CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.7828 |
0.7740 |
-0.0088 |
-1.1% |
0.7850 |
High |
0.7832 |
0.7741 |
-0.0091 |
-1.2% |
0.7858 |
Low |
0.7828 |
0.7700 |
-0.0128 |
-1.6% |
0.7743 |
Close |
0.7791 |
0.7752 |
-0.0039 |
-0.5% |
0.7791 |
Range |
0.0004 |
0.0041 |
0.0037 |
925.0% |
0.0115 |
ATR |
0.0089 |
0.0089 |
0.0000 |
0.2% |
0.0000 |
Volume |
12 |
14 |
2 |
16.7% |
605 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7844 |
0.7775 |
|
R3 |
0.7813 |
0.7803 |
0.7763 |
|
R2 |
0.7772 |
0.7772 |
0.7760 |
|
R1 |
0.7762 |
0.7762 |
0.7756 |
0.7767 |
PP |
0.7731 |
0.7731 |
0.7731 |
0.7734 |
S1 |
0.7721 |
0.7721 |
0.7748 |
0.7726 |
S2 |
0.7690 |
0.7690 |
0.7744 |
|
S3 |
0.7649 |
0.7680 |
0.7741 |
|
S4 |
0.7608 |
0.7639 |
0.7729 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8142 |
0.8082 |
0.7854 |
|
R3 |
0.8027 |
0.7967 |
0.7823 |
|
R2 |
0.7912 |
0.7912 |
0.7812 |
|
R1 |
0.7852 |
0.7852 |
0.7802 |
0.7825 |
PP |
0.7797 |
0.7797 |
0.7797 |
0.7784 |
S1 |
0.7737 |
0.7737 |
0.7780 |
0.7710 |
S2 |
0.7682 |
0.7682 |
0.7770 |
|
S3 |
0.7567 |
0.7622 |
0.7759 |
|
S4 |
0.7452 |
0.7507 |
0.7728 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7915 |
2.618 |
0.7848 |
1.618 |
0.7807 |
1.000 |
0.7782 |
0.618 |
0.7766 |
HIGH |
0.7741 |
0.618 |
0.7725 |
0.500 |
0.7721 |
0.382 |
0.7716 |
LOW |
0.7700 |
0.618 |
0.7675 |
1.000 |
0.7659 |
1.618 |
0.7634 |
2.618 |
0.7593 |
4.250 |
0.7526 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7742 |
0.7766 |
PP |
0.7731 |
0.7761 |
S1 |
0.7721 |
0.7757 |
|