CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8170 |
0.8108 |
-0.0062 |
-0.8% |
0.8050 |
High |
0.8170 |
0.8108 |
-0.0062 |
-0.8% |
0.8146 |
Low |
0.8059 |
0.8108 |
0.0049 |
0.6% |
0.7920 |
Close |
0.8087 |
0.8106 |
0.0019 |
0.2% |
0.8159 |
Range |
0.0111 |
0.0000 |
-0.0111 |
-100.0% |
0.0226 |
ATR |
0.0080 |
0.0076 |
-0.0004 |
-5.3% |
0.0000 |
Volume |
18 |
67 |
49 |
272.2% |
180 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8107 |
0.8107 |
0.8106 |
|
R3 |
0.8107 |
0.8107 |
0.8106 |
|
R2 |
0.8107 |
0.8107 |
0.8106 |
|
R1 |
0.8107 |
0.8107 |
0.8106 |
0.8107 |
PP |
0.8107 |
0.8107 |
0.8107 |
0.8108 |
S1 |
0.8107 |
0.8107 |
0.8106 |
0.8107 |
S2 |
0.8107 |
0.8107 |
0.8106 |
|
S3 |
0.8107 |
0.8107 |
0.8106 |
|
S4 |
0.8107 |
0.8107 |
0.8106 |
|
|
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 |
0.8108 |
2.618 |
0.8108 |
1.618 |
0.8108 |
1.000 |
0.8108 |
0.618 |
0.8108 |
HIGH |
0.8108 |
0.618 |
0.8108 |
0.500 |
0.8108 |
0.382 |
0.8108 |
LOW |
0.8108 |
0.618 |
0.8108 |
1.000 |
0.8108 |
1.618 |
0.8108 |
2.618 |
0.8108 |
4.250 |
0.8108 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8108 |
0.8115 |
PP |
0.8107 |
0.8112 |
S1 |
0.8107 |
0.8109 |
|