CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7848 |
0.7750 |
-0.0098 |
-1.2% |
0.7874 |
| High |
0.7848 |
0.7782 |
-0.0066 |
-0.8% |
0.7875 |
| Low |
0.7807 |
0.7725 |
-0.0082 |
-1.1% |
0.7750 |
| Close |
0.7808 |
0.7774 |
-0.0034 |
-0.4% |
0.7808 |
| Range |
0.0041 |
0.0057 |
0.0016 |
39.0% |
0.0125 |
| ATR |
|
|
|
|
|
| Volume |
24 |
47 |
23 |
95.8% |
313 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7910 |
0.7805 |
|
| R3 |
0.7874 |
0.7853 |
0.7790 |
|
| R2 |
0.7817 |
0.7817 |
0.7784 |
|
| R1 |
0.7796 |
0.7796 |
0.7779 |
0.7807 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7766 |
| S1 |
0.7739 |
0.7739 |
0.7769 |
0.7750 |
| S2 |
0.7703 |
0.7703 |
0.7764 |
|
| S3 |
0.7646 |
0.7682 |
0.7758 |
|
| S4 |
0.7589 |
0.7625 |
0.7743 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8186 |
0.8122 |
0.7877 |
|
| R3 |
0.8061 |
0.7997 |
0.7842 |
|
| R2 |
0.7936 |
0.7936 |
0.7831 |
|
| R1 |
0.7872 |
0.7872 |
0.7819 |
0.7842 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7796 |
| S1 |
0.7747 |
0.7747 |
0.7797 |
0.7717 |
| S2 |
0.7686 |
0.7686 |
0.7785 |
|
| S3 |
0.7561 |
0.7622 |
0.7774 |
|
| S4 |
0.7436 |
0.7497 |
0.7739 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7931 |
|
1.618 |
0.7874 |
|
1.000 |
0.7839 |
|
0.618 |
0.7817 |
|
HIGH |
0.7782 |
|
0.618 |
0.7760 |
|
0.500 |
0.7754 |
|
0.382 |
0.7747 |
|
LOW |
0.7725 |
|
0.618 |
0.7690 |
|
1.000 |
0.7668 |
|
1.618 |
0.7633 |
|
2.618 |
0.7576 |
|
4.250 |
0.7483 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7767 |
0.7787 |
| PP |
0.7760 |
0.7782 |
| S1 |
0.7754 |
0.7778 |
|