CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8077 |
0.8081 |
0.0004 |
0.0% |
0.8163 |
High |
0.8121 |
0.8123 |
0.0002 |
0.0% |
0.8394 |
Low |
0.8000 |
0.8035 |
0.0035 |
0.4% |
0.8163 |
Close |
0.8096 |
0.8105 |
0.0009 |
0.1% |
0.8247 |
Range |
0.0121 |
0.0088 |
-0.0033 |
-27.3% |
0.0231 |
ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
221 |
279 |
58 |
26.2% |
468 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8352 |
0.8316 |
0.8153 |
|
R3 |
0.8264 |
0.8228 |
0.8129 |
|
R2 |
0.8176 |
0.8176 |
0.8121 |
|
R1 |
0.8140 |
0.8140 |
0.8113 |
0.8158 |
PP |
0.8088 |
0.8088 |
0.8088 |
0.8097 |
S1 |
0.8052 |
0.8052 |
0.8097 |
0.8070 |
S2 |
0.8000 |
0.8000 |
0.8089 |
|
S3 |
0.7912 |
0.7964 |
0.8081 |
|
S4 |
0.7824 |
0.7876 |
0.8057 |
|
|
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 |
0.8497 |
2.618 |
0.8353 |
1.618 |
0.8265 |
1.000 |
0.8211 |
0.618 |
0.8177 |
HIGH |
0.8123 |
0.618 |
0.8089 |
0.500 |
0.8079 |
0.382 |
0.8069 |
LOW |
0.8035 |
0.618 |
0.7981 |
1.000 |
0.7947 |
1.618 |
0.7893 |
2.618 |
0.7805 |
4.250 |
0.7661 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8096 |
0.8115 |
PP |
0.8088 |
0.8111 |
S1 |
0.8079 |
0.8108 |
|