CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7975 |
0.7943 |
-0.0032 |
-0.4% |
0.8128 |
| High |
0.7982 |
0.7960 |
-0.0022 |
-0.3% |
0.8227 |
| Low |
0.7926 |
0.7900 |
-0.0026 |
-0.3% |
0.8061 |
| Close |
0.7953 |
0.7960 |
0.0007 |
0.1% |
0.8105 |
| Range |
0.0056 |
0.0060 |
0.0004 |
7.1% |
0.0166 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
100 |
43 |
-57 |
-57.0% |
294 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.8100 |
0.7993 |
|
| R3 |
0.8060 |
0.8040 |
0.7977 |
|
| R2 |
0.8000 |
0.8000 |
0.7971 |
|
| R1 |
0.7980 |
0.7980 |
0.7966 |
0.7990 |
| PP |
0.7940 |
0.7940 |
0.7940 |
0.7945 |
| S1 |
0.7920 |
0.7920 |
0.7955 |
0.7930 |
| S2 |
0.7880 |
0.7880 |
0.7949 |
|
| S3 |
0.7820 |
0.7860 |
0.7944 |
|
| S4 |
0.7760 |
0.7800 |
0.7927 |
|
|
| 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 |
0.8215 |
|
2.618 |
0.8117 |
|
1.618 |
0.8057 |
|
1.000 |
0.8020 |
|
0.618 |
0.7997 |
|
HIGH |
0.7960 |
|
0.618 |
0.7937 |
|
0.500 |
0.7930 |
|
0.382 |
0.7923 |
|
LOW |
0.7900 |
|
0.618 |
0.7863 |
|
1.000 |
0.7840 |
|
1.618 |
0.7803 |
|
2.618 |
0.7743 |
|
4.250 |
0.7645 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7950 |
0.7980 |
| PP |
0.7940 |
0.7973 |
| S1 |
0.7930 |
0.7967 |
|