CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7800 |
-0.0073 |
-0.9% |
0.7874 |
| High |
0.7873 |
0.7877 |
0.0004 |
0.1% |
0.7875 |
| Low |
0.7835 |
0.7786 |
-0.0049 |
-0.6% |
0.7750 |
| Close |
0.7810 |
0.7869 |
0.0059 |
0.8% |
0.7808 |
| Range |
0.0038 |
0.0091 |
0.0053 |
139.5% |
0.0125 |
| ATR |
0.0000 |
0.0081 |
0.0081 |
|
0.0000 |
| Volume |
28 |
27 |
-1 |
-3.6% |
313 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8084 |
0.7919 |
|
| R3 |
0.8026 |
0.7993 |
0.7894 |
|
| R2 |
0.7935 |
0.7935 |
0.7886 |
|
| R1 |
0.7902 |
0.7902 |
0.7877 |
0.7919 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7852 |
| S1 |
0.7811 |
0.7811 |
0.7861 |
0.7828 |
| S2 |
0.7753 |
0.7753 |
0.7852 |
|
| S3 |
0.7662 |
0.7720 |
0.7844 |
|
| S4 |
0.7571 |
0.7629 |
0.7819 |
|
|
| 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 |
0.8264 |
|
2.618 |
0.8115 |
|
1.618 |
0.8024 |
|
1.000 |
0.7968 |
|
0.618 |
0.7933 |
|
HIGH |
0.7877 |
|
0.618 |
0.7842 |
|
0.500 |
0.7832 |
|
0.382 |
0.7821 |
|
LOW |
0.7786 |
|
0.618 |
0.7730 |
|
1.000 |
0.7695 |
|
1.618 |
0.7639 |
|
2.618 |
0.7548 |
|
4.250 |
0.7399 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7857 |
0.7859 |
| PP |
0.7844 |
0.7848 |
| S1 |
0.7832 |
0.7838 |
|