CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8252 |
0.8190 |
-0.0062 |
-0.8% |
0.8150 |
High |
0.8282 |
0.8190 |
-0.0092 |
-1.1% |
0.8300 |
Low |
0.8239 |
0.8179 |
-0.0060 |
-0.7% |
0.8025 |
Close |
0.8220 |
0.8225 |
0.0005 |
0.1% |
0.8302 |
Range |
0.0043 |
0.0011 |
-0.0032 |
-74.4% |
0.0275 |
ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
32 |
19 |
-13 |
-40.6% |
310 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8231 |
0.8239 |
0.8231 |
|
R3 |
0.8220 |
0.8228 |
0.8228 |
|
R2 |
0.8209 |
0.8209 |
0.8227 |
|
R1 |
0.8217 |
0.8217 |
0.8226 |
0.8213 |
PP |
0.8198 |
0.8198 |
0.8198 |
0.8196 |
S1 |
0.8206 |
0.8206 |
0.8224 |
0.8202 |
S2 |
0.8187 |
0.8187 |
0.8223 |
|
S3 |
0.8176 |
0.8195 |
0.8222 |
|
S4 |
0.8165 |
0.8184 |
0.8219 |
|
|
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 |
0.8237 |
2.618 |
0.8219 |
1.618 |
0.8208 |
1.000 |
0.8201 |
0.618 |
0.8197 |
HIGH |
0.8190 |
0.618 |
0.8186 |
0.500 |
0.8185 |
0.382 |
0.8183 |
LOW |
0.8179 |
0.618 |
0.8172 |
1.000 |
0.8168 |
1.618 |
0.8161 |
2.618 |
0.8150 |
4.250 |
0.8132 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8212 |
0.8240 |
PP |
0.8198 |
0.8235 |
S1 |
0.8185 |
0.8230 |
|