CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8339 |
0.8280 |
-0.0059 |
-0.7% |
0.8163 |
| High |
0.8394 |
0.8280 |
-0.0114 |
-1.4% |
0.8394 |
| Low |
0.8251 |
0.8227 |
-0.0024 |
-0.3% |
0.8163 |
| Close |
0.8278 |
0.8247 |
-0.0031 |
-0.4% |
0.8247 |
| Range |
0.0143 |
0.0053 |
-0.0090 |
-62.9% |
0.0231 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
148 |
79 |
-69 |
-46.6% |
468 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8382 |
0.8276 |
|
| R3 |
0.8357 |
0.8329 |
0.8262 |
|
| R2 |
0.8304 |
0.8304 |
0.8257 |
|
| R1 |
0.8276 |
0.8276 |
0.8252 |
0.8264 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8245 |
| S1 |
0.8223 |
0.8223 |
0.8242 |
0.8211 |
| S2 |
0.8198 |
0.8198 |
0.8237 |
|
| S3 |
0.8145 |
0.8170 |
0.8232 |
|
| S4 |
0.8092 |
0.8117 |
0.8218 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8961 |
0.8835 |
0.8374 |
|
| R3 |
0.8730 |
0.8604 |
0.8311 |
|
| R2 |
0.8499 |
0.8499 |
0.8289 |
|
| R1 |
0.8373 |
0.8373 |
0.8268 |
0.8436 |
| PP |
0.8268 |
0.8268 |
0.8268 |
0.8300 |
| S1 |
0.8142 |
0.8142 |
0.8226 |
0.8205 |
| S2 |
0.8037 |
0.8037 |
0.8205 |
|
| S3 |
0.7806 |
0.7911 |
0.8183 |
|
| S4 |
0.7575 |
0.7680 |
0.8120 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8505 |
|
2.618 |
0.8419 |
|
1.618 |
0.8366 |
|
1.000 |
0.8333 |
|
0.618 |
0.8313 |
|
HIGH |
0.8280 |
|
0.618 |
0.8260 |
|
0.500 |
0.8254 |
|
0.382 |
0.8247 |
|
LOW |
0.8227 |
|
0.618 |
0.8194 |
|
1.000 |
0.8174 |
|
1.618 |
0.8141 |
|
2.618 |
0.8088 |
|
4.250 |
0.8002 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8254 |
0.8310 |
| PP |
0.8251 |
0.8289 |
| S1 |
0.8249 |
0.8268 |
|