CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
0.8165 |
0.8160 |
-0.0005 |
-0.1% |
0.7931 |
High |
0.8165 |
0.8160 |
-0.0005 |
-0.1% |
0.8208 |
Low |
0.8130 |
0.8160 |
0.0030 |
0.4% |
0.7886 |
Close |
0.8138 |
0.8164 |
0.0026 |
0.3% |
0.8101 |
Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0322 |
ATR |
0.0076 |
0.0072 |
-0.0004 |
-5.1% |
0.0000 |
Volume |
14 |
25 |
11 |
78.6% |
194 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8161 |
0.8163 |
0.8164 |
|
R3 |
0.8161 |
0.8163 |
0.8164 |
|
R2 |
0.8161 |
0.8161 |
0.8164 |
|
R1 |
0.8163 |
0.8163 |
0.8164 |
0.8162 |
PP |
0.8161 |
0.8161 |
0.8161 |
0.8161 |
S1 |
0.8163 |
0.8163 |
0.8164 |
0.8162 |
S2 |
0.8161 |
0.8161 |
0.8164 |
|
S3 |
0.8161 |
0.8163 |
0.8164 |
|
S4 |
0.8161 |
0.8163 |
0.8164 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9031 |
0.8888 |
0.8278 |
|
R3 |
0.8709 |
0.8566 |
0.8190 |
|
R2 |
0.8387 |
0.8387 |
0.8160 |
|
R1 |
0.8244 |
0.8244 |
0.8131 |
0.8316 |
PP |
0.8065 |
0.8065 |
0.8065 |
0.8101 |
S1 |
0.7922 |
0.7922 |
0.8071 |
0.7994 |
S2 |
0.7743 |
0.7743 |
0.8042 |
|
S3 |
0.7421 |
0.7600 |
0.8012 |
|
S4 |
0.7099 |
0.7278 |
0.7924 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8160 |
2.618 |
0.8160 |
1.618 |
0.8160 |
1.000 |
0.8160 |
0.618 |
0.8160 |
HIGH |
0.8160 |
0.618 |
0.8160 |
0.500 |
0.8160 |
0.382 |
0.8160 |
LOW |
0.8160 |
0.618 |
0.8160 |
1.000 |
0.8160 |
1.618 |
0.8160 |
2.618 |
0.8160 |
4.250 |
0.8160 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8163 |
0.8175 |
PP |
0.8161 |
0.8171 |
S1 |
0.8160 |
0.8168 |
|