CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7779 |
-0.0071 |
-0.9% |
0.8004 |
| High |
0.7850 |
0.7792 |
-0.0058 |
-0.7% |
0.8048 |
| Low |
0.7773 |
0.7743 |
-0.0030 |
-0.4% |
0.7874 |
| Close |
0.7788 |
0.7790 |
0.0002 |
0.0% |
0.7896 |
| Range |
0.0077 |
0.0049 |
-0.0028 |
-36.4% |
0.0174 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
91 |
298 |
207 |
227.5% |
23 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7905 |
0.7817 |
|
| R3 |
0.7873 |
0.7856 |
0.7803 |
|
| R2 |
0.7824 |
0.7824 |
0.7799 |
|
| R1 |
0.7807 |
0.7807 |
0.7794 |
0.7816 |
| PP |
0.7775 |
0.7775 |
0.7775 |
0.7779 |
| S1 |
0.7758 |
0.7758 |
0.7786 |
0.7767 |
| S2 |
0.7726 |
0.7726 |
0.7781 |
|
| S3 |
0.7677 |
0.7709 |
0.7777 |
|
| S4 |
0.7628 |
0.7660 |
0.7763 |
|
|
| 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 |
0.8000 |
|
2.618 |
0.7920 |
|
1.618 |
0.7871 |
|
1.000 |
0.7841 |
|
0.618 |
0.7822 |
|
HIGH |
0.7792 |
|
0.618 |
0.7773 |
|
0.500 |
0.7768 |
|
0.382 |
0.7762 |
|
LOW |
0.7743 |
|
0.618 |
0.7713 |
|
1.000 |
0.7694 |
|
1.618 |
0.7664 |
|
2.618 |
0.7615 |
|
4.250 |
0.7535 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7831 |
| PP |
0.7775 |
0.7817 |
| S1 |
0.7768 |
0.7804 |
|