CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8190 |
0.8305 |
0.0115 |
1.4% |
0.8150 |
High |
0.8190 |
0.8354 |
0.0164 |
2.0% |
0.8300 |
Low |
0.8179 |
0.8305 |
0.0126 |
1.5% |
0.8025 |
Close |
0.8225 |
0.8351 |
0.0126 |
1.5% |
0.8302 |
Range |
0.0011 |
0.0049 |
0.0038 |
345.5% |
0.0275 |
ATR |
0.0075 |
0.0079 |
0.0004 |
5.1% |
0.0000 |
Volume |
19 |
30 |
11 |
57.9% |
310 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8484 |
0.8466 |
0.8378 |
|
R3 |
0.8435 |
0.8417 |
0.8364 |
|
R2 |
0.8386 |
0.8386 |
0.8360 |
|
R1 |
0.8368 |
0.8368 |
0.8355 |
0.8377 |
PP |
0.8337 |
0.8337 |
0.8337 |
0.8341 |
S1 |
0.8319 |
0.8319 |
0.8347 |
0.8328 |
S2 |
0.8288 |
0.8288 |
0.8342 |
|
S3 |
0.8239 |
0.8270 |
0.8338 |
|
S4 |
0.8190 |
0.8221 |
0.8324 |
|
|
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 |
0.8562 |
2.618 |
0.8482 |
1.618 |
0.8433 |
1.000 |
0.8403 |
0.618 |
0.8384 |
HIGH |
0.8354 |
0.618 |
0.8335 |
0.500 |
0.8330 |
0.382 |
0.8324 |
LOW |
0.8305 |
0.618 |
0.8275 |
1.000 |
0.8256 |
1.618 |
0.8226 |
2.618 |
0.8177 |
4.250 |
0.8097 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8344 |
0.8323 |
PP |
0.8337 |
0.8295 |
S1 |
0.8330 |
0.8267 |
|