CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9248 |
0.0023 |
0.2% |
0.8885 |
| High |
0.9252 |
0.9265 |
0.0013 |
0.1% |
0.9180 |
| Low |
0.9170 |
0.9225 |
0.0055 |
0.6% |
0.8860 |
| Close |
0.9194 |
0.9266 |
0.0072 |
0.8% |
0.9154 |
| Range |
0.0082 |
0.0040 |
-0.0042 |
-51.2% |
0.0320 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
121 |
60 |
-61 |
-50.4% |
517 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9372 |
0.9359 |
0.9288 |
|
| R3 |
0.9332 |
0.9319 |
0.9277 |
|
| R2 |
0.9292 |
0.9292 |
0.9273 |
|
| R1 |
0.9279 |
0.9279 |
0.9270 |
0.9286 |
| PP |
0.9252 |
0.9252 |
0.9252 |
0.9255 |
| S1 |
0.9239 |
0.9239 |
0.9262 |
0.9246 |
| S2 |
0.9212 |
0.9212 |
0.9259 |
|
| S3 |
0.9172 |
0.9199 |
0.9255 |
|
| S4 |
0.9132 |
0.9159 |
0.9244 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0025 |
0.9909 |
0.9330 |
|
| R3 |
0.9705 |
0.9589 |
0.9242 |
|
| R2 |
0.9385 |
0.9385 |
0.9213 |
|
| R1 |
0.9269 |
0.9269 |
0.9183 |
0.9327 |
| PP |
0.9065 |
0.9065 |
0.9065 |
0.9094 |
| S1 |
0.8949 |
0.8949 |
0.9125 |
0.9007 |
| S2 |
0.8745 |
0.8745 |
0.9095 |
|
| S3 |
0.8425 |
0.8629 |
0.9066 |
|
| S4 |
0.8105 |
0.8309 |
0.8978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9265 |
0.8927 |
0.0338 |
3.6% |
0.0080 |
0.9% |
100% |
True |
False |
101 |
| 10 |
0.9265 |
0.8618 |
0.0647 |
7.0% |
0.0074 |
0.8% |
100% |
True |
False |
95 |
| 20 |
0.9265 |
0.8456 |
0.0809 |
8.7% |
0.0075 |
0.8% |
100% |
True |
False |
72 |
| 40 |
0.9265 |
0.8025 |
0.1240 |
13.4% |
0.0063 |
0.7% |
100% |
True |
False |
56 |
| 60 |
0.9265 |
0.7725 |
0.1540 |
16.6% |
0.0058 |
0.6% |
100% |
True |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9435 |
|
2.618 |
0.9370 |
|
1.618 |
0.9330 |
|
1.000 |
0.9305 |
|
0.618 |
0.9290 |
|
HIGH |
0.9265 |
|
0.618 |
0.9250 |
|
0.500 |
0.9245 |
|
0.382 |
0.9240 |
|
LOW |
0.9225 |
|
0.618 |
0.9200 |
|
1.000 |
0.9185 |
|
1.618 |
0.9160 |
|
2.618 |
0.9120 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9259 |
0.9227 |
| PP |
0.9252 |
0.9189 |
| S1 |
0.9245 |
0.9150 |
|