CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8103 |
0.8170 |
0.0067 |
0.8% |
0.8050 |
| High |
0.8146 |
0.8170 |
0.0024 |
0.3% |
0.8146 |
| Low |
0.8103 |
0.8059 |
-0.0044 |
-0.5% |
0.7920 |
| Close |
0.8159 |
0.8087 |
-0.0072 |
-0.9% |
0.8159 |
| Range |
0.0043 |
0.0111 |
0.0068 |
158.1% |
0.0226 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.0% |
0.0000 |
| Volume |
41 |
18 |
-23 |
-56.1% |
180 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8438 |
0.8374 |
0.8148 |
|
| R3 |
0.8327 |
0.8263 |
0.8118 |
|
| R2 |
0.8216 |
0.8216 |
0.8107 |
|
| R1 |
0.8152 |
0.8152 |
0.8097 |
0.8129 |
| PP |
0.8105 |
0.8105 |
0.8105 |
0.8094 |
| S1 |
0.8041 |
0.8041 |
0.8077 |
0.8018 |
| S2 |
0.7994 |
0.7994 |
0.8067 |
|
| S3 |
0.7883 |
0.7930 |
0.8056 |
|
| S4 |
0.7772 |
0.7819 |
0.8026 |
|
|
| 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 |
0.8642 |
|
2.618 |
0.8461 |
|
1.618 |
0.8350 |
|
1.000 |
0.8281 |
|
0.618 |
0.8239 |
|
HIGH |
0.8170 |
|
0.618 |
0.8128 |
|
0.500 |
0.8115 |
|
0.382 |
0.8101 |
|
LOW |
0.8059 |
|
0.618 |
0.7990 |
|
1.000 |
0.7948 |
|
1.618 |
0.7879 |
|
2.618 |
0.7768 |
|
4.250 |
0.7587 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8115 |
0.8115 |
| PP |
0.8105 |
0.8105 |
| S1 |
0.8096 |
0.8096 |
|