CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9250 |
0.9321 |
0.0071 |
0.8% |
0.9249 |
| High |
0.9332 |
0.9384 |
0.0052 |
0.6% |
0.9350 |
| Low |
0.9250 |
0.9321 |
0.0071 |
0.8% |
0.9205 |
| Close |
0.9315 |
0.9378 |
0.0063 |
0.7% |
0.9285 |
| Range |
0.0082 |
0.0063 |
-0.0019 |
-23.2% |
0.0145 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
69 |
20 |
-49 |
-71.0% |
581 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9550 |
0.9527 |
0.9413 |
|
| R3 |
0.9487 |
0.9464 |
0.9395 |
|
| R2 |
0.9424 |
0.9424 |
0.9390 |
|
| R1 |
0.9401 |
0.9401 |
0.9384 |
0.9413 |
| PP |
0.9361 |
0.9361 |
0.9361 |
0.9367 |
| S1 |
0.9338 |
0.9338 |
0.9372 |
0.9350 |
| S2 |
0.9298 |
0.9298 |
0.9366 |
|
| S3 |
0.9235 |
0.9275 |
0.9361 |
|
| S4 |
0.9172 |
0.9212 |
0.9343 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9715 |
0.9645 |
0.9365 |
|
| R3 |
0.9570 |
0.9500 |
0.9325 |
|
| R2 |
0.9425 |
0.9425 |
0.9312 |
|
| R1 |
0.9355 |
0.9355 |
0.9298 |
0.9390 |
| PP |
0.9280 |
0.9280 |
0.9280 |
0.9298 |
| S1 |
0.9210 |
0.9210 |
0.9272 |
0.9245 |
| S2 |
0.9135 |
0.9135 |
0.9258 |
|
| S3 |
0.8990 |
0.9065 |
0.9245 |
|
| S4 |
0.8845 |
0.8920 |
0.9205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9652 |
|
2.618 |
0.9549 |
|
1.618 |
0.9486 |
|
1.000 |
0.9447 |
|
0.618 |
0.9423 |
|
HIGH |
0.9384 |
|
0.618 |
0.9360 |
|
0.500 |
0.9353 |
|
0.382 |
0.9345 |
|
LOW |
0.9321 |
|
0.618 |
0.9282 |
|
1.000 |
0.9258 |
|
1.618 |
0.9219 |
|
2.618 |
0.9156 |
|
4.250 |
0.9053 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9370 |
0.9345 |
| PP |
0.9361 |
0.9311 |
| S1 |
0.9353 |
0.9278 |
|