CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7888 |
0.0138 |
1.8% |
0.7874 |
| High |
0.7782 |
0.7890 |
0.0108 |
1.4% |
0.7875 |
| Low |
0.7725 |
0.7830 |
0.0105 |
1.4% |
0.7750 |
| Close |
0.7774 |
0.7815 |
0.0041 |
0.5% |
0.7808 |
| Range |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0125 |
| ATR |
|
|
|
|
|
| Volume |
47 |
25 |
-22 |
-46.8% |
313 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8025 |
0.7980 |
0.7848 |
|
| R3 |
0.7965 |
0.7920 |
0.7832 |
|
| R2 |
0.7905 |
0.7905 |
0.7826 |
|
| R1 |
0.7860 |
0.7860 |
0.7821 |
0.7853 |
| PP |
0.7845 |
0.7845 |
0.7845 |
0.7841 |
| S1 |
0.7800 |
0.7800 |
0.7810 |
0.7793 |
| S2 |
0.7785 |
0.7785 |
0.7804 |
|
| S3 |
0.7725 |
0.7740 |
0.7799 |
|
| S4 |
0.7665 |
0.7680 |
0.7782 |
|
|
| 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 |
0.8145 |
|
2.618 |
0.8047 |
|
1.618 |
0.7987 |
|
1.000 |
0.7950 |
|
0.618 |
0.7927 |
|
HIGH |
0.7890 |
|
0.618 |
0.7867 |
|
0.500 |
0.7860 |
|
0.382 |
0.7853 |
|
LOW |
0.7830 |
|
0.618 |
0.7793 |
|
1.000 |
0.7770 |
|
1.618 |
0.7733 |
|
2.618 |
0.7673 |
|
4.250 |
0.7575 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7860 |
0.7813 |
| PP |
0.7845 |
0.7810 |
| S1 |
0.7830 |
0.7808 |
|