CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7972 |
0.8043 |
0.0071 |
0.9% |
0.8000 |
| High |
0.7972 |
0.8046 |
0.0074 |
0.9% |
0.8024 |
| Low |
0.7972 |
0.8043 |
0.0071 |
0.9% |
0.7910 |
| Close |
0.8006 |
0.8027 |
0.0021 |
0.3% |
0.8020 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0114 |
| ATR |
0.0000 |
0.0091 |
0.0091 |
|
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
162 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.8040 |
0.8029 |
|
| R3 |
0.8045 |
0.8037 |
0.8028 |
|
| R2 |
0.8042 |
0.8042 |
0.8028 |
|
| R1 |
0.8034 |
0.8034 |
0.8027 |
0.8037 |
| PP |
0.8039 |
0.8039 |
0.8039 |
0.8040 |
| S1 |
0.8031 |
0.8031 |
0.8027 |
0.8034 |
| S2 |
0.8036 |
0.8036 |
0.8026 |
|
| S3 |
0.8033 |
0.8028 |
0.8026 |
|
| S4 |
0.8030 |
0.8025 |
0.8025 |
|
|
| 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 |
0.8059 |
|
2.618 |
0.8054 |
|
1.618 |
0.8051 |
|
1.000 |
0.8049 |
|
0.618 |
0.8048 |
|
HIGH |
0.8046 |
|
0.618 |
0.8045 |
|
0.500 |
0.8045 |
|
0.382 |
0.8044 |
|
LOW |
0.8043 |
|
0.618 |
0.8041 |
|
1.000 |
0.8040 |
|
1.618 |
0.8038 |
|
2.618 |
0.8035 |
|
4.250 |
0.8030 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8045 |
0.8021 |
| PP |
0.8039 |
0.8016 |
| S1 |
0.8033 |
0.8010 |
|