CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9050 |
0.9080 |
0.0030 |
0.3% |
0.9225 |
| High |
0.9050 |
0.9138 |
0.0088 |
1.0% |
0.9265 |
| Low |
0.8975 |
0.9051 |
0.0076 |
0.8% |
0.8929 |
| Close |
0.9027 |
0.9124 |
0.0097 |
1.1% |
0.8958 |
| Range |
0.0075 |
0.0087 |
0.0012 |
16.0% |
0.0336 |
| ATR |
0.0118 |
0.0117 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
84 |
163 |
79 |
94.0% |
560 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9332 |
0.9172 |
|
| R3 |
0.9278 |
0.9245 |
0.9148 |
|
| R2 |
0.9191 |
0.9191 |
0.9140 |
|
| R1 |
0.9158 |
0.9158 |
0.9132 |
0.9175 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9113 |
| S1 |
0.9071 |
0.9071 |
0.9116 |
0.9088 |
| S2 |
0.9017 |
0.9017 |
0.9108 |
|
| S3 |
0.8930 |
0.8984 |
0.9100 |
|
| S4 |
0.8843 |
0.8897 |
0.9076 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
0.9844 |
0.9143 |
|
| R3 |
0.9723 |
0.9508 |
0.9050 |
|
| R2 |
0.9387 |
0.9387 |
0.9020 |
|
| R1 |
0.9172 |
0.9172 |
0.8989 |
0.9112 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9020 |
| S1 |
0.8836 |
0.8836 |
0.8927 |
0.8776 |
| S2 |
0.8715 |
0.8715 |
0.8896 |
|
| S3 |
0.8379 |
0.8500 |
0.8866 |
|
| S4 |
0.8043 |
0.8164 |
0.8773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9138 |
0.8916 |
0.0222 |
2.4% |
0.0092 |
1.0% |
94% |
True |
False |
189 |
| 10 |
0.9265 |
0.8916 |
0.0349 |
3.8% |
0.0115 |
1.3% |
60% |
False |
False |
142 |
| 20 |
0.9265 |
0.8456 |
0.0809 |
8.9% |
0.0094 |
1.0% |
83% |
False |
False |
109 |
| 40 |
0.9265 |
0.8025 |
0.1240 |
13.6% |
0.0077 |
0.8% |
89% |
False |
False |
80 |
| 60 |
0.9265 |
0.7893 |
0.1372 |
15.0% |
0.0066 |
0.7% |
90% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9508 |
|
2.618 |
0.9366 |
|
1.618 |
0.9279 |
|
1.000 |
0.9225 |
|
0.618 |
0.9192 |
|
HIGH |
0.9138 |
|
0.618 |
0.9105 |
|
0.500 |
0.9095 |
|
0.382 |
0.9084 |
|
LOW |
0.9051 |
|
0.618 |
0.8997 |
|
1.000 |
0.8964 |
|
1.618 |
0.8910 |
|
2.618 |
0.8823 |
|
4.250 |
0.8681 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9102 |
| PP |
0.9104 |
0.9079 |
| S1 |
0.9095 |
0.9057 |
|