CME Canadian Dollar Future September 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.8172 |
0.8121 |
-0.0051 |
-0.6% |
0.7910 |
High |
0.8227 |
0.8200 |
-0.0027 |
-0.3% |
0.8205 |
Low |
0.8137 |
0.8117 |
-0.0020 |
-0.2% |
0.7870 |
Close |
0.8182 |
0.8123 |
-0.0059 |
-0.7% |
0.8086 |
Range |
0.0090 |
0.0083 |
-0.0007 |
-7.8% |
0.0335 |
ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
65 |
64 |
-1 |
-1.5% |
232 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8396 |
0.8342 |
0.8169 |
|
R3 |
0.8313 |
0.8259 |
0.8146 |
|
R2 |
0.8230 |
0.8230 |
0.8138 |
|
R1 |
0.8176 |
0.8176 |
0.8131 |
0.8203 |
PP |
0.8147 |
0.8147 |
0.8147 |
0.8160 |
S1 |
0.8093 |
0.8093 |
0.8115 |
0.8120 |
S2 |
0.8064 |
0.8064 |
0.8108 |
|
S3 |
0.7981 |
0.8010 |
0.8100 |
|
S4 |
0.7898 |
0.7927 |
0.8077 |
|
|
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 |
0.8553 |
2.618 |
0.8417 |
1.618 |
0.8334 |
1.000 |
0.8283 |
0.618 |
0.8251 |
HIGH |
0.8200 |
0.618 |
0.8168 |
0.500 |
0.8159 |
0.382 |
0.8149 |
LOW |
0.8117 |
0.618 |
0.8066 |
1.000 |
0.8034 |
1.618 |
0.7983 |
2.618 |
0.7900 |
4.250 |
0.7764 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8159 |
0.8168 |
PP |
0.8147 |
0.8153 |
S1 |
0.8135 |
0.8138 |
|