CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8200 |
0.8297 |
0.0097 |
1.2% |
0.8170 |
High |
0.8298 |
0.8336 |
0.0038 |
0.5% |
0.8194 |
Low |
0.8200 |
0.8297 |
0.0097 |
1.2% |
0.8059 |
Close |
0.8271 |
0.8313 |
0.0042 |
0.5% |
0.8170 |
Range |
0.0098 |
0.0039 |
-0.0059 |
-60.2% |
0.0135 |
ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
34 |
15 |
-19 |
-55.9% |
96 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8432 |
0.8412 |
0.8334 |
|
R3 |
0.8393 |
0.8373 |
0.8324 |
|
R2 |
0.8354 |
0.8354 |
0.8320 |
|
R1 |
0.8334 |
0.8334 |
0.8317 |
0.8344 |
PP |
0.8315 |
0.8315 |
0.8315 |
0.8321 |
S1 |
0.8295 |
0.8295 |
0.8309 |
0.8305 |
S2 |
0.8276 |
0.8276 |
0.8306 |
|
S3 |
0.8237 |
0.8256 |
0.8302 |
|
S4 |
0.8198 |
0.8217 |
0.8292 |
|
|
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 |
0.8502 |
2.618 |
0.8438 |
1.618 |
0.8399 |
1.000 |
0.8375 |
0.618 |
0.8360 |
HIGH |
0.8336 |
0.618 |
0.8321 |
0.500 |
0.8317 |
0.382 |
0.8312 |
LOW |
0.8297 |
0.618 |
0.8273 |
1.000 |
0.8258 |
1.618 |
0.8234 |
2.618 |
0.8195 |
4.250 |
0.8131 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8317 |
0.8294 |
PP |
0.8315 |
0.8274 |
S1 |
0.8314 |
0.8255 |
|