CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9358 |
0.9434 |
0.0076 |
0.8% |
0.9149 |
| High |
0.9475 |
0.9444 |
-0.0031 |
-0.3% |
0.9371 |
| Low |
0.9357 |
0.9398 |
0.0041 |
0.4% |
0.9100 |
| Close |
0.9436 |
0.9403 |
-0.0033 |
-0.3% |
0.9235 |
| Range |
0.0118 |
0.0046 |
-0.0072 |
-61.0% |
0.0271 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
45 |
167 |
122 |
271.1% |
375 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9553 |
0.9524 |
0.9428 |
|
| R3 |
0.9507 |
0.9478 |
0.9416 |
|
| R2 |
0.9461 |
0.9461 |
0.9411 |
|
| R1 |
0.9432 |
0.9432 |
0.9407 |
0.9424 |
| PP |
0.9415 |
0.9415 |
0.9415 |
0.9411 |
| S1 |
0.9386 |
0.9386 |
0.9399 |
0.9378 |
| S2 |
0.9369 |
0.9369 |
0.9395 |
|
| S3 |
0.9323 |
0.9340 |
0.9390 |
|
| S4 |
0.9277 |
0.9294 |
0.9378 |
|
|
| 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 |
0.9640 |
|
2.618 |
0.9564 |
|
1.618 |
0.9518 |
|
1.000 |
0.9490 |
|
0.618 |
0.9472 |
|
HIGH |
0.9444 |
|
0.618 |
0.9426 |
|
0.500 |
0.9421 |
|
0.382 |
0.9416 |
|
LOW |
0.9398 |
|
0.618 |
0.9370 |
|
1.000 |
0.9352 |
|
1.618 |
0.9324 |
|
2.618 |
0.9278 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9421 |
0.9395 |
| PP |
0.9415 |
0.9386 |
| S1 |
0.9409 |
0.9378 |
|