CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8070 |
0.8112 |
0.0042 |
0.5% |
0.8060 |
| High |
0.8141 |
0.8112 |
-0.0029 |
-0.4% |
0.8141 |
| Low |
0.8070 |
0.8057 |
-0.0013 |
-0.2% |
0.7900 |
| Close |
0.8146 |
0.8076 |
-0.0070 |
-0.9% |
0.8146 |
| Range |
0.0071 |
0.0055 |
-0.0016 |
-22.5% |
0.0241 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
136 |
59 |
-77 |
-56.6% |
371 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8216 |
0.8106 |
|
| R3 |
0.8192 |
0.8161 |
0.8091 |
|
| R2 |
0.8137 |
0.8137 |
0.8086 |
|
| R1 |
0.8106 |
0.8106 |
0.8081 |
0.8094 |
| PP |
0.8082 |
0.8082 |
0.8082 |
0.8076 |
| S1 |
0.8051 |
0.8051 |
0.8071 |
0.8039 |
| S2 |
0.8027 |
0.8027 |
0.8066 |
|
| S3 |
0.7972 |
0.7996 |
0.8061 |
|
| S4 |
0.7917 |
0.7941 |
0.8046 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8785 |
0.8707 |
0.8279 |
|
| R3 |
0.8544 |
0.8466 |
0.8212 |
|
| R2 |
0.8303 |
0.8303 |
0.8190 |
|
| R1 |
0.8225 |
0.8225 |
0.8168 |
0.8264 |
| PP |
0.8062 |
0.8062 |
0.8062 |
0.8082 |
| S1 |
0.7984 |
0.7984 |
0.8124 |
0.8023 |
| S2 |
0.7821 |
0.7821 |
0.8102 |
|
| S3 |
0.7580 |
0.7743 |
0.8080 |
|
| S4 |
0.7339 |
0.7502 |
0.8013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8346 |
|
2.618 |
0.8256 |
|
1.618 |
0.8201 |
|
1.000 |
0.8167 |
|
0.618 |
0.8146 |
|
HIGH |
0.8112 |
|
0.618 |
0.8091 |
|
0.500 |
0.8085 |
|
0.382 |
0.8078 |
|
LOW |
0.8057 |
|
0.618 |
0.8023 |
|
1.000 |
0.8002 |
|
1.618 |
0.7968 |
|
2.618 |
0.7913 |
|
4.250 |
0.7823 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8085 |
0.8086 |
| PP |
0.8082 |
0.8083 |
| S1 |
0.8079 |
0.8079 |
|