CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8531 |
0.8598 |
0.0067 |
0.8% |
0.8252 |
High |
0.8556 |
0.8602 |
0.0046 |
0.5% |
0.8470 |
Low |
0.8496 |
0.8524 |
0.0028 |
0.3% |
0.8179 |
Close |
0.8589 |
0.8534 |
-0.0055 |
-0.6% |
0.8468 |
Range |
0.0060 |
0.0078 |
0.0018 |
30.0% |
0.0291 |
ATR |
0.0077 |
0.0077 |
0.0000 |
0.1% |
0.0000 |
Volume |
84 |
17 |
-67 |
-79.8% |
134 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8787 |
0.8739 |
0.8577 |
|
R3 |
0.8709 |
0.8661 |
0.8555 |
|
R2 |
0.8631 |
0.8631 |
0.8548 |
|
R1 |
0.8583 |
0.8583 |
0.8541 |
0.8568 |
PP |
0.8553 |
0.8553 |
0.8553 |
0.8546 |
S1 |
0.8505 |
0.8505 |
0.8527 |
0.8490 |
S2 |
0.8475 |
0.8475 |
0.8520 |
|
S3 |
0.8397 |
0.8427 |
0.8513 |
|
S4 |
0.8319 |
0.8349 |
0.8491 |
|
|
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 |
0.8934 |
2.618 |
0.8806 |
1.618 |
0.8728 |
1.000 |
0.8680 |
0.618 |
0.8650 |
HIGH |
0.8602 |
0.618 |
0.8572 |
0.500 |
0.8563 |
0.382 |
0.8554 |
LOW |
0.8524 |
0.618 |
0.8476 |
1.000 |
0.8446 |
1.618 |
0.8398 |
2.618 |
0.8320 |
4.250 |
0.8193 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8563 |
0.8549 |
PP |
0.8553 |
0.8544 |
S1 |
0.8544 |
0.8539 |
|