CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9249 |
0.9267 |
0.0018 |
0.2% |
0.9033 |
High |
0.9350 |
0.9303 |
-0.0047 |
-0.5% |
0.9224 |
Low |
0.9244 |
0.9249 |
0.0005 |
0.1% |
0.9010 |
Close |
0.9250 |
0.9250 |
0.0000 |
0.0% |
0.9208 |
Range |
0.0106 |
0.0054 |
-0.0052 |
-49.1% |
0.0214 |
ATR |
0.0000 |
0.0072 |
0.0072 |
|
0.0000 |
Volume |
30 |
309 |
279 |
930.0% |
249 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9429 |
0.9394 |
0.9280 |
|
R3 |
0.9375 |
0.9340 |
0.9265 |
|
R2 |
0.9321 |
0.9321 |
0.9260 |
|
R1 |
0.9286 |
0.9286 |
0.9255 |
0.9277 |
PP |
0.9267 |
0.9267 |
0.9267 |
0.9263 |
S1 |
0.9232 |
0.9232 |
0.9245 |
0.9223 |
S2 |
0.9213 |
0.9213 |
0.9240 |
|
S3 |
0.9159 |
0.9178 |
0.9235 |
|
S4 |
0.9105 |
0.9124 |
0.9220 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9789 |
0.9713 |
0.9326 |
|
R3 |
0.9575 |
0.9499 |
0.9267 |
|
R2 |
0.9361 |
0.9361 |
0.9247 |
|
R1 |
0.9285 |
0.9285 |
0.9228 |
0.9323 |
PP |
0.9147 |
0.9147 |
0.9147 |
0.9167 |
S1 |
0.9071 |
0.9071 |
0.9188 |
0.9109 |
S2 |
0.8933 |
0.8933 |
0.9169 |
|
S3 |
0.8719 |
0.8857 |
0.9149 |
|
S4 |
0.8505 |
0.8643 |
0.9090 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9533 |
2.618 |
0.9444 |
1.618 |
0.9390 |
1.000 |
0.9357 |
0.618 |
0.9336 |
HIGH |
0.9303 |
0.618 |
0.9282 |
0.500 |
0.9276 |
0.382 |
0.9270 |
LOW |
0.9249 |
0.618 |
0.9216 |
1.000 |
0.9195 |
1.618 |
0.9162 |
2.618 |
0.9108 |
4.250 |
0.9020 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9276 |
0.9297 |
PP |
0.9267 |
0.9281 |
S1 |
0.9259 |
0.9266 |
|