CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8194 |
0.8199 |
0.0005 |
0.1% |
0.8170 |
| High |
0.8194 |
0.8228 |
0.0034 |
0.4% |
0.8194 |
| Low |
0.8178 |
0.8173 |
-0.0005 |
-0.1% |
0.8059 |
| Close |
0.8170 |
0.8227 |
0.0057 |
0.7% |
0.8170 |
| Range |
0.0016 |
0.0055 |
0.0039 |
243.8% |
0.0135 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
10 |
41 |
31 |
310.0% |
96 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8374 |
0.8356 |
0.8257 |
|
| R3 |
0.8319 |
0.8301 |
0.8242 |
|
| R2 |
0.8264 |
0.8264 |
0.8237 |
|
| R1 |
0.8246 |
0.8246 |
0.8232 |
0.8255 |
| PP |
0.8209 |
0.8209 |
0.8209 |
0.8214 |
| S1 |
0.8191 |
0.8191 |
0.8222 |
0.8200 |
| S2 |
0.8154 |
0.8154 |
0.8217 |
|
| S3 |
0.8099 |
0.8136 |
0.8212 |
|
| S4 |
0.8044 |
0.8081 |
0.8197 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8546 |
0.8493 |
0.8244 |
|
| R3 |
0.8411 |
0.8358 |
0.8207 |
|
| R2 |
0.8276 |
0.8276 |
0.8195 |
|
| R1 |
0.8223 |
0.8223 |
0.8182 |
0.8238 |
| PP |
0.8141 |
0.8141 |
0.8141 |
0.8148 |
| S1 |
0.8088 |
0.8088 |
0.8158 |
0.8103 |
| S2 |
0.8006 |
0.8006 |
0.8145 |
|
| S3 |
0.7871 |
0.7953 |
0.8133 |
|
| S4 |
0.7736 |
0.7818 |
0.8096 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8462 |
|
2.618 |
0.8372 |
|
1.618 |
0.8317 |
|
1.000 |
0.8283 |
|
0.618 |
0.8262 |
|
HIGH |
0.8228 |
|
0.618 |
0.8207 |
|
0.500 |
0.8201 |
|
0.382 |
0.8194 |
|
LOW |
0.8173 |
|
0.618 |
0.8139 |
|
1.000 |
0.8118 |
|
1.618 |
0.8084 |
|
2.618 |
0.8029 |
|
4.250 |
0.7939 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8218 |
0.8207 |
| PP |
0.8209 |
0.8186 |
| S1 |
0.8201 |
0.8166 |
|