CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8245 |
0.8180 |
-0.0065 |
-0.8% |
0.8229 |
| High |
0.8285 |
0.8224 |
-0.0061 |
-0.7% |
0.8288 |
| Low |
0.8200 |
0.8175 |
-0.0025 |
-0.3% |
0.8000 |
| Close |
0.8210 |
0.8215 |
0.0005 |
0.1% |
0.8291 |
| Range |
0.0085 |
0.0049 |
-0.0036 |
-42.4% |
0.0288 |
| ATR |
0.0097 |
0.0093 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
433 |
48 |
-385 |
-88.9% |
972 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8352 |
0.8332 |
0.8242 |
|
| R3 |
0.8303 |
0.8283 |
0.8228 |
|
| R2 |
0.8254 |
0.8254 |
0.8224 |
|
| R1 |
0.8234 |
0.8234 |
0.8219 |
0.8244 |
| PP |
0.8205 |
0.8205 |
0.8205 |
0.8210 |
| S1 |
0.8185 |
0.8185 |
0.8211 |
0.8195 |
| S2 |
0.8156 |
0.8156 |
0.8206 |
|
| S3 |
0.8107 |
0.8136 |
0.8202 |
|
| S4 |
0.8058 |
0.8087 |
0.8188 |
|
|
| 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 |
0.8432 |
|
2.618 |
0.8352 |
|
1.618 |
0.8303 |
|
1.000 |
0.8273 |
|
0.618 |
0.8254 |
|
HIGH |
0.8224 |
|
0.618 |
0.8205 |
|
0.500 |
0.8200 |
|
0.382 |
0.8194 |
|
LOW |
0.8175 |
|
0.618 |
0.8145 |
|
1.000 |
0.8126 |
|
1.618 |
0.8096 |
|
2.618 |
0.8047 |
|
4.250 |
0.7967 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8210 |
0.8232 |
| PP |
0.8205 |
0.8226 |
| S1 |
0.8200 |
0.8221 |
|