CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9260 |
0.9350 |
0.0090 |
1.0% |
0.9202 |
| High |
0.9260 |
0.9380 |
0.0120 |
1.3% |
0.9339 |
| Low |
0.9260 |
0.9350 |
0.0090 |
1.0% |
0.9202 |
| Close |
0.9314 |
0.9376 |
0.0062 |
0.7% |
0.9281 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0137 |
| ATR |
0.0000 |
0.0057 |
0.0057 |
|
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
358 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9459 |
0.9447 |
0.9393 |
|
| R3 |
0.9429 |
0.9417 |
0.9384 |
|
| R2 |
0.9399 |
0.9399 |
0.9382 |
|
| R1 |
0.9387 |
0.9387 |
0.9379 |
0.9393 |
| PP |
0.9369 |
0.9369 |
0.9369 |
0.9372 |
| S1 |
0.9357 |
0.9357 |
0.9373 |
0.9363 |
| S2 |
0.9339 |
0.9339 |
0.9371 |
|
| S3 |
0.9309 |
0.9327 |
0.9368 |
|
| S4 |
0.9279 |
0.9297 |
0.9360 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9685 |
0.9620 |
0.9356 |
|
| R3 |
0.9548 |
0.9483 |
0.9319 |
|
| R2 |
0.9411 |
0.9411 |
0.9306 |
|
| R1 |
0.9346 |
0.9346 |
0.9294 |
0.9379 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9290 |
| S1 |
0.9209 |
0.9209 |
0.9268 |
0.9242 |
| S2 |
0.9137 |
0.9137 |
0.9256 |
|
| S3 |
0.9000 |
0.9072 |
0.9243 |
|
| S4 |
0.8863 |
0.8935 |
0.9206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9508 |
|
2.618 |
0.9459 |
|
1.618 |
0.9429 |
|
1.000 |
0.9410 |
|
0.618 |
0.9399 |
|
HIGH |
0.9380 |
|
0.618 |
0.9369 |
|
0.500 |
0.9365 |
|
0.382 |
0.9361 |
|
LOW |
0.9350 |
|
0.618 |
0.9331 |
|
1.000 |
0.9320 |
|
1.618 |
0.9301 |
|
2.618 |
0.9271 |
|
4.250 |
0.9223 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9346 |
| PP |
0.9369 |
0.9316 |
| S1 |
0.9365 |
0.9286 |
|