CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8031 |
0.8070 |
0.0039 |
0.5% |
0.8060 |
High |
0.8118 |
0.8141 |
0.0023 |
0.3% |
0.8141 |
Low |
0.8031 |
0.8070 |
0.0039 |
0.5% |
0.7900 |
Close |
0.8071 |
0.8146 |
0.0075 |
0.9% |
0.8146 |
Range |
0.0087 |
0.0071 |
-0.0016 |
-18.4% |
0.0241 |
ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
48 |
136 |
88 |
183.3% |
371 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8332 |
0.8310 |
0.8185 |
|
R3 |
0.8261 |
0.8239 |
0.8166 |
|
R2 |
0.8190 |
0.8190 |
0.8159 |
|
R1 |
0.8168 |
0.8168 |
0.8153 |
0.8179 |
PP |
0.8119 |
0.8119 |
0.8119 |
0.8125 |
S1 |
0.8097 |
0.8097 |
0.8139 |
0.8108 |
S2 |
0.8048 |
0.8048 |
0.8133 |
|
S3 |
0.7977 |
0.8026 |
0.8126 |
|
S4 |
0.7906 |
0.7955 |
0.8107 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8785 |
0.8707 |
0.8279 |
|
R3 |
0.8544 |
0.8466 |
0.8212 |
|
R2 |
0.8303 |
0.8303 |
0.8190 |
|
R1 |
0.8225 |
0.8225 |
0.8168 |
0.8264 |
PP |
0.8062 |
0.8062 |
0.8062 |
0.8082 |
S1 |
0.7984 |
0.7984 |
0.8124 |
0.8023 |
S2 |
0.7821 |
0.7821 |
0.8102 |
|
S3 |
0.7580 |
0.7743 |
0.8080 |
|
S4 |
0.7339 |
0.7502 |
0.8013 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8443 |
2.618 |
0.8327 |
1.618 |
0.8256 |
1.000 |
0.8212 |
0.618 |
0.8185 |
HIGH |
0.8141 |
0.618 |
0.8114 |
0.500 |
0.8106 |
0.382 |
0.8097 |
LOW |
0.8070 |
0.618 |
0.8026 |
1.000 |
0.7999 |
1.618 |
0.7955 |
2.618 |
0.7884 |
4.250 |
0.7768 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8133 |
0.8104 |
PP |
0.8119 |
0.8062 |
S1 |
0.8106 |
0.8021 |
|