CME Canadian Dollar Future September 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 |
0.9206 |
0.9170 |
-0.0036 |
-0.4% |
0.9273 |
High |
0.9210 |
0.9170 |
-0.0040 |
-0.4% |
0.9360 |
Low |
0.9150 |
0.9162 |
0.0012 |
0.1% |
0.9150 |
Close |
0.9168 |
0.9151 |
-0.0017 |
-0.2% |
0.9151 |
Range |
0.0060 |
0.0008 |
-0.0052 |
-86.7% |
0.0210 |
ATR |
0.0066 |
0.0062 |
-0.0004 |
-6.3% |
0.0000 |
Volume |
5 |
20 |
15 |
300.0% |
61 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9185 |
0.9176 |
0.9155 |
|
R3 |
0.9177 |
0.9168 |
0.9153 |
|
R2 |
0.9169 |
0.9169 |
0.9152 |
|
R1 |
0.9160 |
0.9160 |
0.9152 |
0.9161 |
PP |
0.9161 |
0.9161 |
0.9161 |
0.9161 |
S1 |
0.9152 |
0.9152 |
0.9150 |
0.9153 |
S2 |
0.9153 |
0.9153 |
0.9150 |
|
S3 |
0.9145 |
0.9144 |
0.9149 |
|
S4 |
0.9137 |
0.9136 |
0.9147 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9850 |
0.9711 |
0.9267 |
|
R3 |
0.9640 |
0.9501 |
0.9209 |
|
R2 |
0.9430 |
0.9430 |
0.9190 |
|
R1 |
0.9291 |
0.9291 |
0.9170 |
0.9256 |
PP |
0.9220 |
0.9220 |
0.9220 |
0.9203 |
S1 |
0.9081 |
0.9081 |
0.9132 |
0.9046 |
S2 |
0.9010 |
0.9010 |
0.9113 |
|
S3 |
0.8800 |
0.8871 |
0.9093 |
|
S4 |
0.8590 |
0.8661 |
0.9036 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9204 |
2.618 |
0.9191 |
1.618 |
0.9183 |
1.000 |
0.9178 |
0.618 |
0.9175 |
HIGH |
0.9170 |
0.618 |
0.9167 |
0.500 |
0.9166 |
0.382 |
0.9165 |
LOW |
0.9162 |
0.618 |
0.9157 |
1.000 |
0.9154 |
1.618 |
0.9149 |
2.618 |
0.9141 |
4.250 |
0.9128 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9166 |
0.9255 |
PP |
0.9161 |
0.9220 |
S1 |
0.9156 |
0.9186 |
|