CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8103 |
0.8194 |
0.0091 |
1.1% |
0.8050 |
High |
0.8125 |
0.8194 |
0.0069 |
0.8% |
0.8146 |
Low |
0.8103 |
0.8178 |
0.0075 |
0.9% |
0.7920 |
Close |
0.8103 |
0.8170 |
0.0067 |
0.8% |
0.8159 |
Range |
0.0022 |
0.0016 |
-0.0006 |
-27.3% |
0.0226 |
ATR |
0.0072 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
Volume |
1 |
10 |
9 |
900.0% |
180 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8229 |
0.8215 |
0.8179 |
|
R3 |
0.8213 |
0.8199 |
0.8174 |
|
R2 |
0.8197 |
0.8197 |
0.8173 |
|
R1 |
0.8183 |
0.8183 |
0.8171 |
0.8182 |
PP |
0.8181 |
0.8181 |
0.8181 |
0.8180 |
S1 |
0.8167 |
0.8167 |
0.8169 |
0.8166 |
S2 |
0.8165 |
0.8165 |
0.8167 |
|
S3 |
0.8149 |
0.8151 |
0.8166 |
|
S4 |
0.8133 |
0.8135 |
0.8161 |
|
|
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 |
0.8262 |
2.618 |
0.8236 |
1.618 |
0.8220 |
1.000 |
0.8210 |
0.618 |
0.8204 |
HIGH |
0.8194 |
0.618 |
0.8188 |
0.500 |
0.8186 |
0.382 |
0.8184 |
LOW |
0.8178 |
0.618 |
0.8168 |
1.000 |
0.8162 |
1.618 |
0.8152 |
2.618 |
0.8136 |
4.250 |
0.8110 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8186 |
0.8163 |
PP |
0.8181 |
0.8156 |
S1 |
0.8175 |
0.8149 |
|