CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8378 |
0.8431 |
0.0053 |
0.6% |
0.8245 |
High |
0.8426 |
0.8452 |
0.0026 |
0.3% |
0.8452 |
Low |
0.8357 |
0.8375 |
0.0018 |
0.2% |
0.8175 |
Close |
0.8392 |
0.8459 |
0.0067 |
0.8% |
0.8459 |
Range |
0.0069 |
0.0077 |
0.0008 |
11.6% |
0.0277 |
ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
55 |
264 |
209 |
380.0% |
872 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8660 |
0.8636 |
0.8501 |
|
R3 |
0.8583 |
0.8559 |
0.8480 |
|
R2 |
0.8506 |
0.8506 |
0.8473 |
|
R1 |
0.8482 |
0.8482 |
0.8466 |
0.8494 |
PP |
0.8429 |
0.8429 |
0.8429 |
0.8435 |
S1 |
0.8405 |
0.8405 |
0.8452 |
0.8417 |
S2 |
0.8352 |
0.8352 |
0.8445 |
|
S3 |
0.8275 |
0.8328 |
0.8438 |
|
S4 |
0.8198 |
0.8251 |
0.8417 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9193 |
0.9103 |
0.8611 |
|
R3 |
0.8916 |
0.8826 |
0.8535 |
|
R2 |
0.8639 |
0.8639 |
0.8510 |
|
R1 |
0.8549 |
0.8549 |
0.8484 |
0.8594 |
PP |
0.8362 |
0.8362 |
0.8362 |
0.8385 |
S1 |
0.8272 |
0.8272 |
0.8434 |
0.8317 |
S2 |
0.8085 |
0.8085 |
0.8408 |
|
S3 |
0.7808 |
0.7995 |
0.8383 |
|
S4 |
0.7531 |
0.7718 |
0.8307 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8779 |
2.618 |
0.8654 |
1.618 |
0.8577 |
1.000 |
0.8529 |
0.618 |
0.8500 |
HIGH |
0.8452 |
0.618 |
0.8423 |
0.500 |
0.8414 |
0.382 |
0.8404 |
LOW |
0.8375 |
0.618 |
0.8327 |
1.000 |
0.8298 |
1.618 |
0.8250 |
2.618 |
0.8173 |
4.250 |
0.8048 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8444 |
0.8431 |
PP |
0.8429 |
0.8402 |
S1 |
0.8414 |
0.8374 |
|