CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8199 |
0.8200 |
0.0001 |
0.0% |
0.8170 |
| High |
0.8228 |
0.8298 |
0.0070 |
0.9% |
0.8194 |
| Low |
0.8173 |
0.8200 |
0.0027 |
0.3% |
0.8059 |
| Close |
0.8227 |
0.8271 |
0.0044 |
0.5% |
0.8170 |
| Range |
0.0055 |
0.0098 |
0.0043 |
78.2% |
0.0135 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
41 |
34 |
-7 |
-17.1% |
96 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8550 |
0.8509 |
0.8325 |
|
| R3 |
0.8452 |
0.8411 |
0.8298 |
|
| R2 |
0.8354 |
0.8354 |
0.8289 |
|
| R1 |
0.8313 |
0.8313 |
0.8280 |
0.8334 |
| PP |
0.8256 |
0.8256 |
0.8256 |
0.8267 |
| S1 |
0.8215 |
0.8215 |
0.8262 |
0.8236 |
| S2 |
0.8158 |
0.8158 |
0.8253 |
|
| S3 |
0.8060 |
0.8117 |
0.8244 |
|
| S4 |
0.7962 |
0.8019 |
0.8217 |
|
|
| 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 |
0.8715 |
|
2.618 |
0.8555 |
|
1.618 |
0.8457 |
|
1.000 |
0.8396 |
|
0.618 |
0.8359 |
|
HIGH |
0.8298 |
|
0.618 |
0.8261 |
|
0.500 |
0.8249 |
|
0.382 |
0.8237 |
|
LOW |
0.8200 |
|
0.618 |
0.8139 |
|
1.000 |
0.8102 |
|
1.618 |
0.8041 |
|
2.618 |
0.7943 |
|
4.250 |
0.7784 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8264 |
0.8259 |
| PP |
0.8256 |
0.8247 |
| S1 |
0.8249 |
0.8236 |
|