CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8128 |
0.8172 |
0.0044 |
0.5% |
0.7910 |
| High |
0.8199 |
0.8227 |
0.0028 |
0.3% |
0.8205 |
| Low |
0.8108 |
0.8137 |
0.0029 |
0.4% |
0.7870 |
| Close |
0.8170 |
0.8182 |
0.0012 |
0.1% |
0.8086 |
| Range |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0335 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
77 |
65 |
-12 |
-15.6% |
232 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8452 |
0.8407 |
0.8232 |
|
| R3 |
0.8362 |
0.8317 |
0.8207 |
|
| R2 |
0.8272 |
0.8272 |
0.8199 |
|
| R1 |
0.8227 |
0.8227 |
0.8190 |
0.8250 |
| PP |
0.8182 |
0.8182 |
0.8182 |
0.8193 |
| S1 |
0.8137 |
0.8137 |
0.8174 |
0.8160 |
| S2 |
0.8092 |
0.8092 |
0.8166 |
|
| S3 |
0.8002 |
0.8047 |
0.8157 |
|
| S4 |
0.7912 |
0.7957 |
0.8133 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9059 |
0.8907 |
0.8270 |
|
| R3 |
0.8724 |
0.8572 |
0.8178 |
|
| R2 |
0.8389 |
0.8389 |
0.8147 |
|
| R1 |
0.8237 |
0.8237 |
0.8117 |
0.8313 |
| PP |
0.8054 |
0.8054 |
0.8054 |
0.8092 |
| S1 |
0.7902 |
0.7902 |
0.8055 |
0.7978 |
| S2 |
0.7719 |
0.7719 |
0.8025 |
|
| S3 |
0.7384 |
0.7567 |
0.7994 |
|
| S4 |
0.7049 |
0.7232 |
0.7902 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8610 |
|
2.618 |
0.8463 |
|
1.618 |
0.8373 |
|
1.000 |
0.8317 |
|
0.618 |
0.8283 |
|
HIGH |
0.8227 |
|
0.618 |
0.8193 |
|
0.500 |
0.8182 |
|
0.382 |
0.8171 |
|
LOW |
0.8137 |
|
0.618 |
0.8081 |
|
1.000 |
0.8047 |
|
1.618 |
0.7991 |
|
2.618 |
0.7901 |
|
4.250 |
0.7755 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8182 |
0.8170 |
| PP |
0.8182 |
0.8158 |
| S1 |
0.8182 |
0.8146 |
|