CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7931 |
0.0031 |
0.4% |
0.7750 |
| High |
0.7950 |
0.7932 |
-0.0018 |
-0.2% |
0.7950 |
| Low |
0.7840 |
0.7910 |
0.0070 |
0.9% |
0.7725 |
| Close |
0.7888 |
0.7924 |
0.0036 |
0.5% |
0.7888 |
| Range |
0.0110 |
0.0022 |
-0.0088 |
-80.0% |
0.0225 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
121 |
119 |
-2 |
-1.7% |
248 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7978 |
0.7936 |
|
| R3 |
0.7966 |
0.7956 |
0.7930 |
|
| R2 |
0.7944 |
0.7944 |
0.7928 |
|
| R1 |
0.7934 |
0.7934 |
0.7926 |
0.7928 |
| PP |
0.7922 |
0.7922 |
0.7922 |
0.7919 |
| S1 |
0.7912 |
0.7912 |
0.7922 |
0.7906 |
| S2 |
0.7900 |
0.7900 |
0.7920 |
|
| S3 |
0.7878 |
0.7890 |
0.7918 |
|
| S4 |
0.7856 |
0.7868 |
0.7912 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8529 |
0.8434 |
0.8012 |
|
| R3 |
0.8304 |
0.8209 |
0.7950 |
|
| R2 |
0.8079 |
0.8079 |
0.7929 |
|
| R1 |
0.7984 |
0.7984 |
0.7909 |
0.8032 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7878 |
| S1 |
0.7759 |
0.7759 |
0.7867 |
0.7807 |
| S2 |
0.7629 |
0.7629 |
0.7847 |
|
| S3 |
0.7404 |
0.7534 |
0.7826 |
|
| S4 |
0.7179 |
0.7309 |
0.7764 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8026 |
|
2.618 |
0.7990 |
|
1.618 |
0.7968 |
|
1.000 |
0.7954 |
|
0.618 |
0.7946 |
|
HIGH |
0.7932 |
|
0.618 |
0.7924 |
|
0.500 |
0.7921 |
|
0.382 |
0.7918 |
|
LOW |
0.7910 |
|
0.618 |
0.7896 |
|
1.000 |
0.7888 |
|
1.618 |
0.7874 |
|
2.618 |
0.7852 |
|
4.250 |
0.7817 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7923 |
0.7905 |
| PP |
0.7922 |
0.7887 |
| S1 |
0.7921 |
0.7868 |
|