CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9719 |
0.9773 |
0.0054 |
0.6% |
0.9340 |
| High |
0.9756 |
0.9792 |
0.0036 |
0.4% |
0.9594 |
| Low |
0.9700 |
0.9640 |
-0.0060 |
-0.6% |
0.9280 |
| Close |
0.9727 |
0.9674 |
-0.0053 |
-0.5% |
0.9577 |
| Range |
0.0056 |
0.0152 |
0.0096 |
171.4% |
0.0314 |
| ATR |
0.0098 |
0.0102 |
0.0004 |
3.9% |
0.0000 |
| Volume |
174 |
256 |
82 |
47.1% |
563 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0068 |
0.9758 |
|
| R3 |
1.0006 |
0.9916 |
0.9716 |
|
| R2 |
0.9854 |
0.9854 |
0.9702 |
|
| R1 |
0.9764 |
0.9764 |
0.9688 |
0.9733 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9687 |
| S1 |
0.9612 |
0.9612 |
0.9660 |
0.9581 |
| S2 |
0.9550 |
0.9550 |
0.9646 |
|
| S3 |
0.9398 |
0.9460 |
0.9632 |
|
| S4 |
0.9246 |
0.9308 |
0.9590 |
|
|
| 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 |
1.0438 |
|
2.618 |
1.0190 |
|
1.618 |
1.0038 |
|
1.000 |
0.9944 |
|
0.618 |
0.9886 |
|
HIGH |
0.9792 |
|
0.618 |
0.9734 |
|
0.500 |
0.9716 |
|
0.382 |
0.9698 |
|
LOW |
0.9640 |
|
0.618 |
0.9546 |
|
1.000 |
0.9488 |
|
1.618 |
0.9394 |
|
2.618 |
0.9242 |
|
4.250 |
0.8994 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9716 |
| PP |
0.9702 |
0.9702 |
| S1 |
0.9688 |
0.9688 |
|