CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
0.8586 |
0.8534 |
-0.0052 |
-0.6% |
0.8440 |
High |
0.8614 |
0.8555 |
-0.0059 |
-0.7% |
0.8680 |
Low |
0.8512 |
0.8529 |
0.0017 |
0.2% |
0.8440 |
Close |
0.8531 |
0.8561 |
0.0030 |
0.4% |
0.8702 |
Range |
0.0102 |
0.0026 |
-0.0076 |
-74.5% |
0.0240 |
ATR |
0.0086 |
0.0082 |
-0.0004 |
-5.0% |
0.0000 |
Volume |
157 |
38 |
-119 |
-75.8% |
316 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8626 |
0.8620 |
0.8575 |
|
R3 |
0.8600 |
0.8594 |
0.8568 |
|
R2 |
0.8574 |
0.8574 |
0.8566 |
|
R1 |
0.8568 |
0.8568 |
0.8563 |
0.8571 |
PP |
0.8548 |
0.8548 |
0.8548 |
0.8550 |
S1 |
0.8542 |
0.8542 |
0.8559 |
0.8545 |
S2 |
0.8522 |
0.8522 |
0.8556 |
|
S3 |
0.8496 |
0.8516 |
0.8554 |
|
S4 |
0.8470 |
0.8490 |
0.8547 |
|
|
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 |
0.8666 |
2.618 |
0.8623 |
1.618 |
0.8597 |
1.000 |
0.8581 |
0.618 |
0.8571 |
HIGH |
0.8555 |
0.618 |
0.8545 |
0.500 |
0.8542 |
0.382 |
0.8539 |
LOW |
0.8529 |
0.618 |
0.8513 |
1.000 |
0.8503 |
1.618 |
0.8487 |
2.618 |
0.8461 |
4.250 |
0.8419 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8555 |
0.8594 |
PP |
0.8548 |
0.8583 |
S1 |
0.8542 |
0.8572 |
|