CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8077 |
0.8135 |
0.0058 |
0.7% |
0.8060 |
| High |
0.8121 |
0.8135 |
0.0014 |
0.2% |
0.8141 |
| Low |
0.8056 |
0.8086 |
0.0030 |
0.4% |
0.7900 |
| Close |
0.8095 |
0.8093 |
-0.0002 |
0.0% |
0.8146 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.6% |
0.0241 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
61 |
32 |
-29 |
-47.5% |
371 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8252 |
0.8221 |
0.8120 |
|
| R3 |
0.8203 |
0.8172 |
0.8106 |
|
| R2 |
0.8154 |
0.8154 |
0.8102 |
|
| R1 |
0.8123 |
0.8123 |
0.8097 |
0.8114 |
| PP |
0.8105 |
0.8105 |
0.8105 |
0.8100 |
| S1 |
0.8074 |
0.8074 |
0.8089 |
0.8065 |
| S2 |
0.8056 |
0.8056 |
0.8084 |
|
| S3 |
0.8007 |
0.8025 |
0.8080 |
|
| S4 |
0.7958 |
0.7976 |
0.8066 |
|
|
| 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 |
0.8343 |
|
2.618 |
0.8263 |
|
1.618 |
0.8214 |
|
1.000 |
0.8184 |
|
0.618 |
0.8165 |
|
HIGH |
0.8135 |
|
0.618 |
0.8116 |
|
0.500 |
0.8111 |
|
0.382 |
0.8105 |
|
LOW |
0.8086 |
|
0.618 |
0.8056 |
|
1.000 |
0.8037 |
|
1.618 |
0.8007 |
|
2.618 |
0.7958 |
|
4.250 |
0.7878 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8111 |
0.8096 |
| PP |
0.8105 |
0.8095 |
| S1 |
0.8099 |
0.8094 |
|