CME Canadian Dollar Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Oct-2009 | 27-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 0.9458 | 0.9397 | -0.0061 | -0.6% | 0.9710 |  
                        | High | 0.9458 | 0.9397 | -0.0061 | -0.6% | 0.9710 |  
                        | Low | 0.9371 | 0.9397 | 0.0026 | 0.3% | 0.9490 |  
                        | Close | 0.9360 | 0.9397 | 0.0037 | 0.4% | 0.9493 |  
                        | Range | 0.0087 | 0.0000 | -0.0087 | -100.0% | 0.0220 |  
                        | ATR | 0.0074 | 0.0072 | -0.0003 | -3.6% | 0.0000 |  
                        | Volume | 0 | 31 | 31 |  | 44 |  | 
    
| 
        
            | Daily Pivots for day following 27-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9397 | 0.9397 | 0.9397 |  |  
                | R3 | 0.9397 | 0.9397 | 0.9397 |  |  
                | R2 | 0.9397 | 0.9397 | 0.9397 |  |  
                | R1 | 0.9397 | 0.9397 | 0.9397 | 0.9397 |  
                | PP | 0.9397 | 0.9397 | 0.9397 | 0.9397 |  
                | S1 | 0.9397 | 0.9397 | 0.9397 | 0.9397 |  
                | S2 | 0.9397 | 0.9397 | 0.9397 |  |  
                | S3 | 0.9397 | 0.9397 | 0.9397 |  |  
                | S4 | 0.9397 | 0.9397 | 0.9397 |  |  | 
        
            | Weekly Pivots for week ending 23-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0224 | 1.0079 | 0.9614 |  |  
                | R3 | 1.0004 | 0.9859 | 0.9554 |  |  
                | R2 | 0.9784 | 0.9784 | 0.9533 |  |  
                | R1 | 0.9639 | 0.9639 | 0.9513 | 0.9602 |  
                | PP | 0.9564 | 0.9564 | 0.9564 | 0.9546 |  
                | S1 | 0.9419 | 0.9419 | 0.9473 | 0.9382 |  
                | S2 | 0.9344 | 0.9344 | 0.9453 |  |  
                | S3 | 0.9124 | 0.9199 | 0.9433 |  |  
                | S4 | 0.8904 | 0.8979 | 0.9372 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9397 |  
            | 2.618 | 0.9397 |  
            | 1.618 | 0.9397 |  
            | 1.000 | 0.9397 |  
            | 0.618 | 0.9397 |  
            | HIGH | 0.9397 |  
            | 0.618 | 0.9397 |  
            | 0.500 | 0.9397 |  
            | 0.382 | 0.9397 |  
            | LOW | 0.9397 |  
            | 0.618 | 0.9397 |  
            | 1.000 | 0.9397 |  
            | 1.618 | 0.9397 |  
            | 2.618 | 0.9397 |  
            | 4.250 | 0.9397 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9397 | 0.9432 |  
                                | PP | 0.9397 | 0.9420 |  
                                | S1 | 0.9397 | 0.9409 |  |