CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8815 |
0.8838 |
0.0023 |
0.3% |
0.8933 |
| High |
0.8872 |
0.8907 |
0.0035 |
0.4% |
0.9143 |
| Low |
0.8738 |
0.8802 |
0.0064 |
0.7% |
0.8861 |
| Close |
0.8849 |
0.8830 |
-0.0019 |
-0.2% |
0.8944 |
| Range |
0.0134 |
0.0105 |
-0.0029 |
-21.6% |
0.0282 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
49,640 |
65,228 |
15,588 |
31.4% |
177,902 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9101 |
0.8888 |
|
| R3 |
0.9056 |
0.8996 |
0.8859 |
|
| R2 |
0.8951 |
0.8951 |
0.8849 |
|
| R1 |
0.8891 |
0.8891 |
0.8840 |
0.8869 |
| PP |
0.8846 |
0.8846 |
0.8846 |
0.8835 |
| S1 |
0.8786 |
0.8786 |
0.8820 |
0.8764 |
| S2 |
0.8741 |
0.8741 |
0.8811 |
|
| S3 |
0.8636 |
0.8681 |
0.8801 |
|
| S4 |
0.8531 |
0.8576 |
0.8772 |
|
|
| 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 |
0.9091 |
0.8738 |
0.0353 |
4.0% |
0.0143 |
1.6% |
26% |
False |
False |
65,666 |
| 10 |
0.9143 |
0.8738 |
0.0405 |
4.6% |
0.0151 |
1.7% |
23% |
False |
False |
43,750 |
| 20 |
0.9275 |
0.8717 |
0.0558 |
6.3% |
0.0152 |
1.7% |
20% |
False |
False |
22,975 |
| 40 |
0.9275 |
0.8094 |
0.1181 |
13.4% |
0.0126 |
1.4% |
62% |
False |
False |
11,599 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.6% |
0.0111 |
1.3% |
68% |
False |
False |
7,761 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
17.8% |
0.0098 |
1.1% |
72% |
False |
False |
5,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9182 |
|
1.618 |
0.9077 |
|
1.000 |
0.9012 |
|
0.618 |
0.8972 |
|
HIGH |
0.8907 |
|
0.618 |
0.8867 |
|
0.500 |
0.8855 |
|
0.382 |
0.8842 |
|
LOW |
0.8802 |
|
0.618 |
0.8737 |
|
1.000 |
0.8697 |
|
1.618 |
0.8632 |
|
2.618 |
0.8527 |
|
4.250 |
0.8356 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8855 |
0.8829 |
| PP |
0.8846 |
0.8828 |
| S1 |
0.8838 |
0.8827 |
|