CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.8135 |
0.8080 |
-0.0055 |
-0.7% |
0.7910 |
High |
0.8205 |
0.8131 |
-0.0074 |
-0.9% |
0.8205 |
Low |
0.8091 |
0.8064 |
-0.0027 |
-0.3% |
0.7870 |
Close |
0.8096 |
0.8086 |
-0.0010 |
-0.1% |
0.8086 |
Range |
0.0114 |
0.0067 |
-0.0047 |
-41.2% |
0.0335 |
ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
70 |
40 |
-30 |
-42.9% |
232 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8295 |
0.8257 |
0.8123 |
|
R3 |
0.8228 |
0.8190 |
0.8104 |
|
R2 |
0.8161 |
0.8161 |
0.8098 |
|
R1 |
0.8123 |
0.8123 |
0.8092 |
0.8142 |
PP |
0.8094 |
0.8094 |
0.8094 |
0.8103 |
S1 |
0.8056 |
0.8056 |
0.8080 |
0.8075 |
S2 |
0.8027 |
0.8027 |
0.8074 |
|
S3 |
0.7960 |
0.7989 |
0.8068 |
|
S4 |
0.7893 |
0.7922 |
0.8049 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9059 |
0.8907 |
0.8270 |
|
R3 |
0.8724 |
0.8572 |
0.8178 |
|
R2 |
0.8389 |
0.8389 |
0.8147 |
|
R1 |
0.8237 |
0.8237 |
0.8117 |
0.8313 |
PP |
0.8054 |
0.8054 |
0.8054 |
0.8092 |
S1 |
0.7902 |
0.7902 |
0.8055 |
0.7978 |
S2 |
0.7719 |
0.7719 |
0.8025 |
|
S3 |
0.7384 |
0.7567 |
0.7994 |
|
S4 |
0.7049 |
0.7232 |
0.7902 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8416 |
2.618 |
0.8306 |
1.618 |
0.8239 |
1.000 |
0.8198 |
0.618 |
0.8172 |
HIGH |
0.8131 |
0.618 |
0.8105 |
0.500 |
0.8098 |
0.382 |
0.8090 |
LOW |
0.8064 |
0.618 |
0.8023 |
1.000 |
0.7997 |
1.618 |
0.7956 |
2.618 |
0.7889 |
4.250 |
0.7779 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8098 |
0.8071 |
PP |
0.8094 |
0.8055 |
S1 |
0.8090 |
0.8040 |
|