CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.7930 |
0.8180 |
0.0250 |
3.2% |
0.7750 |
High |
0.8000 |
0.8208 |
0.0208 |
2.6% |
0.7950 |
Low |
0.7893 |
0.8146 |
0.0253 |
3.2% |
0.7725 |
Close |
0.8041 |
0.8111 |
0.0070 |
0.9% |
0.7888 |
Range |
0.0107 |
0.0062 |
-0.0045 |
-42.1% |
0.0225 |
ATR |
0.0079 |
0.0086 |
0.0006 |
7.9% |
0.0000 |
Volume |
17 |
24 |
7 |
41.2% |
248 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8341 |
0.8288 |
0.8145 |
|
R3 |
0.8279 |
0.8226 |
0.8128 |
|
R2 |
0.8217 |
0.8217 |
0.8122 |
|
R1 |
0.8164 |
0.8164 |
0.8117 |
0.8160 |
PP |
0.8155 |
0.8155 |
0.8155 |
0.8153 |
S1 |
0.8102 |
0.8102 |
0.8105 |
0.8098 |
S2 |
0.8093 |
0.8093 |
0.8100 |
|
S3 |
0.8031 |
0.8040 |
0.8094 |
|
S4 |
0.7969 |
0.7978 |
0.8077 |
|
|
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 |
0.8472 |
2.618 |
0.8370 |
1.618 |
0.8308 |
1.000 |
0.8270 |
0.618 |
0.8246 |
HIGH |
0.8208 |
0.618 |
0.8184 |
0.500 |
0.8177 |
0.382 |
0.8170 |
LOW |
0.8146 |
0.618 |
0.8108 |
1.000 |
0.8084 |
1.618 |
0.8046 |
2.618 |
0.7984 |
4.250 |
0.7883 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8177 |
0.8090 |
PP |
0.8155 |
0.8068 |
S1 |
0.8133 |
0.8047 |
|