CME Canadian Dollar Future September 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 |
0.9354 |
0.9360 |
0.0006 |
0.1% |
0.9192 |
| High |
0.9354 |
0.9360 |
0.0006 |
0.1% |
0.9391 |
| Low |
0.9354 |
0.9330 |
-0.0024 |
-0.3% |
0.9192 |
| Close |
0.9354 |
0.9347 |
-0.0007 |
-0.1% |
0.9345 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0199 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9436 |
0.9421 |
0.9364 |
|
| R3 |
0.9406 |
0.9391 |
0.9355 |
|
| R2 |
0.9376 |
0.9376 |
0.9353 |
|
| R1 |
0.9361 |
0.9361 |
0.9350 |
0.9354 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9342 |
| S1 |
0.9331 |
0.9331 |
0.9344 |
0.9324 |
| S2 |
0.9316 |
0.9316 |
0.9342 |
|
| S3 |
0.9286 |
0.9301 |
0.9339 |
|
| S4 |
0.9256 |
0.9271 |
0.9331 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9825 |
0.9454 |
|
| R3 |
0.9707 |
0.9626 |
0.9400 |
|
| R2 |
0.9508 |
0.9508 |
0.9381 |
|
| R1 |
0.9427 |
0.9427 |
0.9363 |
0.9468 |
| PP |
0.9309 |
0.9309 |
0.9309 |
0.9330 |
| S1 |
0.9228 |
0.9228 |
0.9327 |
0.9269 |
| S2 |
0.9110 |
0.9110 |
0.9309 |
|
| S3 |
0.8911 |
0.9029 |
0.9290 |
|
| S4 |
0.8712 |
0.8830 |
0.9236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9488 |
|
2.618 |
0.9439 |
|
1.618 |
0.9409 |
|
1.000 |
0.9390 |
|
0.618 |
0.9379 |
|
HIGH |
0.9360 |
|
0.618 |
0.9349 |
|
0.500 |
0.9345 |
|
0.382 |
0.9341 |
|
LOW |
0.9330 |
|
0.618 |
0.9311 |
|
1.000 |
0.9300 |
|
1.618 |
0.9281 |
|
2.618 |
0.9251 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9337 |
| PP |
0.9346 |
0.9327 |
| S1 |
0.9345 |
0.9317 |
|