CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.8050 |
0.7984 |
-0.0066 |
-0.8% |
0.8163 |
High |
0.8050 |
0.7984 |
-0.0066 |
-0.8% |
0.8220 |
Low |
0.7940 |
0.7942 |
0.0002 |
0.0% |
0.8098 |
Close |
0.7939 |
0.7966 |
0.0027 |
0.3% |
0.8119 |
Range |
0.0110 |
0.0042 |
-0.0068 |
-61.8% |
0.0122 |
ATR |
0.0079 |
0.0077 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
8 |
86 |
78 |
975.0% |
78 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8090 |
0.8070 |
0.7989 |
|
R3 |
0.8048 |
0.8028 |
0.7978 |
|
R2 |
0.8006 |
0.8006 |
0.7974 |
|
R1 |
0.7986 |
0.7986 |
0.7970 |
0.7975 |
PP |
0.7964 |
0.7964 |
0.7964 |
0.7959 |
S1 |
0.7944 |
0.7944 |
0.7962 |
0.7933 |
S2 |
0.7922 |
0.7922 |
0.7958 |
|
S3 |
0.7880 |
0.7902 |
0.7954 |
|
S4 |
0.7838 |
0.7860 |
0.7943 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8512 |
0.8437 |
0.8186 |
|
R3 |
0.8390 |
0.8315 |
0.8153 |
|
R2 |
0.8268 |
0.8268 |
0.8141 |
|
R1 |
0.8193 |
0.8193 |
0.8130 |
0.8170 |
PP |
0.8146 |
0.8146 |
0.8146 |
0.8134 |
S1 |
0.8071 |
0.8071 |
0.8108 |
0.8048 |
S2 |
0.8024 |
0.8024 |
0.8097 |
|
S3 |
0.7902 |
0.7949 |
0.8085 |
|
S4 |
0.7780 |
0.7827 |
0.8052 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8163 |
2.618 |
0.8094 |
1.618 |
0.8052 |
1.000 |
0.8026 |
0.618 |
0.8010 |
HIGH |
0.7984 |
0.618 |
0.7968 |
0.500 |
0.7963 |
0.382 |
0.7958 |
LOW |
0.7942 |
0.618 |
0.7916 |
1.000 |
0.7900 |
1.618 |
0.7874 |
2.618 |
0.7832 |
4.250 |
0.7764 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7965 |
0.8020 |
PP |
0.7964 |
0.8002 |
S1 |
0.7963 |
0.7984 |
|