CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7850 |
-0.0050 |
-0.6% |
0.8004 |
| High |
0.7919 |
0.7850 |
-0.0069 |
-0.9% |
0.8048 |
| Low |
0.7874 |
0.7773 |
-0.0101 |
-1.3% |
0.7874 |
| Close |
0.7896 |
0.7788 |
-0.0108 |
-1.4% |
0.7896 |
| Range |
0.0045 |
0.0077 |
0.0032 |
71.1% |
0.0174 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.1% |
0.0000 |
| Volume |
8 |
91 |
83 |
1,037.5% |
23 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8035 |
0.7988 |
0.7830 |
|
| R3 |
0.7958 |
0.7911 |
0.7809 |
|
| R2 |
0.7881 |
0.7881 |
0.7802 |
|
| R1 |
0.7834 |
0.7834 |
0.7795 |
0.7819 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7796 |
| S1 |
0.7757 |
0.7757 |
0.7781 |
0.7742 |
| S2 |
0.7727 |
0.7727 |
0.7774 |
|
| S3 |
0.7650 |
0.7680 |
0.7767 |
|
| S4 |
0.7573 |
0.7603 |
0.7746 |
|
|
| 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 |
0.8177 |
|
2.618 |
0.8052 |
|
1.618 |
0.7975 |
|
1.000 |
0.7927 |
|
0.618 |
0.7898 |
|
HIGH |
0.7850 |
|
0.618 |
0.7821 |
|
0.500 |
0.7812 |
|
0.382 |
0.7802 |
|
LOW |
0.7773 |
|
0.618 |
0.7725 |
|
1.000 |
0.7696 |
|
1.618 |
0.7648 |
|
2.618 |
0.7571 |
|
4.250 |
0.7446 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7812 |
0.7910 |
| PP |
0.7804 |
0.7869 |
| S1 |
0.7796 |
0.7829 |
|