CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.8060 |
0.7975 |
-0.0085 |
-1.1% |
0.8128 |
High |
0.8060 |
0.7982 |
-0.0078 |
-1.0% |
0.8227 |
Low |
0.7926 |
0.7926 |
0.0000 |
0.0% |
0.8061 |
Close |
0.7926 |
0.7953 |
0.0027 |
0.3% |
0.8105 |
Range |
0.0134 |
0.0056 |
-0.0078 |
-58.2% |
0.0166 |
ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
44 |
100 |
56 |
127.3% |
294 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8122 |
0.8093 |
0.7984 |
|
R3 |
0.8066 |
0.8037 |
0.7968 |
|
R2 |
0.8010 |
0.8010 |
0.7963 |
|
R1 |
0.7981 |
0.7981 |
0.7958 |
0.7968 |
PP |
0.7954 |
0.7954 |
0.7954 |
0.7947 |
S1 |
0.7925 |
0.7925 |
0.7948 |
0.7912 |
S2 |
0.7898 |
0.7898 |
0.7943 |
|
S3 |
0.7842 |
0.7869 |
0.7938 |
|
S4 |
0.7786 |
0.7813 |
0.7922 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8629 |
0.8533 |
0.8196 |
|
R3 |
0.8463 |
0.8367 |
0.8151 |
|
R2 |
0.8297 |
0.8297 |
0.8135 |
|
R1 |
0.8201 |
0.8201 |
0.8120 |
0.8166 |
PP |
0.8131 |
0.8131 |
0.8131 |
0.8114 |
S1 |
0.8035 |
0.8035 |
0.8090 |
0.8000 |
S2 |
0.7965 |
0.7965 |
0.8075 |
|
S3 |
0.7799 |
0.7869 |
0.8059 |
|
S4 |
0.7633 |
0.7703 |
0.8014 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8220 |
2.618 |
0.8129 |
1.618 |
0.8073 |
1.000 |
0.8038 |
0.618 |
0.8017 |
HIGH |
0.7982 |
0.618 |
0.7961 |
0.500 |
0.7954 |
0.382 |
0.7947 |
LOW |
0.7926 |
0.618 |
0.7891 |
1.000 |
0.7870 |
1.618 |
0.7835 |
2.618 |
0.7779 |
4.250 |
0.7688 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7954 |
0.8021 |
PP |
0.7954 |
0.7998 |
S1 |
0.7953 |
0.7976 |
|