CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8163 |
0.8271 |
0.0108 |
1.3% |
0.8112 |
| High |
0.8225 |
0.8285 |
0.0060 |
0.7% |
0.8200 |
| Low |
0.8163 |
0.8242 |
0.0079 |
1.0% |
0.8056 |
| Close |
0.8216 |
0.8259 |
0.0043 |
0.5% |
0.8159 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0144 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
28 |
58 |
30 |
107.1% |
174 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8391 |
0.8368 |
0.8283 |
|
| R3 |
0.8348 |
0.8325 |
0.8271 |
|
| R2 |
0.8305 |
0.8305 |
0.8267 |
|
| R1 |
0.8282 |
0.8282 |
0.8263 |
0.8272 |
| PP |
0.8262 |
0.8262 |
0.8262 |
0.8257 |
| S1 |
0.8239 |
0.8239 |
0.8255 |
0.8229 |
| S2 |
0.8219 |
0.8219 |
0.8251 |
|
| S3 |
0.8176 |
0.8196 |
0.8247 |
|
| S4 |
0.8133 |
0.8153 |
0.8235 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8509 |
0.8238 |
|
| R3 |
0.8426 |
0.8365 |
0.8199 |
|
| R2 |
0.8282 |
0.8282 |
0.8185 |
|
| R1 |
0.8221 |
0.8221 |
0.8172 |
0.8252 |
| PP |
0.8138 |
0.8138 |
0.8138 |
0.8154 |
| S1 |
0.8077 |
0.8077 |
0.8146 |
0.8108 |
| S2 |
0.7994 |
0.7994 |
0.8133 |
|
| S3 |
0.7850 |
0.7933 |
0.8119 |
|
| S4 |
0.7706 |
0.7789 |
0.8080 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8468 |
|
2.618 |
0.8398 |
|
1.618 |
0.8355 |
|
1.000 |
0.8328 |
|
0.618 |
0.8312 |
|
HIGH |
0.8285 |
|
0.618 |
0.8269 |
|
0.500 |
0.8264 |
|
0.382 |
0.8258 |
|
LOW |
0.8242 |
|
0.618 |
0.8215 |
|
1.000 |
0.8199 |
|
1.618 |
0.8172 |
|
2.618 |
0.8129 |
|
4.250 |
0.8059 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8264 |
0.8239 |
| PP |
0.8262 |
0.8219 |
| S1 |
0.8261 |
0.8199 |
|