CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9149 |
0.9177 |
0.0028 |
0.3% |
0.9278 |
High |
0.9215 |
0.9228 |
0.0013 |
0.1% |
0.9372 |
Low |
0.9100 |
0.9170 |
0.0070 |
0.8% |
0.9108 |
Close |
0.9200 |
0.9227 |
0.0027 |
0.3% |
0.9155 |
Range |
0.0115 |
0.0058 |
-0.0057 |
-49.6% |
0.0264 |
ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
65 |
118 |
53 |
81.5% |
410 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9382 |
0.9363 |
0.9259 |
|
R3 |
0.9324 |
0.9305 |
0.9243 |
|
R2 |
0.9266 |
0.9266 |
0.9238 |
|
R1 |
0.9247 |
0.9247 |
0.9232 |
0.9257 |
PP |
0.9208 |
0.9208 |
0.9208 |
0.9213 |
S1 |
0.9189 |
0.9189 |
0.9222 |
0.9199 |
S2 |
0.9150 |
0.9150 |
0.9216 |
|
S3 |
0.9092 |
0.9131 |
0.9211 |
|
S4 |
0.9034 |
0.9073 |
0.9195 |
|
|
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 |
0.9475 |
2.618 |
0.9380 |
1.618 |
0.9322 |
1.000 |
0.9286 |
0.618 |
0.9264 |
HIGH |
0.9228 |
0.618 |
0.9206 |
0.500 |
0.9199 |
0.382 |
0.9192 |
LOW |
0.9170 |
0.618 |
0.9134 |
1.000 |
0.9112 |
1.618 |
0.9076 |
2.618 |
0.9018 |
4.250 |
0.8924 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9218 |
0.9206 |
PP |
0.9208 |
0.9185 |
S1 |
0.9199 |
0.9164 |
|