CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9229 |
0.9301 |
0.0072 |
0.8% |
0.9249 |
| High |
0.9268 |
0.9310 |
0.0042 |
0.5% |
0.9350 |
| Low |
0.9205 |
0.9280 |
0.0075 |
0.8% |
0.9205 |
| Close |
0.9270 |
0.9285 |
0.0015 |
0.2% |
0.9285 |
| Range |
0.0063 |
0.0030 |
-0.0033 |
-52.4% |
0.0145 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
171 |
69 |
-102 |
-59.6% |
581 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9382 |
0.9363 |
0.9302 |
|
| R3 |
0.9352 |
0.9333 |
0.9293 |
|
| R2 |
0.9322 |
0.9322 |
0.9291 |
|
| R1 |
0.9303 |
0.9303 |
0.9288 |
0.9298 |
| PP |
0.9292 |
0.9292 |
0.9292 |
0.9289 |
| S1 |
0.9273 |
0.9273 |
0.9282 |
0.9268 |
| S2 |
0.9262 |
0.9262 |
0.9280 |
|
| S3 |
0.9232 |
0.9243 |
0.9277 |
|
| S4 |
0.9202 |
0.9213 |
0.9269 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9715 |
0.9645 |
0.9365 |
|
| R3 |
0.9570 |
0.9500 |
0.9325 |
|
| R2 |
0.9425 |
0.9425 |
0.9312 |
|
| R1 |
0.9355 |
0.9355 |
0.9298 |
0.9390 |
| PP |
0.9280 |
0.9280 |
0.9280 |
0.9298 |
| S1 |
0.9210 |
0.9210 |
0.9272 |
0.9245 |
| S2 |
0.9135 |
0.9135 |
0.9258 |
|
| S3 |
0.8990 |
0.9065 |
0.9245 |
|
| S4 |
0.8845 |
0.8920 |
0.9205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9438 |
|
2.618 |
0.9389 |
|
1.618 |
0.9359 |
|
1.000 |
0.9340 |
|
0.618 |
0.9329 |
|
HIGH |
0.9310 |
|
0.618 |
0.9299 |
|
0.500 |
0.9295 |
|
0.382 |
0.9291 |
|
LOW |
0.9280 |
|
0.618 |
0.9261 |
|
1.000 |
0.9250 |
|
1.618 |
0.9231 |
|
2.618 |
0.9201 |
|
4.250 |
0.9153 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9295 |
0.9276 |
| PP |
0.9292 |
0.9267 |
| S1 |
0.9288 |
0.9258 |
|