CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8043 |
0.7900 |
-0.0143 |
-1.8% |
0.8004 |
| High |
0.8046 |
0.7919 |
-0.0127 |
-1.6% |
0.8048 |
| Low |
0.8043 |
0.7874 |
-0.0169 |
-2.1% |
0.7874 |
| Close |
0.8027 |
0.7896 |
-0.0131 |
-1.6% |
0.7896 |
| Range |
0.0003 |
0.0045 |
0.0042 |
1,400.0% |
0.0174 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.9% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
23 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8031 |
0.8009 |
0.7921 |
|
| R3 |
0.7986 |
0.7964 |
0.7908 |
|
| R2 |
0.7941 |
0.7941 |
0.7904 |
|
| R1 |
0.7919 |
0.7919 |
0.7900 |
0.7908 |
| PP |
0.7896 |
0.7896 |
0.7896 |
0.7891 |
| S1 |
0.7874 |
0.7874 |
0.7892 |
0.7863 |
| S2 |
0.7851 |
0.7851 |
0.7888 |
|
| S3 |
0.7806 |
0.7829 |
0.7884 |
|
| S4 |
0.7761 |
0.7784 |
0.7871 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8353 |
0.7992 |
|
| R3 |
0.8287 |
0.8179 |
0.7944 |
|
| R2 |
0.8113 |
0.8113 |
0.7928 |
|
| R1 |
0.8005 |
0.8005 |
0.7912 |
0.7972 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7923 |
| S1 |
0.7831 |
0.7831 |
0.7880 |
0.7798 |
| S2 |
0.7765 |
0.7765 |
0.7864 |
|
| S3 |
0.7591 |
0.7657 |
0.7848 |
|
| S4 |
0.7417 |
0.7483 |
0.7800 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8110 |
|
2.618 |
0.8037 |
|
1.618 |
0.7992 |
|
1.000 |
0.7964 |
|
0.618 |
0.7947 |
|
HIGH |
0.7919 |
|
0.618 |
0.7902 |
|
0.500 |
0.7897 |
|
0.382 |
0.7891 |
|
LOW |
0.7874 |
|
0.618 |
0.7846 |
|
1.000 |
0.7829 |
|
1.618 |
0.7801 |
|
2.618 |
0.7756 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7897 |
0.7960 |
| PP |
0.7896 |
0.7939 |
| S1 |
0.7896 |
0.7917 |
|