CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9593 |
0.9685 |
0.0092 |
1.0% |
0.9340 |
| High |
0.9690 |
0.9730 |
0.0040 |
0.4% |
0.9594 |
| Low |
0.9578 |
0.9639 |
0.0061 |
0.6% |
0.9280 |
| Close |
0.9664 |
0.9654 |
-0.0010 |
-0.1% |
0.9577 |
| Range |
0.0112 |
0.0091 |
-0.0021 |
-18.8% |
0.0314 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
241 |
73 |
-168 |
-69.7% |
563 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9947 |
0.9892 |
0.9704 |
|
| R3 |
0.9856 |
0.9801 |
0.9679 |
|
| R2 |
0.9765 |
0.9765 |
0.9671 |
|
| R1 |
0.9710 |
0.9710 |
0.9662 |
0.9692 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9666 |
| S1 |
0.9619 |
0.9619 |
0.9646 |
0.9601 |
| S2 |
0.9583 |
0.9583 |
0.9637 |
|
| S3 |
0.9492 |
0.9528 |
0.9629 |
|
| S4 |
0.9401 |
0.9437 |
0.9604 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0315 |
0.9750 |
|
| R3 |
1.0112 |
1.0001 |
0.9663 |
|
| R2 |
0.9798 |
0.9798 |
0.9635 |
|
| R1 |
0.9687 |
0.9687 |
0.9606 |
0.9743 |
| PP |
0.9484 |
0.9484 |
0.9484 |
0.9511 |
| S1 |
0.9373 |
0.9373 |
0.9548 |
0.9429 |
| S2 |
0.9170 |
0.9170 |
0.9519 |
|
| S3 |
0.8856 |
0.9059 |
0.9491 |
|
| S4 |
0.8542 |
0.8745 |
0.9404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0117 |
|
2.618 |
0.9968 |
|
1.618 |
0.9877 |
|
1.000 |
0.9821 |
|
0.618 |
0.9786 |
|
HIGH |
0.9730 |
|
0.618 |
0.9695 |
|
0.500 |
0.9685 |
|
0.382 |
0.9674 |
|
LOW |
0.9639 |
|
0.618 |
0.9583 |
|
1.000 |
0.9548 |
|
1.618 |
0.9492 |
|
2.618 |
0.9401 |
|
4.250 |
0.9252 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9640 |
| PP |
0.9674 |
0.9627 |
| S1 |
0.9664 |
0.9613 |
|