CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9330 |
0.9278 |
-0.0052 |
-0.6% |
0.9267 |
High |
0.9375 |
0.9281 |
-0.0094 |
-1.0% |
0.9434 |
Low |
0.9310 |
0.9222 |
-0.0088 |
-0.9% |
0.9171 |
Close |
0.9348 |
0.9276 |
-0.0072 |
-0.8% |
0.9348 |
Range |
0.0065 |
0.0059 |
-0.0006 |
-9.2% |
0.0263 |
ATR |
0.0074 |
0.0078 |
0.0004 |
5.0% |
0.0000 |
Volume |
61 |
29 |
-32 |
-52.5% |
307 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9437 |
0.9415 |
0.9308 |
|
R3 |
0.9378 |
0.9356 |
0.9292 |
|
R2 |
0.9319 |
0.9319 |
0.9287 |
|
R1 |
0.9297 |
0.9297 |
0.9281 |
0.9279 |
PP |
0.9260 |
0.9260 |
0.9260 |
0.9250 |
S1 |
0.9238 |
0.9238 |
0.9271 |
0.9220 |
S2 |
0.9201 |
0.9201 |
0.9265 |
|
S3 |
0.9142 |
0.9179 |
0.9260 |
|
S4 |
0.9083 |
0.9120 |
0.9244 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0107 |
0.9990 |
0.9493 |
|
R3 |
0.9844 |
0.9727 |
0.9420 |
|
R2 |
0.9581 |
0.9581 |
0.9396 |
|
R1 |
0.9464 |
0.9464 |
0.9372 |
0.9523 |
PP |
0.9318 |
0.9318 |
0.9318 |
0.9347 |
S1 |
0.9201 |
0.9201 |
0.9324 |
0.9260 |
S2 |
0.9055 |
0.9055 |
0.9300 |
|
S3 |
0.8792 |
0.8938 |
0.9276 |
|
S4 |
0.8529 |
0.8675 |
0.9203 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9532 |
2.618 |
0.9435 |
1.618 |
0.9376 |
1.000 |
0.9340 |
0.618 |
0.9317 |
HIGH |
0.9281 |
0.618 |
0.9258 |
0.500 |
0.9252 |
0.382 |
0.9245 |
LOW |
0.9222 |
0.618 |
0.9186 |
1.000 |
0.9163 |
1.618 |
0.9127 |
2.618 |
0.9068 |
4.250 |
0.8971 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9268 |
0.9328 |
PP |
0.9260 |
0.9311 |
S1 |
0.9252 |
0.9293 |
|