CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7870 |
-0.0040 |
-0.5% |
0.7740 |
| High |
0.7924 |
0.7898 |
-0.0026 |
-0.3% |
0.7937 |
| Low |
0.7875 |
0.7870 |
-0.0005 |
-0.1% |
0.7700 |
| Close |
0.7906 |
0.7895 |
-0.0011 |
-0.1% |
0.7870 |
| Range |
0.0049 |
0.0028 |
-0.0021 |
-42.9% |
0.0237 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
53 |
23 |
-30 |
-56.6% |
447 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7961 |
0.7910 |
|
| R3 |
0.7944 |
0.7933 |
0.7903 |
|
| R2 |
0.7916 |
0.7916 |
0.7900 |
|
| R1 |
0.7905 |
0.7905 |
0.7898 |
0.7911 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7890 |
| S1 |
0.7877 |
0.7877 |
0.7892 |
0.7883 |
| S2 |
0.7860 |
0.7860 |
0.7890 |
|
| S3 |
0.7832 |
0.7849 |
0.7887 |
|
| S4 |
0.7804 |
0.7821 |
0.7880 |
|
|
| 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 |
0.8017 |
|
2.618 |
0.7971 |
|
1.618 |
0.7943 |
|
1.000 |
0.7926 |
|
0.618 |
0.7915 |
|
HIGH |
0.7898 |
|
0.618 |
0.7887 |
|
0.500 |
0.7884 |
|
0.382 |
0.7881 |
|
LOW |
0.7870 |
|
0.618 |
0.7853 |
|
1.000 |
0.7842 |
|
1.618 |
0.7825 |
|
2.618 |
0.7797 |
|
4.250 |
0.7751 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7904 |
| PP |
0.7888 |
0.7901 |
| S1 |
0.7884 |
0.7898 |
|