CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8070 |
0.8100 |
0.0030 |
0.4% |
0.8199 |
High |
0.8133 |
0.8129 |
-0.0004 |
0.0% |
0.8379 |
Low |
0.8025 |
0.8066 |
0.0041 |
0.5% |
0.8173 |
Close |
0.8112 |
0.8120 |
0.0008 |
0.1% |
0.8259 |
Range |
0.0108 |
0.0063 |
-0.0045 |
-41.7% |
0.0206 |
ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
29 |
138 |
109 |
375.9% |
155 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8294 |
0.8270 |
0.8155 |
|
R3 |
0.8231 |
0.8207 |
0.8137 |
|
R2 |
0.8168 |
0.8168 |
0.8132 |
|
R1 |
0.8144 |
0.8144 |
0.8126 |
0.8156 |
PP |
0.8105 |
0.8105 |
0.8105 |
0.8111 |
S1 |
0.8081 |
0.8081 |
0.8114 |
0.8093 |
S2 |
0.8042 |
0.8042 |
0.8108 |
|
S3 |
0.7979 |
0.8018 |
0.8103 |
|
S4 |
0.7916 |
0.7955 |
0.8085 |
|
|
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 |
0.8397 |
2.618 |
0.8294 |
1.618 |
0.8231 |
1.000 |
0.8192 |
0.618 |
0.8168 |
HIGH |
0.8129 |
0.618 |
0.8105 |
0.500 |
0.8098 |
0.382 |
0.8090 |
LOW |
0.8066 |
0.618 |
0.8027 |
1.000 |
0.8003 |
1.618 |
0.7964 |
2.618 |
0.7901 |
4.250 |
0.7798 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8113 |
0.8109 |
PP |
0.8105 |
0.8098 |
S1 |
0.8098 |
0.8088 |
|