CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.7910 |
0.7910 |
0.0000 |
0.0% |
0.7740 |
High |
0.7937 |
0.7924 |
-0.0013 |
-0.2% |
0.7937 |
Low |
0.7875 |
0.7875 |
0.0000 |
0.0% |
0.7700 |
Close |
0.7870 |
0.7906 |
0.0036 |
0.5% |
0.7870 |
Range |
0.0062 |
0.0049 |
-0.0013 |
-21.0% |
0.0237 |
ATR |
0.0090 |
0.0088 |
-0.0003 |
-2.9% |
0.0000 |
Volume |
247 |
53 |
-194 |
-78.5% |
447 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.8026 |
0.7933 |
|
R3 |
0.8000 |
0.7977 |
0.7919 |
|
R2 |
0.7951 |
0.7951 |
0.7915 |
|
R1 |
0.7928 |
0.7928 |
0.7910 |
0.7915 |
PP |
0.7902 |
0.7902 |
0.7902 |
0.7895 |
S1 |
0.7879 |
0.7879 |
0.7902 |
0.7866 |
S2 |
0.7853 |
0.7853 |
0.7897 |
|
S3 |
0.7804 |
0.7830 |
0.7893 |
|
S4 |
0.7755 |
0.7781 |
0.7879 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8547 |
0.8445 |
0.8000 |
|
R3 |
0.8310 |
0.8208 |
0.7935 |
|
R2 |
0.8073 |
0.8073 |
0.7913 |
|
R1 |
0.7971 |
0.7971 |
0.7892 |
0.8022 |
PP |
0.7836 |
0.7836 |
0.7836 |
0.7861 |
S1 |
0.7734 |
0.7734 |
0.7848 |
0.7785 |
S2 |
0.7599 |
0.7599 |
0.7827 |
|
S3 |
0.7362 |
0.7497 |
0.7805 |
|
S4 |
0.7125 |
0.7260 |
0.7740 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8132 |
2.618 |
0.8052 |
1.618 |
0.8003 |
1.000 |
0.7973 |
0.618 |
0.7954 |
HIGH |
0.7924 |
0.618 |
0.7905 |
0.500 |
0.7900 |
0.382 |
0.7894 |
LOW |
0.7875 |
0.618 |
0.7845 |
1.000 |
0.7826 |
1.618 |
0.7796 |
2.618 |
0.7747 |
4.250 |
0.7667 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7904 |
0.7887 |
PP |
0.7902 |
0.7868 |
S1 |
0.7900 |
0.7850 |
|