CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7826 |
0.7828 |
0.0002 |
0.0% |
0.7850 |
| High |
0.7826 |
0.7832 |
0.0006 |
0.1% |
0.7858 |
| Low |
0.7787 |
0.7828 |
0.0041 |
0.5% |
0.7743 |
| Close |
0.7783 |
0.7791 |
0.0008 |
0.1% |
0.7791 |
| Range |
0.0039 |
0.0004 |
-0.0035 |
-89.7% |
0.0115 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
18 |
12 |
-6 |
-33.3% |
605 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7814 |
0.7793 |
|
| R3 |
0.7825 |
0.7810 |
0.7792 |
|
| R2 |
0.7821 |
0.7821 |
0.7792 |
|
| R1 |
0.7806 |
0.7806 |
0.7791 |
0.7812 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7820 |
| S1 |
0.7802 |
0.7802 |
0.7791 |
0.7808 |
| S2 |
0.7813 |
0.7813 |
0.7790 |
|
| S3 |
0.7809 |
0.7798 |
0.7790 |
|
| S4 |
0.7805 |
0.7794 |
0.7789 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8142 |
0.8082 |
0.7854 |
|
| R3 |
0.8027 |
0.7967 |
0.7823 |
|
| R2 |
0.7912 |
0.7912 |
0.7812 |
|
| R1 |
0.7852 |
0.7852 |
0.7802 |
0.7825 |
| PP |
0.7797 |
0.7797 |
0.7797 |
0.7784 |
| S1 |
0.7737 |
0.7737 |
0.7780 |
0.7710 |
| S2 |
0.7682 |
0.7682 |
0.7770 |
|
| S3 |
0.7567 |
0.7622 |
0.7759 |
|
| S4 |
0.7452 |
0.7507 |
0.7728 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7849 |
|
2.618 |
0.7842 |
|
1.618 |
0.7838 |
|
1.000 |
0.7836 |
|
0.618 |
0.7834 |
|
HIGH |
0.7832 |
|
0.618 |
0.7830 |
|
0.500 |
0.7830 |
|
0.382 |
0.7830 |
|
LOW |
0.7828 |
|
0.618 |
0.7826 |
|
1.000 |
0.7824 |
|
1.618 |
0.7822 |
|
2.618 |
0.7818 |
|
4.250 |
0.7811 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7830 |
0.7823 |
| PP |
0.7817 |
0.7812 |
| S1 |
0.7804 |
0.7802 |
|