CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
0.8305 |
0.8400 |
0.0095 |
1.1% |
0.8150 |
High |
0.8354 |
0.8430 |
0.0076 |
0.9% |
0.8300 |
Low |
0.8305 |
0.8397 |
0.0092 |
1.1% |
0.8025 |
Close |
0.8351 |
0.8401 |
0.0050 |
0.6% |
0.8302 |
Range |
0.0049 |
0.0033 |
-0.0016 |
-32.7% |
0.0275 |
ATR |
0.0079 |
0.0079 |
0.0000 |
0.0% |
0.0000 |
Volume |
30 |
14 |
-16 |
-53.3% |
310 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8508 |
0.8488 |
0.8419 |
|
R3 |
0.8475 |
0.8455 |
0.8410 |
|
R2 |
0.8442 |
0.8442 |
0.8407 |
|
R1 |
0.8422 |
0.8422 |
0.8404 |
0.8432 |
PP |
0.8409 |
0.8409 |
0.8409 |
0.8415 |
S1 |
0.8389 |
0.8389 |
0.8398 |
0.8399 |
S2 |
0.8376 |
0.8376 |
0.8395 |
|
S3 |
0.8343 |
0.8356 |
0.8392 |
|
S4 |
0.8310 |
0.8323 |
0.8383 |
|
|
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 |
0.8570 |
2.618 |
0.8516 |
1.618 |
0.8483 |
1.000 |
0.8463 |
0.618 |
0.8450 |
HIGH |
0.8430 |
0.618 |
0.8417 |
0.500 |
0.8414 |
0.382 |
0.8410 |
LOW |
0.8397 |
0.618 |
0.8377 |
1.000 |
0.8364 |
1.618 |
0.8344 |
2.618 |
0.8311 |
4.250 |
0.8257 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8414 |
0.8369 |
PP |
0.8409 |
0.8337 |
S1 |
0.8405 |
0.8305 |
|