CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8698 |
0.8654 |
-0.0044 |
-0.5% |
0.8932 |
| High |
0.8762 |
0.8680 |
-0.0082 |
-0.9% |
0.8949 |
| Low |
0.8638 |
0.8596 |
-0.0042 |
-0.5% |
0.8738 |
| Close |
0.8684 |
0.8642 |
-0.0042 |
-0.5% |
0.8819 |
| Range |
0.0124 |
0.0084 |
-0.0040 |
-32.3% |
0.0211 |
| ATR |
0.0137 |
0.0134 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
73,003 |
65,959 |
-7,044 |
-9.6% |
314,599 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8891 |
0.8851 |
0.8688 |
|
| R3 |
0.8807 |
0.8767 |
0.8665 |
|
| R2 |
0.8723 |
0.8723 |
0.8657 |
|
| R1 |
0.8683 |
0.8683 |
0.8650 |
0.8661 |
| PP |
0.8639 |
0.8639 |
0.8639 |
0.8629 |
| S1 |
0.8599 |
0.8599 |
0.8634 |
0.8577 |
| S2 |
0.8555 |
0.8555 |
0.8627 |
|
| S3 |
0.8471 |
0.8515 |
0.8619 |
|
| S4 |
0.8387 |
0.8431 |
0.8596 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9355 |
0.8935 |
|
| R3 |
0.9257 |
0.9144 |
0.8877 |
|
| R2 |
0.9046 |
0.9046 |
0.8858 |
|
| R1 |
0.8933 |
0.8933 |
0.8838 |
0.8884 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8811 |
| S1 |
0.8722 |
0.8722 |
0.8800 |
0.8673 |
| S2 |
0.8624 |
0.8624 |
0.8780 |
|
| S3 |
0.8413 |
0.8511 |
0.8761 |
|
| S4 |
0.8202 |
0.8300 |
0.8703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8893 |
0.8596 |
0.0297 |
3.4% |
0.0112 |
1.3% |
15% |
False |
True |
61,096 |
| 10 |
0.9091 |
0.8596 |
0.0495 |
5.7% |
0.0128 |
1.5% |
9% |
False |
True |
63,381 |
| 20 |
0.9275 |
0.8596 |
0.0679 |
7.9% |
0.0151 |
1.7% |
7% |
False |
True |
38,047 |
| 40 |
0.9275 |
0.8357 |
0.0918 |
10.6% |
0.0131 |
1.5% |
31% |
False |
False |
19,212 |
| 60 |
0.9275 |
0.7900 |
0.1375 |
15.9% |
0.0114 |
1.3% |
54% |
False |
False |
12,848 |
| 80 |
0.9275 |
0.7700 |
0.1575 |
18.2% |
0.0103 |
1.2% |
60% |
False |
False |
9,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8900 |
|
1.618 |
0.8816 |
|
1.000 |
0.8764 |
|
0.618 |
0.8732 |
|
HIGH |
0.8680 |
|
0.618 |
0.8648 |
|
0.500 |
0.8638 |
|
0.382 |
0.8628 |
|
LOW |
0.8596 |
|
0.618 |
0.8544 |
|
1.000 |
0.8512 |
|
1.618 |
0.8460 |
|
2.618 |
0.8376 |
|
4.250 |
0.8239 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8641 |
0.8679 |
| PP |
0.8639 |
0.8667 |
| S1 |
0.8638 |
0.8654 |
|