CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7814 |
0.7826 |
0.0012 |
0.2% |
0.8004 |
| High |
0.7858 |
0.7826 |
-0.0032 |
-0.4% |
0.8048 |
| Low |
0.7814 |
0.7787 |
-0.0027 |
-0.3% |
0.7874 |
| Close |
0.7879 |
0.7783 |
-0.0096 |
-1.2% |
0.7896 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.4% |
0.0174 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
186 |
18 |
-168 |
-90.3% |
23 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7888 |
0.7804 |
|
| R3 |
0.7877 |
0.7849 |
0.7794 |
|
| R2 |
0.7838 |
0.7838 |
0.7790 |
|
| R1 |
0.7810 |
0.7810 |
0.7787 |
0.7805 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7796 |
| S1 |
0.7771 |
0.7771 |
0.7779 |
0.7766 |
| S2 |
0.7760 |
0.7760 |
0.7776 |
|
| S3 |
0.7721 |
0.7732 |
0.7772 |
|
| S4 |
0.7682 |
0.7693 |
0.7762 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8353 |
0.7992 |
|
| R3 |
0.8287 |
0.8179 |
0.7944 |
|
| R2 |
0.8113 |
0.8113 |
0.7928 |
|
| R1 |
0.8005 |
0.8005 |
0.7912 |
0.7972 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7923 |
| S1 |
0.7831 |
0.7831 |
0.7880 |
0.7798 |
| S2 |
0.7765 |
0.7765 |
0.7864 |
|
| S3 |
0.7591 |
0.7657 |
0.7848 |
|
| S4 |
0.7417 |
0.7483 |
0.7800 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7928 |
|
1.618 |
0.7889 |
|
1.000 |
0.7865 |
|
0.618 |
0.7850 |
|
HIGH |
0.7826 |
|
0.618 |
0.7811 |
|
0.500 |
0.7807 |
|
0.382 |
0.7802 |
|
LOW |
0.7787 |
|
0.618 |
0.7763 |
|
1.000 |
0.7748 |
|
1.618 |
0.7724 |
|
2.618 |
0.7685 |
|
4.250 |
0.7621 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7807 |
0.7801 |
| PP |
0.7799 |
0.7795 |
| S1 |
0.7791 |
0.7789 |
|