CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8177 |
0.8245 |
0.0068 |
0.8% |
0.8229 |
| High |
0.8288 |
0.8285 |
-0.0003 |
0.0% |
0.8288 |
| Low |
0.8177 |
0.8200 |
0.0023 |
0.3% |
0.8000 |
| Close |
0.8291 |
0.8210 |
-0.0081 |
-1.0% |
0.8291 |
| Range |
0.0111 |
0.0085 |
-0.0026 |
-23.4% |
0.0288 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
98 |
433 |
335 |
341.8% |
972 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8487 |
0.8433 |
0.8257 |
|
| R3 |
0.8402 |
0.8348 |
0.8233 |
|
| R2 |
0.8317 |
0.8317 |
0.8226 |
|
| R1 |
0.8263 |
0.8263 |
0.8218 |
0.8248 |
| PP |
0.8232 |
0.8232 |
0.8232 |
0.8224 |
| S1 |
0.8178 |
0.8178 |
0.8202 |
0.8163 |
| S2 |
0.8147 |
0.8147 |
0.8194 |
|
| S3 |
0.8062 |
0.8093 |
0.8187 |
|
| S4 |
0.7977 |
0.8008 |
0.8163 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9057 |
0.8962 |
0.8449 |
|
| R3 |
0.8769 |
0.8674 |
0.8370 |
|
| R2 |
0.8481 |
0.8481 |
0.8344 |
|
| R1 |
0.8386 |
0.8386 |
0.8317 |
0.8434 |
| PP |
0.8193 |
0.8193 |
0.8193 |
0.8217 |
| S1 |
0.8098 |
0.8098 |
0.8265 |
0.8146 |
| S2 |
0.7905 |
0.7905 |
0.8238 |
|
| S3 |
0.7617 |
0.7810 |
0.8212 |
|
| S4 |
0.7329 |
0.7522 |
0.8133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8646 |
|
2.618 |
0.8508 |
|
1.618 |
0.8423 |
|
1.000 |
0.8370 |
|
0.618 |
0.8338 |
|
HIGH |
0.8285 |
|
0.618 |
0.8253 |
|
0.500 |
0.8243 |
|
0.382 |
0.8232 |
|
LOW |
0.8200 |
|
0.618 |
0.8147 |
|
1.000 |
0.8115 |
|
1.618 |
0.8062 |
|
2.618 |
0.7977 |
|
4.250 |
0.7839 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8243 |
0.8204 |
| PP |
0.8232 |
0.8197 |
| S1 |
0.8221 |
0.8191 |
|