CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8379 |
0.8250 |
-0.0129 |
-1.5% |
0.8199 |
High |
0.8379 |
0.8271 |
-0.0108 |
-1.3% |
0.8379 |
Low |
0.8337 |
0.8249 |
-0.0088 |
-1.1% |
0.8173 |
Close |
0.8289 |
0.8259 |
-0.0030 |
-0.4% |
0.8259 |
Range |
0.0042 |
0.0022 |
-0.0020 |
-47.6% |
0.0206 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
27 |
38 |
11 |
40.7% |
155 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8326 |
0.8314 |
0.8271 |
|
R3 |
0.8304 |
0.8292 |
0.8265 |
|
R2 |
0.8282 |
0.8282 |
0.8263 |
|
R1 |
0.8270 |
0.8270 |
0.8261 |
0.8276 |
PP |
0.8260 |
0.8260 |
0.8260 |
0.8263 |
S1 |
0.8248 |
0.8248 |
0.8257 |
0.8254 |
S2 |
0.8238 |
0.8238 |
0.8255 |
|
S3 |
0.8216 |
0.8226 |
0.8253 |
|
S4 |
0.8194 |
0.8204 |
0.8247 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8888 |
0.8780 |
0.8372 |
|
R3 |
0.8682 |
0.8574 |
0.8316 |
|
R2 |
0.8476 |
0.8476 |
0.8297 |
|
R1 |
0.8368 |
0.8368 |
0.8278 |
0.8422 |
PP |
0.8270 |
0.8270 |
0.8270 |
0.8298 |
S1 |
0.8162 |
0.8162 |
0.8240 |
0.8216 |
S2 |
0.8064 |
0.8064 |
0.8221 |
|
S3 |
0.7858 |
0.7956 |
0.8202 |
|
S4 |
0.7652 |
0.7750 |
0.8146 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8365 |
2.618 |
0.8329 |
1.618 |
0.8307 |
1.000 |
0.8293 |
0.618 |
0.8285 |
HIGH |
0.8271 |
0.618 |
0.8263 |
0.500 |
0.8260 |
0.382 |
0.8257 |
LOW |
0.8249 |
0.618 |
0.8235 |
1.000 |
0.8227 |
1.618 |
0.8213 |
2.618 |
0.8191 |
4.250 |
0.8156 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8260 |
0.8314 |
PP |
0.8260 |
0.8296 |
S1 |
0.8259 |
0.8277 |
|