CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9267 |
0.9250 |
-0.0017 |
-0.2% |
0.9249 |
| High |
0.9267 |
0.9332 |
0.0065 |
0.7% |
0.9350 |
| Low |
0.9171 |
0.9250 |
0.0079 |
0.9% |
0.9205 |
| Close |
0.9222 |
0.9315 |
0.0093 |
1.0% |
0.9285 |
| Range |
0.0096 |
0.0082 |
-0.0014 |
-14.6% |
0.0145 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.7% |
0.0000 |
| Volume |
75 |
69 |
-6 |
-8.0% |
581 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9512 |
0.9360 |
|
| R3 |
0.9463 |
0.9430 |
0.9338 |
|
| R2 |
0.9381 |
0.9381 |
0.9330 |
|
| R1 |
0.9348 |
0.9348 |
0.9323 |
0.9365 |
| PP |
0.9299 |
0.9299 |
0.9299 |
0.9307 |
| S1 |
0.9266 |
0.9266 |
0.9307 |
0.9283 |
| S2 |
0.9217 |
0.9217 |
0.9300 |
|
| S3 |
0.9135 |
0.9184 |
0.9292 |
|
| S4 |
0.9053 |
0.9102 |
0.9270 |
|
|
| 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 |
0.9681 |
|
2.618 |
0.9547 |
|
1.618 |
0.9465 |
|
1.000 |
0.9414 |
|
0.618 |
0.9383 |
|
HIGH |
0.9332 |
|
0.618 |
0.9301 |
|
0.500 |
0.9291 |
|
0.382 |
0.9281 |
|
LOW |
0.9250 |
|
0.618 |
0.9199 |
|
1.000 |
0.9168 |
|
1.618 |
0.9117 |
|
2.618 |
0.9035 |
|
4.250 |
0.8902 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9307 |
0.9294 |
| PP |
0.9299 |
0.9273 |
| S1 |
0.9291 |
0.9252 |
|