CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8598 |
0.8620 |
0.0022 |
0.3% |
0.8440 |
High |
0.8602 |
0.8680 |
0.0078 |
0.9% |
0.8680 |
Low |
0.8524 |
0.8620 |
0.0096 |
1.1% |
0.8440 |
Close |
0.8534 |
0.8702 |
0.0168 |
2.0% |
0.8702 |
Range |
0.0078 |
0.0060 |
-0.0018 |
-23.1% |
0.0240 |
ATR |
0.0077 |
0.0082 |
0.0005 |
6.5% |
0.0000 |
Volume |
17 |
35 |
18 |
105.9% |
316 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8847 |
0.8835 |
0.8735 |
|
R3 |
0.8787 |
0.8775 |
0.8719 |
|
R2 |
0.8727 |
0.8727 |
0.8713 |
|
R1 |
0.8715 |
0.8715 |
0.8708 |
0.8721 |
PP |
0.8667 |
0.8667 |
0.8667 |
0.8671 |
S1 |
0.8655 |
0.8655 |
0.8697 |
0.8661 |
S2 |
0.8607 |
0.8607 |
0.8691 |
|
S3 |
0.8547 |
0.8595 |
0.8686 |
|
S4 |
0.8487 |
0.8535 |
0.8669 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9327 |
0.9255 |
0.8834 |
|
R3 |
0.9087 |
0.9015 |
0.8768 |
|
R2 |
0.8847 |
0.8847 |
0.8746 |
|
R1 |
0.8775 |
0.8775 |
0.8724 |
0.8811 |
PP |
0.8607 |
0.8607 |
0.8607 |
0.8626 |
S1 |
0.8535 |
0.8535 |
0.8680 |
0.8571 |
S2 |
0.8367 |
0.8367 |
0.8658 |
|
S3 |
0.8127 |
0.8295 |
0.8636 |
|
S4 |
0.7887 |
0.8055 |
0.8570 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8935 |
2.618 |
0.8837 |
1.618 |
0.8777 |
1.000 |
0.8740 |
0.618 |
0.8717 |
HIGH |
0.8680 |
0.618 |
0.8657 |
0.500 |
0.8650 |
0.382 |
0.8643 |
LOW |
0.8620 |
0.618 |
0.8583 |
1.000 |
0.8560 |
1.618 |
0.8523 |
2.618 |
0.8463 |
4.250 |
0.8365 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8685 |
0.8664 |
PP |
0.8667 |
0.8626 |
S1 |
0.8650 |
0.8588 |
|