CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 04-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.7779 |
0.7814 |
0.0035 |
0.4% |
0.8004 |
High |
0.7792 |
0.7858 |
0.0066 |
0.8% |
0.8048 |
Low |
0.7743 |
0.7814 |
0.0071 |
0.9% |
0.7874 |
Close |
0.7790 |
0.7879 |
0.0089 |
1.1% |
0.7896 |
Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0174 |
ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
298 |
186 |
-112 |
-37.6% |
23 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7975 |
0.7903 |
|
R3 |
0.7938 |
0.7931 |
0.7891 |
|
R2 |
0.7894 |
0.7894 |
0.7887 |
|
R1 |
0.7887 |
0.7887 |
0.7883 |
0.7891 |
PP |
0.7850 |
0.7850 |
0.7850 |
0.7852 |
S1 |
0.7843 |
0.7843 |
0.7875 |
0.7847 |
S2 |
0.7806 |
0.7806 |
0.7871 |
|
S3 |
0.7762 |
0.7799 |
0.7867 |
|
S4 |
0.7718 |
0.7755 |
0.7855 |
|
|
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 |
0.8045 |
2.618 |
0.7973 |
1.618 |
0.7929 |
1.000 |
0.7902 |
0.618 |
0.7885 |
HIGH |
0.7858 |
0.618 |
0.7841 |
0.500 |
0.7836 |
0.382 |
0.7831 |
LOW |
0.7814 |
0.618 |
0.7787 |
1.000 |
0.7770 |
1.618 |
0.7743 |
2.618 |
0.7699 |
4.250 |
0.7627 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7865 |
0.7853 |
PP |
0.7850 |
0.7827 |
S1 |
0.7836 |
0.7801 |
|