CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7762 |
0.7910 |
0.0148 |
1.9% |
0.7740 |
| High |
0.7864 |
0.7937 |
0.0073 |
0.9% |
0.7937 |
| Low |
0.7762 |
0.7875 |
0.0113 |
1.5% |
0.7700 |
| Close |
0.7849 |
0.7870 |
0.0021 |
0.3% |
0.7870 |
| Range |
0.0102 |
0.0062 |
-0.0040 |
-39.2% |
0.0237 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
102 |
247 |
145 |
142.2% |
447 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8037 |
0.7904 |
|
| R3 |
0.8018 |
0.7975 |
0.7887 |
|
| R2 |
0.7956 |
0.7956 |
0.7881 |
|
| R1 |
0.7913 |
0.7913 |
0.7876 |
0.7904 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7889 |
| S1 |
0.7851 |
0.7851 |
0.7864 |
0.7842 |
| S2 |
0.7832 |
0.7832 |
0.7859 |
|
| S3 |
0.7770 |
0.7789 |
0.7853 |
|
| S4 |
0.7708 |
0.7727 |
0.7836 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8547 |
0.8445 |
0.8000 |
|
| R3 |
0.8310 |
0.8208 |
0.7935 |
|
| R2 |
0.8073 |
0.8073 |
0.7913 |
|
| R1 |
0.7971 |
0.7971 |
0.7892 |
0.8022 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7861 |
| S1 |
0.7734 |
0.7734 |
0.7848 |
0.7785 |
| S2 |
0.7599 |
0.7599 |
0.7827 |
|
| S3 |
0.7362 |
0.7497 |
0.7805 |
|
| S4 |
0.7125 |
0.7260 |
0.7740 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8201 |
|
2.618 |
0.8099 |
|
1.618 |
0.8037 |
|
1.000 |
0.7999 |
|
0.618 |
0.7975 |
|
HIGH |
0.7937 |
|
0.618 |
0.7913 |
|
0.500 |
0.7906 |
|
0.382 |
0.7899 |
|
LOW |
0.7875 |
|
0.618 |
0.7837 |
|
1.000 |
0.7813 |
|
1.618 |
0.7775 |
|
2.618 |
0.7713 |
|
4.250 |
0.7612 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7906 |
0.7863 |
| PP |
0.7894 |
0.7856 |
| S1 |
0.7882 |
0.7850 |
|