CME Canadian Dollar Future September 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 |
0.9360 |
0.9206 |
-0.0154 |
-1.6% |
0.9192 |
| High |
0.9360 |
0.9210 |
-0.0150 |
-1.6% |
0.9391 |
| Low |
0.9330 |
0.9150 |
-0.0180 |
-1.9% |
0.9192 |
| Close |
0.9347 |
0.9168 |
-0.0179 |
-1.9% |
0.9345 |
| Range |
0.0030 |
0.0060 |
0.0030 |
100.0% |
0.0199 |
| ATR |
0.0056 |
0.0066 |
0.0010 |
18.0% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
22 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9356 |
0.9322 |
0.9201 |
|
| R3 |
0.9296 |
0.9262 |
0.9185 |
|
| R2 |
0.9236 |
0.9236 |
0.9179 |
|
| R1 |
0.9202 |
0.9202 |
0.9174 |
0.9189 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9170 |
| S1 |
0.9142 |
0.9142 |
0.9163 |
0.9129 |
| S2 |
0.9116 |
0.9116 |
0.9157 |
|
| S3 |
0.9056 |
0.9082 |
0.9152 |
|
| S4 |
0.8996 |
0.9022 |
0.9135 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9825 |
0.9454 |
|
| R3 |
0.9707 |
0.9626 |
0.9400 |
|
| R2 |
0.9508 |
0.9508 |
0.9381 |
|
| R1 |
0.9427 |
0.9427 |
0.9363 |
0.9468 |
| PP |
0.9309 |
0.9309 |
0.9309 |
0.9330 |
| S1 |
0.9228 |
0.9228 |
0.9327 |
0.9269 |
| S2 |
0.9110 |
0.9110 |
0.9309 |
|
| S3 |
0.8911 |
0.9029 |
0.9290 |
|
| S4 |
0.8712 |
0.8830 |
0.9236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9465 |
|
2.618 |
0.9367 |
|
1.618 |
0.9307 |
|
1.000 |
0.9270 |
|
0.618 |
0.9247 |
|
HIGH |
0.9210 |
|
0.618 |
0.9187 |
|
0.500 |
0.9180 |
|
0.382 |
0.9173 |
|
LOW |
0.9150 |
|
0.618 |
0.9113 |
|
1.000 |
0.9090 |
|
1.618 |
0.9053 |
|
2.618 |
0.8993 |
|
4.250 |
0.8895 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9255 |
| PP |
0.9176 |
0.9226 |
| S1 |
0.9172 |
0.9197 |
|