CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9330 |
-0.0070 |
-0.7% |
0.9267 |
| High |
0.9434 |
0.9375 |
-0.0059 |
-0.6% |
0.9434 |
| Low |
0.9380 |
0.9310 |
-0.0070 |
-0.7% |
0.9171 |
| Close |
0.9393 |
0.9348 |
-0.0045 |
-0.5% |
0.9348 |
| Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0263 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.0% |
0.0000 |
| Volume |
82 |
61 |
-21 |
-25.6% |
307 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9539 |
0.9509 |
0.9384 |
|
| R3 |
0.9474 |
0.9444 |
0.9366 |
|
| R2 |
0.9409 |
0.9409 |
0.9360 |
|
| R1 |
0.9379 |
0.9379 |
0.9354 |
0.9394 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9352 |
| S1 |
0.9314 |
0.9314 |
0.9342 |
0.9329 |
| S2 |
0.9279 |
0.9279 |
0.9336 |
|
| S3 |
0.9214 |
0.9249 |
0.9330 |
|
| S4 |
0.9149 |
0.9184 |
0.9312 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
0.9990 |
0.9493 |
|
| R3 |
0.9844 |
0.9727 |
0.9420 |
|
| R2 |
0.9581 |
0.9581 |
0.9396 |
|
| R1 |
0.9464 |
0.9464 |
0.9372 |
0.9523 |
| PP |
0.9318 |
0.9318 |
0.9318 |
0.9347 |
| S1 |
0.9201 |
0.9201 |
0.9324 |
0.9260 |
| S2 |
0.9055 |
0.9055 |
0.9300 |
|
| S3 |
0.8792 |
0.8938 |
0.9276 |
|
| S4 |
0.8529 |
0.8675 |
0.9203 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9545 |
|
1.618 |
0.9480 |
|
1.000 |
0.9440 |
|
0.618 |
0.9415 |
|
HIGH |
0.9375 |
|
0.618 |
0.9350 |
|
0.500 |
0.9343 |
|
0.382 |
0.9335 |
|
LOW |
0.9310 |
|
0.618 |
0.9270 |
|
1.000 |
0.9245 |
|
1.618 |
0.9205 |
|
2.618 |
0.9140 |
|
4.250 |
0.9034 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9372 |
| PP |
0.9344 |
0.9364 |
| S1 |
0.9343 |
0.9356 |
|