CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8440 |
0.8555 |
0.0115 |
1.4% |
0.8252 |
High |
0.8542 |
0.8555 |
0.0013 |
0.2% |
0.8470 |
Low |
0.8440 |
0.8509 |
0.0069 |
0.8% |
0.8179 |
Close |
0.8516 |
0.8522 |
0.0006 |
0.1% |
0.8468 |
Range |
0.0102 |
0.0046 |
-0.0056 |
-54.9% |
0.0291 |
ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
110 |
70 |
-40 |
-36.4% |
134 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8667 |
0.8640 |
0.8547 |
|
R3 |
0.8621 |
0.8594 |
0.8535 |
|
R2 |
0.8575 |
0.8575 |
0.8530 |
|
R1 |
0.8548 |
0.8548 |
0.8526 |
0.8539 |
PP |
0.8529 |
0.8529 |
0.8529 |
0.8524 |
S1 |
0.8502 |
0.8502 |
0.8518 |
0.8493 |
S2 |
0.8483 |
0.8483 |
0.8514 |
|
S3 |
0.8437 |
0.8456 |
0.8509 |
|
S4 |
0.8391 |
0.8410 |
0.8497 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9245 |
0.9148 |
0.8628 |
|
R3 |
0.8954 |
0.8857 |
0.8548 |
|
R2 |
0.8663 |
0.8663 |
0.8521 |
|
R1 |
0.8566 |
0.8566 |
0.8495 |
0.8615 |
PP |
0.8372 |
0.8372 |
0.8372 |
0.8397 |
S1 |
0.8275 |
0.8275 |
0.8441 |
0.8324 |
S2 |
0.8081 |
0.8081 |
0.8415 |
|
S3 |
0.7790 |
0.7984 |
0.8388 |
|
S4 |
0.7499 |
0.7693 |
0.8308 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8751 |
2.618 |
0.8675 |
1.618 |
0.8629 |
1.000 |
0.8601 |
0.618 |
0.8583 |
HIGH |
0.8555 |
0.618 |
0.8537 |
0.500 |
0.8532 |
0.382 |
0.8527 |
LOW |
0.8509 |
0.618 |
0.8481 |
1.000 |
0.8463 |
1.618 |
0.8435 |
2.618 |
0.8389 |
4.250 |
0.8314 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8532 |
0.8511 |
PP |
0.8529 |
0.8499 |
S1 |
0.8525 |
0.8488 |
|