CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9148 |
0.9340 |
0.0192 |
2.1% |
0.9149 |
| High |
0.9264 |
0.9350 |
0.0086 |
0.9% |
0.9371 |
| Low |
0.9148 |
0.9280 |
0.0132 |
1.4% |
0.9100 |
| Close |
0.9235 |
0.9350 |
0.0115 |
1.2% |
0.9235 |
| Range |
0.0116 |
0.0070 |
-0.0046 |
-39.7% |
0.0271 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.3% |
0.0000 |
| Volume |
60 |
63 |
3 |
5.0% |
375 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9537 |
0.9513 |
0.9389 |
|
| R3 |
0.9467 |
0.9443 |
0.9369 |
|
| R2 |
0.9397 |
0.9397 |
0.9363 |
|
| R1 |
0.9373 |
0.9373 |
0.9356 |
0.9385 |
| PP |
0.9327 |
0.9327 |
0.9327 |
0.9333 |
| S1 |
0.9303 |
0.9303 |
0.9344 |
0.9315 |
| S2 |
0.9257 |
0.9257 |
0.9337 |
|
| S3 |
0.9187 |
0.9233 |
0.9331 |
|
| S4 |
0.9117 |
0.9163 |
0.9312 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9913 |
0.9384 |
|
| R3 |
0.9777 |
0.9642 |
0.9310 |
|
| R2 |
0.9506 |
0.9506 |
0.9285 |
|
| R1 |
0.9371 |
0.9371 |
0.9260 |
0.9439 |
| PP |
0.9235 |
0.9235 |
0.9235 |
0.9269 |
| S1 |
0.9100 |
0.9100 |
0.9210 |
0.9168 |
| S2 |
0.8964 |
0.8964 |
0.9185 |
|
| S3 |
0.8693 |
0.8829 |
0.9160 |
|
| S4 |
0.8422 |
0.8558 |
0.9086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9648 |
|
2.618 |
0.9533 |
|
1.618 |
0.9463 |
|
1.000 |
0.9420 |
|
0.618 |
0.9393 |
|
HIGH |
0.9350 |
|
0.618 |
0.9323 |
|
0.500 |
0.9315 |
|
0.382 |
0.9307 |
|
LOW |
0.9280 |
|
0.618 |
0.9237 |
|
1.000 |
0.9210 |
|
1.618 |
0.9167 |
|
2.618 |
0.9097 |
|
4.250 |
0.8983 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9338 |
0.9317 |
| PP |
0.9327 |
0.9285 |
| S1 |
0.9315 |
0.9252 |
|