CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8004 |
0.7982 |
-0.0022 |
-0.3% |
0.8000 |
| High |
0.8004 |
0.8048 |
0.0044 |
0.5% |
0.8024 |
| Low |
0.8004 |
0.7982 |
-0.0022 |
-0.3% |
0.7910 |
| Close |
0.8004 |
0.8068 |
0.0064 |
0.8% |
0.8020 |
| Range |
0.0000 |
0.0066 |
0.0066 |
|
0.0114 |
| ATR |
|
|
|
|
|
| Volume |
6 |
0 |
-6 |
-100.0% |
162 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8215 |
0.8104 |
|
| R3 |
0.8165 |
0.8149 |
0.8086 |
|
| R2 |
0.8099 |
0.8099 |
0.8080 |
|
| R1 |
0.8083 |
0.8083 |
0.8074 |
0.8091 |
| PP |
0.8033 |
0.8033 |
0.8033 |
0.8037 |
| S1 |
0.8017 |
0.8017 |
0.8062 |
0.8025 |
| S2 |
0.7967 |
0.7967 |
0.8056 |
|
| S3 |
0.7901 |
0.7951 |
0.8050 |
|
| S4 |
0.7835 |
0.7885 |
0.8032 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8327 |
0.8287 |
0.8083 |
|
| R3 |
0.8213 |
0.8173 |
0.8051 |
|
| R2 |
0.8099 |
0.8099 |
0.8041 |
|
| R1 |
0.8059 |
0.8059 |
0.8030 |
0.8079 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7995 |
| S1 |
0.7945 |
0.7945 |
0.8010 |
0.7965 |
| S2 |
0.7871 |
0.7871 |
0.7999 |
|
| S3 |
0.7757 |
0.7831 |
0.7989 |
|
| S4 |
0.7643 |
0.7717 |
0.7957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8329 |
|
2.618 |
0.8221 |
|
1.618 |
0.8155 |
|
1.000 |
0.8114 |
|
0.618 |
0.8089 |
|
HIGH |
0.8048 |
|
0.618 |
0.8023 |
|
0.500 |
0.8015 |
|
0.382 |
0.8007 |
|
LOW |
0.7982 |
|
0.618 |
0.7941 |
|
1.000 |
0.7916 |
|
1.618 |
0.7875 |
|
2.618 |
0.7809 |
|
4.250 |
0.7702 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8050 |
0.8040 |
| PP |
0.8033 |
0.8012 |
| S1 |
0.8015 |
0.7985 |
|