CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9321 |
0.9400 |
0.0079 |
0.8% |
0.9249 |
| High |
0.9384 |
0.9434 |
0.0050 |
0.5% |
0.9350 |
| Low |
0.9321 |
0.9380 |
0.0059 |
0.6% |
0.9205 |
| Close |
0.9378 |
0.9393 |
0.0015 |
0.2% |
0.9285 |
| Range |
0.0063 |
0.0054 |
-0.0009 |
-14.3% |
0.0145 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
20 |
82 |
62 |
310.0% |
581 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9564 |
0.9533 |
0.9423 |
|
| R3 |
0.9510 |
0.9479 |
0.9408 |
|
| R2 |
0.9456 |
0.9456 |
0.9403 |
|
| R1 |
0.9425 |
0.9425 |
0.9398 |
0.9414 |
| PP |
0.9402 |
0.9402 |
0.9402 |
0.9397 |
| S1 |
0.9371 |
0.9371 |
0.9388 |
0.9360 |
| S2 |
0.9348 |
0.9348 |
0.9383 |
|
| S3 |
0.9294 |
0.9317 |
0.9378 |
|
| S4 |
0.9240 |
0.9263 |
0.9363 |
|
|
| 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 |
0.9664 |
|
2.618 |
0.9575 |
|
1.618 |
0.9521 |
|
1.000 |
0.9488 |
|
0.618 |
0.9467 |
|
HIGH |
0.9434 |
|
0.618 |
0.9413 |
|
0.500 |
0.9407 |
|
0.382 |
0.9401 |
|
LOW |
0.9380 |
|
0.618 |
0.9347 |
|
1.000 |
0.9326 |
|
1.618 |
0.9293 |
|
2.618 |
0.9239 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9407 |
0.9376 |
| PP |
0.9402 |
0.9359 |
| S1 |
0.9398 |
0.9342 |
|