CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8180 |
0.8300 |
0.0120 |
1.5% |
0.8229 |
High |
0.8224 |
0.8342 |
0.0118 |
1.4% |
0.8288 |
Low |
0.8175 |
0.8296 |
0.0121 |
1.5% |
0.8000 |
Close |
0.8215 |
0.8342 |
0.0127 |
1.5% |
0.8291 |
Range |
0.0049 |
0.0046 |
-0.0003 |
-6.1% |
0.0288 |
ATR |
0.0093 |
0.0096 |
0.0002 |
2.6% |
0.0000 |
Volume |
48 |
72 |
24 |
50.0% |
972 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8465 |
0.8449 |
0.8367 |
|
R3 |
0.8419 |
0.8403 |
0.8355 |
|
R2 |
0.8373 |
0.8373 |
0.8350 |
|
R1 |
0.8357 |
0.8357 |
0.8346 |
0.8365 |
PP |
0.8327 |
0.8327 |
0.8327 |
0.8331 |
S1 |
0.8311 |
0.8311 |
0.8338 |
0.8319 |
S2 |
0.8281 |
0.8281 |
0.8334 |
|
S3 |
0.8235 |
0.8265 |
0.8329 |
|
S4 |
0.8189 |
0.8219 |
0.8317 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9057 |
0.8962 |
0.8449 |
|
R3 |
0.8769 |
0.8674 |
0.8370 |
|
R2 |
0.8481 |
0.8481 |
0.8344 |
|
R1 |
0.8386 |
0.8386 |
0.8317 |
0.8434 |
PP |
0.8193 |
0.8193 |
0.8193 |
0.8217 |
S1 |
0.8098 |
0.8098 |
0.8265 |
0.8146 |
S2 |
0.7905 |
0.7905 |
0.8238 |
|
S3 |
0.7617 |
0.7810 |
0.8212 |
|
S4 |
0.7329 |
0.7522 |
0.8133 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8538 |
2.618 |
0.8462 |
1.618 |
0.8416 |
1.000 |
0.8388 |
0.618 |
0.8370 |
HIGH |
0.8342 |
0.618 |
0.8324 |
0.500 |
0.8319 |
0.382 |
0.8314 |
LOW |
0.8296 |
0.618 |
0.8268 |
1.000 |
0.8250 |
1.618 |
0.8222 |
2.618 |
0.8176 |
4.250 |
0.8101 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8334 |
0.8314 |
PP |
0.8327 |
0.8286 |
S1 |
0.8319 |
0.8259 |
|