CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9275 |
0.9372 |
0.0097 |
1.0% |
0.9267 |
| High |
0.9368 |
0.9372 |
0.0004 |
0.0% |
0.9434 |
| Low |
0.9275 |
0.9287 |
0.0012 |
0.1% |
0.9171 |
| Close |
0.9357 |
0.9350 |
-0.0007 |
-0.1% |
0.9348 |
| Range |
0.0093 |
0.0085 |
-0.0008 |
-8.6% |
0.0263 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.6% |
0.0000 |
| Volume |
39 |
74 |
35 |
89.7% |
307 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9556 |
0.9397 |
|
| R3 |
0.9506 |
0.9471 |
0.9373 |
|
| R2 |
0.9421 |
0.9421 |
0.9366 |
|
| R1 |
0.9386 |
0.9386 |
0.9358 |
0.9361 |
| PP |
0.9336 |
0.9336 |
0.9336 |
0.9324 |
| S1 |
0.9301 |
0.9301 |
0.9342 |
0.9276 |
| S2 |
0.9251 |
0.9251 |
0.9334 |
|
| S3 |
0.9166 |
0.9216 |
0.9327 |
|
| S4 |
0.9081 |
0.9131 |
0.9303 |
|
|
| 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 |
0.9733 |
|
2.618 |
0.9595 |
|
1.618 |
0.9510 |
|
1.000 |
0.9457 |
|
0.618 |
0.9425 |
|
HIGH |
0.9372 |
|
0.618 |
0.9340 |
|
0.500 |
0.9330 |
|
0.382 |
0.9319 |
|
LOW |
0.9287 |
|
0.618 |
0.9234 |
|
1.000 |
0.9202 |
|
1.618 |
0.9149 |
|
2.618 |
0.9064 |
|
4.250 |
0.8926 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9332 |
| PP |
0.9336 |
0.9315 |
| S1 |
0.9330 |
0.9297 |
|