CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9267 |
0.9229 |
-0.0038 |
-0.4% |
0.9033 |
| High |
0.9303 |
0.9268 |
-0.0035 |
-0.4% |
0.9224 |
| Low |
0.9249 |
0.9205 |
-0.0044 |
-0.5% |
0.9010 |
| Close |
0.9250 |
0.9270 |
0.0020 |
0.2% |
0.9208 |
| Range |
0.0054 |
0.0063 |
0.0009 |
16.7% |
0.0214 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
309 |
171 |
-138 |
-44.7% |
249 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9437 |
0.9416 |
0.9305 |
|
| R3 |
0.9374 |
0.9353 |
0.9287 |
|
| R2 |
0.9311 |
0.9311 |
0.9282 |
|
| R1 |
0.9290 |
0.9290 |
0.9276 |
0.9301 |
| PP |
0.9248 |
0.9248 |
0.9248 |
0.9253 |
| S1 |
0.9227 |
0.9227 |
0.9264 |
0.9238 |
| S2 |
0.9185 |
0.9185 |
0.9258 |
|
| S3 |
0.9122 |
0.9164 |
0.9253 |
|
| S4 |
0.9059 |
0.9101 |
0.9235 |
|
|
| 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 |
0.9536 |
|
2.618 |
0.9433 |
|
1.618 |
0.9370 |
|
1.000 |
0.9331 |
|
0.618 |
0.9307 |
|
HIGH |
0.9268 |
|
0.618 |
0.9244 |
|
0.500 |
0.9237 |
|
0.382 |
0.9229 |
|
LOW |
0.9205 |
|
0.618 |
0.9166 |
|
1.000 |
0.9142 |
|
1.618 |
0.9103 |
|
2.618 |
0.9040 |
|
4.250 |
0.8937 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9259 |
0.9278 |
| PP |
0.9248 |
0.9275 |
| S1 |
0.9237 |
0.9273 |
|