CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8100 |
0.8141 |
0.0041 |
0.5% |
0.8199 |
High |
0.8129 |
0.8185 |
0.0056 |
0.7% |
0.8379 |
Low |
0.8066 |
0.8134 |
0.0068 |
0.8% |
0.8173 |
Close |
0.8120 |
0.8189 |
0.0069 |
0.8% |
0.8259 |
Range |
0.0063 |
0.0051 |
-0.0012 |
-19.0% |
0.0206 |
ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
138 |
50 |
-88 |
-63.8% |
155 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8322 |
0.8307 |
0.8217 |
|
R3 |
0.8271 |
0.8256 |
0.8203 |
|
R2 |
0.8220 |
0.8220 |
0.8198 |
|
R1 |
0.8205 |
0.8205 |
0.8194 |
0.8213 |
PP |
0.8169 |
0.8169 |
0.8169 |
0.8173 |
S1 |
0.8154 |
0.8154 |
0.8184 |
0.8162 |
S2 |
0.8118 |
0.8118 |
0.8180 |
|
S3 |
0.8067 |
0.8103 |
0.8175 |
|
S4 |
0.8016 |
0.8052 |
0.8161 |
|
|
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 |
0.8402 |
2.618 |
0.8319 |
1.618 |
0.8268 |
1.000 |
0.8236 |
0.618 |
0.8217 |
HIGH |
0.8185 |
0.618 |
0.8166 |
0.500 |
0.8160 |
0.382 |
0.8153 |
LOW |
0.8134 |
0.618 |
0.8102 |
1.000 |
0.8083 |
1.618 |
0.8051 |
2.618 |
0.8000 |
4.250 |
0.7917 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8179 |
0.8161 |
PP |
0.8169 |
0.8133 |
S1 |
0.8160 |
0.8105 |
|