CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9297 |
-0.0075 |
-0.8% |
0.9267 |
| High |
0.9372 |
0.9354 |
-0.0018 |
-0.2% |
0.9434 |
| Low |
0.9287 |
0.9140 |
-0.0147 |
-1.6% |
0.9171 |
| Close |
0.9350 |
0.9173 |
-0.0177 |
-1.9% |
0.9348 |
| Range |
0.0085 |
0.0214 |
0.0129 |
151.8% |
0.0263 |
| ATR |
0.0079 |
0.0089 |
0.0010 |
12.2% |
0.0000 |
| Volume |
74 |
49 |
-25 |
-33.8% |
307 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9864 |
0.9733 |
0.9291 |
|
| R3 |
0.9650 |
0.9519 |
0.9232 |
|
| R2 |
0.9436 |
0.9436 |
0.9212 |
|
| R1 |
0.9305 |
0.9305 |
0.9193 |
0.9264 |
| PP |
0.9222 |
0.9222 |
0.9222 |
0.9202 |
| S1 |
0.9091 |
0.9091 |
0.9153 |
0.9050 |
| S2 |
0.9008 |
0.9008 |
0.9134 |
|
| S3 |
0.8794 |
0.8877 |
0.9114 |
|
| S4 |
0.8580 |
0.8663 |
0.9055 |
|
|
| 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 |
1.0264 |
|
2.618 |
0.9914 |
|
1.618 |
0.9700 |
|
1.000 |
0.9568 |
|
0.618 |
0.9486 |
|
HIGH |
0.9354 |
|
0.618 |
0.9272 |
|
0.500 |
0.9247 |
|
0.382 |
0.9222 |
|
LOW |
0.9140 |
|
0.618 |
0.9008 |
|
1.000 |
0.8926 |
|
1.618 |
0.8794 |
|
2.618 |
0.8580 |
|
4.250 |
0.8231 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9247 |
0.9256 |
| PP |
0.9222 |
0.9228 |
| S1 |
0.9198 |
0.9201 |
|