CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9434 |
0.9431 |
-0.0003 |
0.0% |
0.9149 |
| High |
0.9444 |
0.9517 |
0.0073 |
0.8% |
0.9371 |
| Low |
0.9398 |
0.9413 |
0.0015 |
0.2% |
0.9100 |
| Close |
0.9403 |
0.9509 |
0.0106 |
1.1% |
0.9235 |
| Range |
0.0046 |
0.0104 |
0.0058 |
126.1% |
0.0271 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.3% |
0.0000 |
| Volume |
167 |
41 |
-126 |
-75.4% |
375 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9754 |
0.9566 |
|
| R3 |
0.9688 |
0.9650 |
0.9538 |
|
| R2 |
0.9584 |
0.9584 |
0.9528 |
|
| R1 |
0.9546 |
0.9546 |
0.9519 |
0.9565 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9489 |
| S1 |
0.9442 |
0.9442 |
0.9499 |
0.9461 |
| S2 |
0.9376 |
0.9376 |
0.9490 |
|
| S3 |
0.9272 |
0.9338 |
0.9480 |
|
| S4 |
0.9168 |
0.9234 |
0.9452 |
|
|
| 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 |
0.9959 |
|
2.618 |
0.9789 |
|
1.618 |
0.9685 |
|
1.000 |
0.9621 |
|
0.618 |
0.9581 |
|
HIGH |
0.9517 |
|
0.618 |
0.9477 |
|
0.500 |
0.9465 |
|
0.382 |
0.9453 |
|
LOW |
0.9413 |
|
0.618 |
0.9349 |
|
1.000 |
0.9309 |
|
1.618 |
0.9245 |
|
2.618 |
0.9141 |
|
4.250 |
0.8971 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9494 |
0.9485 |
| PP |
0.9480 |
0.9461 |
| S1 |
0.9465 |
0.9437 |
|