CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8237 |
0.8252 |
0.0015 |
0.2% |
0.8150 |
| High |
0.8300 |
0.8282 |
-0.0018 |
-0.2% |
0.8300 |
| Low |
0.8236 |
0.8239 |
0.0003 |
0.0% |
0.8025 |
| Close |
0.8302 |
0.8220 |
-0.0082 |
-1.0% |
0.8302 |
| Range |
0.0064 |
0.0043 |
-0.0021 |
-32.8% |
0.0275 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
72 |
32 |
-40 |
-55.6% |
310 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8376 |
0.8341 |
0.8244 |
|
| R3 |
0.8333 |
0.8298 |
0.8232 |
|
| R2 |
0.8290 |
0.8290 |
0.8228 |
|
| R1 |
0.8255 |
0.8255 |
0.8224 |
0.8251 |
| PP |
0.8247 |
0.8247 |
0.8247 |
0.8245 |
| S1 |
0.8212 |
0.8212 |
0.8216 |
0.8208 |
| S2 |
0.8204 |
0.8204 |
0.8212 |
|
| S3 |
0.8161 |
0.8169 |
0.8208 |
|
| S4 |
0.8118 |
0.8126 |
0.8196 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9034 |
0.8943 |
0.8453 |
|
| R3 |
0.8759 |
0.8668 |
0.8378 |
|
| R2 |
0.8484 |
0.8484 |
0.8352 |
|
| R1 |
0.8393 |
0.8393 |
0.8327 |
0.8439 |
| PP |
0.8209 |
0.8209 |
0.8209 |
0.8232 |
| S1 |
0.8118 |
0.8118 |
0.8277 |
0.8164 |
| S2 |
0.7934 |
0.7934 |
0.8252 |
|
| S3 |
0.7659 |
0.7843 |
0.8226 |
|
| S4 |
0.7384 |
0.7568 |
0.8151 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8465 |
|
2.618 |
0.8395 |
|
1.618 |
0.8352 |
|
1.000 |
0.8325 |
|
0.618 |
0.8309 |
|
HIGH |
0.8282 |
|
0.618 |
0.8266 |
|
0.500 |
0.8261 |
|
0.382 |
0.8255 |
|
LOW |
0.8239 |
|
0.618 |
0.8212 |
|
1.000 |
0.8196 |
|
1.618 |
0.8169 |
|
2.618 |
0.8126 |
|
4.250 |
0.8056 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8261 |
0.8219 |
| PP |
0.8247 |
0.8218 |
| S1 |
0.8234 |
0.8217 |
|