CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9301 |
0.9267 |
-0.0034 |
-0.4% |
0.9249 |
| High |
0.9310 |
0.9267 |
-0.0043 |
-0.5% |
0.9350 |
| Low |
0.9280 |
0.9171 |
-0.0109 |
-1.2% |
0.9205 |
| Close |
0.9285 |
0.9222 |
-0.0063 |
-0.7% |
0.9285 |
| Range |
0.0030 |
0.0096 |
0.0066 |
220.0% |
0.0145 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.7% |
0.0000 |
| Volume |
69 |
75 |
6 |
8.7% |
581 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9508 |
0.9461 |
0.9275 |
|
| R3 |
0.9412 |
0.9365 |
0.9248 |
|
| R2 |
0.9316 |
0.9316 |
0.9240 |
|
| R1 |
0.9269 |
0.9269 |
0.9231 |
0.9245 |
| PP |
0.9220 |
0.9220 |
0.9220 |
0.9208 |
| S1 |
0.9173 |
0.9173 |
0.9213 |
0.9149 |
| S2 |
0.9124 |
0.9124 |
0.9204 |
|
| S3 |
0.9028 |
0.9077 |
0.9196 |
|
| S4 |
0.8932 |
0.8981 |
0.9169 |
|
|
| 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 |
0.9675 |
|
2.618 |
0.9518 |
|
1.618 |
0.9422 |
|
1.000 |
0.9363 |
|
0.618 |
0.9326 |
|
HIGH |
0.9267 |
|
0.618 |
0.9230 |
|
0.500 |
0.9219 |
|
0.382 |
0.9208 |
|
LOW |
0.9171 |
|
0.618 |
0.9112 |
|
1.000 |
0.9075 |
|
1.618 |
0.9016 |
|
2.618 |
0.8920 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9221 |
0.9241 |
| PP |
0.9220 |
0.9234 |
| S1 |
0.9219 |
0.9228 |
|