CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.7886 |
0.7830 |
-0.0056 |
-0.7% |
0.7850 |
High |
0.7886 |
0.7850 |
-0.0036 |
-0.5% |
0.7858 |
Low |
0.7803 |
0.7796 |
-0.0007 |
-0.1% |
0.7743 |
Close |
0.7797 |
0.7791 |
-0.0006 |
-0.1% |
0.7791 |
Range |
0.0083 |
0.0054 |
-0.0029 |
-34.9% |
0.0115 |
ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
64 |
20 |
-44 |
-68.8% |
605 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7974 |
0.7937 |
0.7821 |
|
R3 |
0.7920 |
0.7883 |
0.7806 |
|
R2 |
0.7866 |
0.7866 |
0.7801 |
|
R1 |
0.7829 |
0.7829 |
0.7796 |
0.7821 |
PP |
0.7812 |
0.7812 |
0.7812 |
0.7808 |
S1 |
0.7775 |
0.7775 |
0.7786 |
0.7767 |
S2 |
0.7758 |
0.7758 |
0.7781 |
|
S3 |
0.7704 |
0.7721 |
0.7776 |
|
S4 |
0.7650 |
0.7667 |
0.7761 |
|
|
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 |
0.8080 |
2.618 |
0.7991 |
1.618 |
0.7937 |
1.000 |
0.7904 |
0.618 |
0.7883 |
HIGH |
0.7850 |
0.618 |
0.7829 |
0.500 |
0.7823 |
0.382 |
0.7817 |
LOW |
0.7796 |
0.618 |
0.7763 |
1.000 |
0.7742 |
1.618 |
0.7709 |
2.618 |
0.7655 |
4.250 |
0.7567 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7823 |
0.7793 |
PP |
0.7812 |
0.7792 |
S1 |
0.7802 |
0.7792 |
|