CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.7920 |
0.8101 |
0.0181 |
2.3% |
0.8163 |
High |
0.7958 |
0.8109 |
0.0151 |
1.9% |
0.8220 |
Low |
0.7920 |
0.8072 |
0.0152 |
1.9% |
0.8098 |
Close |
0.7973 |
0.8084 |
0.0111 |
1.4% |
0.8119 |
Range |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0122 |
ATR |
0.0075 |
0.0079 |
0.0004 |
5.8% |
0.0000 |
Volume |
10 |
35 |
25 |
250.0% |
78 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8199 |
0.8179 |
0.8104 |
|
R3 |
0.8162 |
0.8142 |
0.8094 |
|
R2 |
0.8125 |
0.8125 |
0.8091 |
|
R1 |
0.8105 |
0.8105 |
0.8087 |
0.8097 |
PP |
0.8088 |
0.8088 |
0.8088 |
0.8084 |
S1 |
0.8068 |
0.8068 |
0.8081 |
0.8060 |
S2 |
0.8051 |
0.8051 |
0.8077 |
|
S3 |
0.8014 |
0.8031 |
0.8074 |
|
S4 |
0.7977 |
0.7994 |
0.8064 |
|
|
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 |
0.8266 |
2.618 |
0.8206 |
1.618 |
0.8169 |
1.000 |
0.8146 |
0.618 |
0.8132 |
HIGH |
0.8109 |
0.618 |
0.8095 |
0.500 |
0.8091 |
0.382 |
0.8086 |
LOW |
0.8072 |
0.618 |
0.8049 |
1.000 |
0.8035 |
1.618 |
0.8012 |
2.618 |
0.7975 |
4.250 |
0.7915 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8091 |
0.8061 |
PP |
0.8088 |
0.8038 |
S1 |
0.8086 |
0.8015 |
|