CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9071 |
0.8932 |
-0.0139 |
-1.5% |
0.8933 |
| High |
0.9091 |
0.8949 |
-0.0142 |
-1.6% |
0.9143 |
| Low |
0.8895 |
0.8792 |
-0.0103 |
-1.2% |
0.8861 |
| Close |
0.8944 |
0.8823 |
-0.0121 |
-1.4% |
0.8944 |
| Range |
0.0196 |
0.0157 |
-0.0039 |
-19.9% |
0.0282 |
| ATR |
0.0149 |
0.0150 |
0.0001 |
0.4% |
0.0000 |
| Volume |
74,150 |
67,281 |
-6,869 |
-9.3% |
177,902 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9231 |
0.8909 |
|
| R3 |
0.9169 |
0.9074 |
0.8866 |
|
| R2 |
0.9012 |
0.9012 |
0.8852 |
|
| R1 |
0.8917 |
0.8917 |
0.8837 |
0.8886 |
| PP |
0.8855 |
0.8855 |
0.8855 |
0.8839 |
| S1 |
0.8760 |
0.8760 |
0.8809 |
0.8729 |
| S2 |
0.8698 |
0.8698 |
0.8794 |
|
| S3 |
0.8541 |
0.8603 |
0.8780 |
|
| S4 |
0.8384 |
0.8446 |
0.8737 |
|
|
| 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 |
0.8792 |
0.0351 |
4.0% |
0.0166 |
1.9% |
9% |
False |
True |
46,627 |
| 10 |
0.9273 |
0.8792 |
0.0481 |
5.5% |
0.0175 |
2.0% |
6% |
False |
True |
26,594 |
| 20 |
0.9275 |
0.8475 |
0.0800 |
9.1% |
0.0154 |
1.7% |
44% |
False |
False |
13,695 |
| 40 |
0.9275 |
0.8000 |
0.1275 |
14.5% |
0.0126 |
1.4% |
65% |
False |
False |
6,941 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.6% |
0.0109 |
1.2% |
67% |
False |
False |
4,649 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.9% |
0.0096 |
1.1% |
71% |
False |
False |
3,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9360 |
|
1.618 |
0.9203 |
|
1.000 |
0.9106 |
|
0.618 |
0.9046 |
|
HIGH |
0.8949 |
|
0.618 |
0.8889 |
|
0.500 |
0.8871 |
|
0.382 |
0.8852 |
|
LOW |
0.8792 |
|
0.618 |
0.8695 |
|
1.000 |
0.8635 |
|
1.618 |
0.8538 |
|
2.618 |
0.8381 |
|
4.250 |
0.8125 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8871 |
0.8966 |
| PP |
0.8855 |
0.8918 |
| S1 |
0.8839 |
0.8871 |
|