CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9297 |
0.9163 |
-0.0134 |
-1.4% |
0.9278 |
High |
0.9354 |
0.9199 |
-0.0155 |
-1.7% |
0.9372 |
Low |
0.9140 |
0.9108 |
-0.0032 |
-0.4% |
0.9108 |
Close |
0.9173 |
0.9155 |
-0.0018 |
-0.2% |
0.9155 |
Range |
0.0214 |
0.0091 |
-0.0123 |
-57.5% |
0.0264 |
ATR |
0.0089 |
0.0089 |
0.0000 |
0.2% |
0.0000 |
Volume |
49 |
219 |
170 |
346.9% |
410 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9427 |
0.9382 |
0.9205 |
|
R3 |
0.9336 |
0.9291 |
0.9180 |
|
R2 |
0.9245 |
0.9245 |
0.9172 |
|
R1 |
0.9200 |
0.9200 |
0.9163 |
0.9177 |
PP |
0.9154 |
0.9154 |
0.9154 |
0.9143 |
S1 |
0.9109 |
0.9109 |
0.9147 |
0.9086 |
S2 |
0.9063 |
0.9063 |
0.9138 |
|
S3 |
0.8972 |
0.9018 |
0.9130 |
|
S4 |
0.8881 |
0.8927 |
0.9105 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0004 |
0.9843 |
0.9300 |
|
R3 |
0.9740 |
0.9579 |
0.9228 |
|
R2 |
0.9476 |
0.9476 |
0.9203 |
|
R1 |
0.9315 |
0.9315 |
0.9179 |
0.9264 |
PP |
0.9212 |
0.9212 |
0.9212 |
0.9186 |
S1 |
0.9051 |
0.9051 |
0.9131 |
0.9000 |
S2 |
0.8948 |
0.8948 |
0.9107 |
|
S3 |
0.8684 |
0.8787 |
0.9082 |
|
S4 |
0.8420 |
0.8523 |
0.9010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9586 |
2.618 |
0.9437 |
1.618 |
0.9346 |
1.000 |
0.9290 |
0.618 |
0.9255 |
HIGH |
0.9199 |
0.618 |
0.9164 |
0.500 |
0.9154 |
0.382 |
0.9143 |
LOW |
0.9108 |
0.618 |
0.9052 |
1.000 |
0.9017 |
1.618 |
0.8961 |
2.618 |
0.8870 |
4.250 |
0.8721 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9155 |
0.9240 |
PP |
0.9154 |
0.9212 |
S1 |
0.9154 |
0.9183 |
|