CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9170 |
0.9100 |
-0.0070 |
-0.8% |
0.9273 |
High |
0.9170 |
0.9150 |
-0.0020 |
-0.2% |
0.9360 |
Low |
0.9162 |
0.9100 |
-0.0062 |
-0.7% |
0.9150 |
Close |
0.9151 |
0.9197 |
0.0046 |
0.5% |
0.9151 |
Range |
0.0008 |
0.0050 |
0.0042 |
525.0% |
0.0210 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
20 |
14 |
-6 |
-30.0% |
61 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9299 |
0.9298 |
0.9225 |
|
R3 |
0.9249 |
0.9248 |
0.9211 |
|
R2 |
0.9199 |
0.9199 |
0.9206 |
|
R1 |
0.9198 |
0.9198 |
0.9202 |
0.9199 |
PP |
0.9149 |
0.9149 |
0.9149 |
0.9149 |
S1 |
0.9148 |
0.9148 |
0.9192 |
0.9149 |
S2 |
0.9099 |
0.9099 |
0.9188 |
|
S3 |
0.9049 |
0.9098 |
0.9183 |
|
S4 |
0.8999 |
0.9048 |
0.9170 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9850 |
0.9711 |
0.9267 |
|
R3 |
0.9640 |
0.9501 |
0.9209 |
|
R2 |
0.9430 |
0.9430 |
0.9190 |
|
R1 |
0.9291 |
0.9291 |
0.9170 |
0.9256 |
PP |
0.9220 |
0.9220 |
0.9220 |
0.9203 |
S1 |
0.9081 |
0.9081 |
0.9132 |
0.9046 |
S2 |
0.9010 |
0.9010 |
0.9113 |
|
S3 |
0.8800 |
0.8871 |
0.9093 |
|
S4 |
0.8590 |
0.8661 |
0.9036 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9363 |
2.618 |
0.9281 |
1.618 |
0.9231 |
1.000 |
0.9200 |
0.618 |
0.9181 |
HIGH |
0.9150 |
0.618 |
0.9131 |
0.500 |
0.9125 |
0.382 |
0.9119 |
LOW |
0.9100 |
0.618 |
0.9069 |
1.000 |
0.9050 |
1.618 |
0.9019 |
2.618 |
0.8969 |
4.250 |
0.8888 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9173 |
0.9183 |
PP |
0.9149 |
0.9169 |
S1 |
0.9125 |
0.9155 |
|