CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7886 |
0.7930 |
0.0044 |
0.6% |
0.7750 |
| High |
0.7917 |
0.8000 |
0.0083 |
1.0% |
0.7950 |
| Low |
0.7886 |
0.7893 |
0.0007 |
0.1% |
0.7725 |
| Close |
0.7914 |
0.8041 |
0.0127 |
1.6% |
0.7888 |
| Range |
0.0031 |
0.0107 |
0.0076 |
245.2% |
0.0225 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.7% |
0.0000 |
| Volume |
4 |
17 |
13 |
325.0% |
248 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8299 |
0.8277 |
0.8100 |
|
| R3 |
0.8192 |
0.8170 |
0.8070 |
|
| R2 |
0.8085 |
0.8085 |
0.8061 |
|
| R1 |
0.8063 |
0.8063 |
0.8051 |
0.8074 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7984 |
| S1 |
0.7956 |
0.7956 |
0.8031 |
0.7967 |
| S2 |
0.7871 |
0.7871 |
0.8021 |
|
| S3 |
0.7764 |
0.7849 |
0.8012 |
|
| S4 |
0.7657 |
0.7742 |
0.7982 |
|
|
| 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 |
0.8455 |
|
2.618 |
0.8280 |
|
1.618 |
0.8173 |
|
1.000 |
0.8107 |
|
0.618 |
0.8066 |
|
HIGH |
0.8000 |
|
0.618 |
0.7959 |
|
0.500 |
0.7947 |
|
0.382 |
0.7934 |
|
LOW |
0.7893 |
|
0.618 |
0.7827 |
|
1.000 |
0.7786 |
|
1.618 |
0.7720 |
|
2.618 |
0.7613 |
|
4.250 |
0.7438 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8010 |
0.8008 |
| PP |
0.7978 |
0.7976 |
| S1 |
0.7947 |
0.7943 |
|