CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7920 |
-0.0064 |
-0.8% |
0.8163 |
High |
0.7984 |
0.7958 |
-0.0026 |
-0.3% |
0.8220 |
Low |
0.7942 |
0.7920 |
-0.0022 |
-0.3% |
0.8098 |
Close |
0.7966 |
0.7973 |
0.0007 |
0.1% |
0.8119 |
Range |
0.0042 |
0.0038 |
-0.0004 |
-9.5% |
0.0122 |
ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
86 |
10 |
-76 |
-88.4% |
78 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8064 |
0.8057 |
0.7994 |
|
R3 |
0.8026 |
0.8019 |
0.7983 |
|
R2 |
0.7988 |
0.7988 |
0.7980 |
|
R1 |
0.7981 |
0.7981 |
0.7976 |
0.7985 |
PP |
0.7950 |
0.7950 |
0.7950 |
0.7952 |
S1 |
0.7943 |
0.7943 |
0.7970 |
0.7947 |
S2 |
0.7912 |
0.7912 |
0.7966 |
|
S3 |
0.7874 |
0.7905 |
0.7963 |
|
S4 |
0.7836 |
0.7867 |
0.7952 |
|
|
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 |
0.8120 |
2.618 |
0.8057 |
1.618 |
0.8019 |
1.000 |
0.7996 |
0.618 |
0.7981 |
HIGH |
0.7958 |
0.618 |
0.7943 |
0.500 |
0.7939 |
0.382 |
0.7935 |
LOW |
0.7920 |
0.618 |
0.7897 |
1.000 |
0.7882 |
1.618 |
0.7859 |
2.618 |
0.7821 |
4.250 |
0.7759 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.7962 |
0.7985 |
PP |
0.7950 |
0.7981 |
S1 |
0.7939 |
0.7977 |
|