CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8150 |
-0.0100 |
-1.2% |
0.8199 |
| High |
0.8271 |
0.8150 |
-0.0121 |
-1.5% |
0.8379 |
| Low |
0.8249 |
0.8105 |
-0.0144 |
-1.7% |
0.8173 |
| Close |
0.8259 |
0.8104 |
-0.0155 |
-1.9% |
0.8259 |
| Range |
0.0022 |
0.0045 |
0.0023 |
104.5% |
0.0206 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.4% |
0.0000 |
| Volume |
38 |
21 |
-17 |
-44.7% |
155 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8224 |
0.8129 |
|
| R3 |
0.8210 |
0.8179 |
0.8116 |
|
| R2 |
0.8165 |
0.8165 |
0.8112 |
|
| R1 |
0.8134 |
0.8134 |
0.8108 |
0.8127 |
| PP |
0.8120 |
0.8120 |
0.8120 |
0.8116 |
| S1 |
0.8089 |
0.8089 |
0.8100 |
0.8082 |
| S2 |
0.8075 |
0.8075 |
0.8096 |
|
| S3 |
0.8030 |
0.8044 |
0.8092 |
|
| S4 |
0.7985 |
0.7999 |
0.8079 |
|
|
| 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 |
0.8341 |
|
2.618 |
0.8268 |
|
1.618 |
0.8223 |
|
1.000 |
0.8195 |
|
0.618 |
0.8178 |
|
HIGH |
0.8150 |
|
0.618 |
0.8133 |
|
0.500 |
0.8128 |
|
0.382 |
0.8122 |
|
LOW |
0.8105 |
|
0.618 |
0.8077 |
|
1.000 |
0.8060 |
|
1.618 |
0.8032 |
|
2.618 |
0.7987 |
|
4.250 |
0.7914 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8128 |
0.8242 |
| PP |
0.8120 |
0.8196 |
| S1 |
0.8112 |
0.8150 |
|