CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8229 |
0.8077 |
-0.0152 |
-1.8% |
0.8163 |
High |
0.8229 |
0.8121 |
-0.0108 |
-1.3% |
0.8394 |
Low |
0.8085 |
0.8000 |
-0.0085 |
-1.1% |
0.8163 |
Close |
0.8092 |
0.8096 |
0.0004 |
0.0% |
0.8247 |
Range |
0.0144 |
0.0121 |
-0.0023 |
-16.0% |
0.0231 |
ATR |
0.0095 |
0.0097 |
0.0002 |
2.0% |
0.0000 |
Volume |
51 |
221 |
170 |
333.3% |
468 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8435 |
0.8387 |
0.8163 |
|
R3 |
0.8314 |
0.8266 |
0.8129 |
|
R2 |
0.8193 |
0.8193 |
0.8118 |
|
R1 |
0.8145 |
0.8145 |
0.8107 |
0.8169 |
PP |
0.8072 |
0.8072 |
0.8072 |
0.8085 |
S1 |
0.8024 |
0.8024 |
0.8085 |
0.8048 |
S2 |
0.7951 |
0.7951 |
0.8074 |
|
S3 |
0.7830 |
0.7903 |
0.8063 |
|
S4 |
0.7709 |
0.7782 |
0.8029 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8961 |
0.8835 |
0.8374 |
|
R3 |
0.8730 |
0.8604 |
0.8311 |
|
R2 |
0.8499 |
0.8499 |
0.8289 |
|
R1 |
0.8373 |
0.8373 |
0.8268 |
0.8436 |
PP |
0.8268 |
0.8268 |
0.8268 |
0.8300 |
S1 |
0.8142 |
0.8142 |
0.8226 |
0.8205 |
S2 |
0.8037 |
0.8037 |
0.8205 |
|
S3 |
0.7806 |
0.7911 |
0.8183 |
|
S4 |
0.7575 |
0.7680 |
0.8120 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8635 |
2.618 |
0.8438 |
1.618 |
0.8317 |
1.000 |
0.8242 |
0.618 |
0.8196 |
HIGH |
0.8121 |
0.618 |
0.8075 |
0.500 |
0.8061 |
0.382 |
0.8046 |
LOW |
0.8000 |
0.618 |
0.7925 |
1.000 |
0.7879 |
1.618 |
0.7804 |
2.618 |
0.7683 |
4.250 |
0.7486 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8084 |
0.8140 |
PP |
0.8072 |
0.8125 |
S1 |
0.8061 |
0.8111 |
|