CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9249 |
0.9249 |
0.0000 |
0.0% |
0.9033 |
| High |
0.9249 |
0.9350 |
0.0101 |
1.1% |
0.9224 |
| Low |
0.9249 |
0.9244 |
-0.0005 |
-0.1% |
0.9010 |
| Close |
0.9249 |
0.9250 |
0.0001 |
0.0% |
0.9208 |
| Range |
0.0000 |
0.0106 |
0.0106 |
|
0.0214 |
| ATR |
|
|
|
|
|
| Volume |
2 |
30 |
28 |
1,400.0% |
249 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9599 |
0.9531 |
0.9308 |
|
| R3 |
0.9493 |
0.9425 |
0.9279 |
|
| R2 |
0.9387 |
0.9387 |
0.9269 |
|
| R1 |
0.9319 |
0.9319 |
0.9260 |
0.9353 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9299 |
| S1 |
0.9213 |
0.9213 |
0.9240 |
0.9247 |
| S2 |
0.9175 |
0.9175 |
0.9231 |
|
| S3 |
0.9069 |
0.9107 |
0.9221 |
|
| S4 |
0.8963 |
0.9001 |
0.9192 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9713 |
0.9326 |
|
| R3 |
0.9575 |
0.9499 |
0.9267 |
|
| R2 |
0.9361 |
0.9361 |
0.9247 |
|
| R1 |
0.9285 |
0.9285 |
0.9228 |
0.9323 |
| PP |
0.9147 |
0.9147 |
0.9147 |
0.9167 |
| S1 |
0.9071 |
0.9071 |
0.9188 |
0.9109 |
| S2 |
0.8933 |
0.8933 |
0.9169 |
|
| S3 |
0.8719 |
0.8857 |
0.9149 |
|
| S4 |
0.8505 |
0.8643 |
0.9090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9801 |
|
2.618 |
0.9628 |
|
1.618 |
0.9522 |
|
1.000 |
0.9456 |
|
0.618 |
0.9416 |
|
HIGH |
0.9350 |
|
0.618 |
0.9310 |
|
0.500 |
0.9297 |
|
0.382 |
0.9284 |
|
LOW |
0.9244 |
|
0.618 |
0.9178 |
|
1.000 |
0.9138 |
|
1.618 |
0.9072 |
|
2.618 |
0.8966 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9297 |
0.9256 |
| PP |
0.9281 |
0.9254 |
| S1 |
0.9266 |
0.9252 |
|