CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8163 |
0.8220 |
0.0057 |
0.7% |
0.7931 |
| High |
0.8163 |
0.8220 |
0.0057 |
0.7% |
0.8208 |
| Low |
0.8141 |
0.8185 |
0.0044 |
0.5% |
0.7886 |
| Close |
0.8185 |
0.8197 |
0.0012 |
0.1% |
0.8101 |
| Range |
0.0022 |
0.0035 |
0.0013 |
59.1% |
0.0322 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
28 |
8 |
-20 |
-71.4% |
194 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8306 |
0.8286 |
0.8216 |
|
| R3 |
0.8271 |
0.8251 |
0.8207 |
|
| R2 |
0.8236 |
0.8236 |
0.8203 |
|
| R1 |
0.8216 |
0.8216 |
0.8200 |
0.8209 |
| PP |
0.8201 |
0.8201 |
0.8201 |
0.8197 |
| S1 |
0.8181 |
0.8181 |
0.8194 |
0.8174 |
| S2 |
0.8166 |
0.8166 |
0.8191 |
|
| S3 |
0.8131 |
0.8146 |
0.8187 |
|
| S4 |
0.8096 |
0.8111 |
0.8178 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9031 |
0.8888 |
0.8278 |
|
| R3 |
0.8709 |
0.8566 |
0.8190 |
|
| R2 |
0.8387 |
0.8387 |
0.8160 |
|
| R1 |
0.8244 |
0.8244 |
0.8131 |
0.8316 |
| PP |
0.8065 |
0.8065 |
0.8065 |
0.8101 |
| S1 |
0.7922 |
0.7922 |
0.8071 |
0.7994 |
| S2 |
0.7743 |
0.7743 |
0.8042 |
|
| S3 |
0.7421 |
0.7600 |
0.8012 |
|
| S4 |
0.7099 |
0.7278 |
0.7924 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8369 |
|
2.618 |
0.8312 |
|
1.618 |
0.8277 |
|
1.000 |
0.8255 |
|
0.618 |
0.8242 |
|
HIGH |
0.8220 |
|
0.618 |
0.8207 |
|
0.500 |
0.8203 |
|
0.382 |
0.8198 |
|
LOW |
0.8185 |
|
0.618 |
0.8163 |
|
1.000 |
0.8150 |
|
1.618 |
0.8128 |
|
2.618 |
0.8093 |
|
4.250 |
0.8036 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8203 |
0.8191 |
| PP |
0.8201 |
0.8185 |
| S1 |
0.8199 |
0.8179 |
|