CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8101 |
0.8103 |
0.0002 |
0.0% |
0.8050 |
| High |
0.8109 |
0.8146 |
0.0037 |
0.5% |
0.8146 |
| Low |
0.8072 |
0.8103 |
0.0031 |
0.4% |
0.7920 |
| Close |
0.8084 |
0.8159 |
0.0075 |
0.9% |
0.8159 |
| Range |
0.0037 |
0.0043 |
0.0006 |
16.2% |
0.0226 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
35 |
41 |
6 |
17.1% |
180 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8255 |
0.8183 |
|
| R3 |
0.8222 |
0.8212 |
0.8171 |
|
| R2 |
0.8179 |
0.8179 |
0.8167 |
|
| R1 |
0.8169 |
0.8169 |
0.8163 |
0.8174 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8139 |
| S1 |
0.8126 |
0.8126 |
0.8155 |
0.8131 |
| S2 |
0.8093 |
0.8093 |
0.8151 |
|
| S3 |
0.8050 |
0.8083 |
0.8147 |
|
| S4 |
0.8007 |
0.8040 |
0.8135 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8753 |
0.8682 |
0.8283 |
|
| R3 |
0.8527 |
0.8456 |
0.8221 |
|
| R2 |
0.8301 |
0.8301 |
0.8200 |
|
| R1 |
0.8230 |
0.8230 |
0.8180 |
0.8266 |
| PP |
0.8075 |
0.8075 |
0.8075 |
0.8093 |
| S1 |
0.8004 |
0.8004 |
0.8138 |
0.8040 |
| S2 |
0.7849 |
0.7849 |
0.8118 |
|
| S3 |
0.7623 |
0.7778 |
0.8097 |
|
| S4 |
0.7397 |
0.7552 |
0.8035 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8329 |
|
2.618 |
0.8259 |
|
1.618 |
0.8216 |
|
1.000 |
0.8189 |
|
0.618 |
0.8173 |
|
HIGH |
0.8146 |
|
0.618 |
0.8130 |
|
0.500 |
0.8125 |
|
0.382 |
0.8119 |
|
LOW |
0.8103 |
|
0.618 |
0.8076 |
|
1.000 |
0.8060 |
|
1.618 |
0.8033 |
|
2.618 |
0.7990 |
|
4.250 |
0.7920 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8148 |
0.8117 |
| PP |
0.8136 |
0.8075 |
| S1 |
0.8125 |
0.8033 |
|