.8890 |
|
| S4 |
0.8389 |
0.8470 |
0.8836 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9668 |
0.9099 |
|
| R3 |
0.9547 |
0.9386 |
0.9022 |
|
| R2 |
0.9265 |
0.9265 |
0.8996 |
|
| R1 |
0.9104 |
0.9104 |
0.8970 |
0.9185 |
| PP |
0.8983 |
0.8983 |
0.8983 |
0.9023 |
| S1 |
0.8822 |
0.8822 |
0.8918 |
0.8903 |
| S2 |
0.8701 |
0.8701 |
0.8892 |
|
| S3 |
0.8419 |
0.8540 |
0.8866 |
|
| S4 |
0.8137 |
0.8258 |
0.8789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9143 |
0.8861 |
0.0282 |
3.2% |
0.0159 |
1.8% |
29% |
False |
False |
35,580 |
| 10 |
0.9275 |
0.8861 |
0.0414 |
4.6% |
0.0173 |
1.9% |
20% |
False |
False |
20,013 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
8.9% |
0.0151 |
1.7% |
59% |
False |
False |
10,340 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.3% |
0.0123 |
1.4% |
74% |
False |
False |
5,261 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.4% |
0.0108 |
1.2% |
76% |
False |
False |
3,529 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.6% |
0.0095 |
1.1% |
79% |
False |
False |
2,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9604 |
|
1.618 |
0.9408 |
|
1.000 |
0.9287 |
|
0.618 |
0.9212 |
|
HIGH |
0.9091 |
|
0.618 |
0.9016 |
|
0.500 |
0.8993 |
|
0.382 |
0.8970 |
|
LOW |
0.8895 |
|
0.618 |
0.8774 |
|
1.000 |
0.8699 |
|
1.618 |
0.8578 |
|
2.618 |
0.8382 |
|
4.250 |
0.8062 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8993 |
0.9019 |
| PP |
0.8977 |
0.8994 |
| S1 |
0.8960 |
0.8969 |
|