CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.8160 |
0.8100 |
-0.0060 |
-0.7% |
0.8163 |
High |
0.8160 |
0.8100 |
-0.0060 |
-0.7% |
0.8220 |
Low |
0.8160 |
0.8098 |
-0.0062 |
-0.8% |
0.8098 |
Close |
0.8164 |
0.8119 |
-0.0045 |
-0.6% |
0.8119 |
Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0122 |
ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
Volume |
25 |
3 |
-22 |
-88.0% |
78 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8112 |
0.8117 |
0.8120 |
|
R3 |
0.8110 |
0.8115 |
0.8120 |
|
R2 |
0.8108 |
0.8108 |
0.8119 |
|
R1 |
0.8113 |
0.8113 |
0.8119 |
0.8111 |
PP |
0.8106 |
0.8106 |
0.8106 |
0.8104 |
S1 |
0.8111 |
0.8111 |
0.8119 |
0.8109 |
S2 |
0.8104 |
0.8104 |
0.8119 |
|
S3 |
0.8102 |
0.8109 |
0.8118 |
|
S4 |
0.8100 |
0.8107 |
0.8118 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8512 |
0.8437 |
0.8186 |
|
R3 |
0.8390 |
0.8315 |
0.8153 |
|
R2 |
0.8268 |
0.8268 |
0.8141 |
|
R1 |
0.8193 |
0.8193 |
0.8130 |
0.8170 |
PP |
0.8146 |
0.8146 |
0.8146 |
0.8134 |
S1 |
0.8071 |
0.8071 |
0.8108 |
0.8048 |
S2 |
0.8024 |
0.8024 |
0.8097 |
|
S3 |
0.7902 |
0.7949 |
0.8085 |
|
S4 |
0.7780 |
0.7827 |
0.8052 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8109 |
2.618 |
0.8105 |
1.618 |
0.8103 |
1.000 |
0.8102 |
0.618 |
0.8101 |
HIGH |
0.8100 |
0.618 |
0.8099 |
0.500 |
0.8099 |
0.382 |
0.8099 |
LOW |
0.8098 |
0.618 |
0.8097 |
1.000 |
0.8096 |
1.618 |
0.8095 |
2.618 |
0.8093 |
4.250 |
0.8090 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8112 |
0.8132 |
PP |
0.8106 |
0.8127 |
S1 |
0.8099 |
0.8123 |
|