CME Canadian Dollar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Sep-2009 | 
                    21-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9330 | 
                        0.9278 | 
                        -0.0052 | 
                        -0.6% | 
                        0.9267 | 
                     
                    
                        | High | 
                        0.9375 | 
                        0.9281 | 
                        -0.0094 | 
                        -1.0% | 
                        0.9434 | 
                     
                    
                        | Low | 
                        0.9310 | 
                        0.9222 | 
                        -0.0088 | 
                        -0.9% | 
                        0.9171 | 
                     
                    
                        | Close | 
                        0.9348 | 
                        0.9276 | 
                        -0.0072 | 
                        -0.8% | 
                        0.9348 | 
                     
                    
                        | Range | 
                        0.0065 | 
                        0.0059 | 
                        -0.0006 | 
                        -9.2% | 
                        0.0263 | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0078 | 
                        0.0004 | 
                        5.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        61 | 
                        29 | 
                        -32 | 
                        -52.5% | 
                        307 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9437 | 
                0.9415 | 
                0.9308 | 
                 | 
             
            
                | R3 | 
                0.9378 | 
                0.9356 | 
                0.9292 | 
                 | 
             
            
                | R2 | 
                0.9319 | 
                0.9319 | 
                0.9287 | 
                 | 
             
            
                | R1 | 
                0.9297 | 
                0.9297 | 
                0.9281 | 
                0.9279 | 
             
            
                | PP | 
                0.9260 | 
                0.9260 | 
                0.9260 | 
                0.9250 | 
             
            
                | S1 | 
                0.9238 | 
                0.9238 | 
                0.9271 | 
                0.9220 | 
             
            
                | S2 | 
                0.9201 | 
                0.9201 | 
                0.9265 | 
                 | 
             
            
                | S3 | 
                0.9142 | 
                0.9179 | 
                0.9260 | 
                 | 
             
            
                | S4 | 
                0.9083 | 
                0.9120 | 
                0.9244 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0107 | 
                0.9990 | 
                0.9493 | 
                 | 
             
            
                | R3 | 
                0.9844 | 
                0.9727 | 
                0.9420 | 
                 | 
             
            
                | R2 | 
                0.9581 | 
                0.9581 | 
                0.9396 | 
                 | 
             
            
                | R1 | 
                0.9464 | 
                0.9464 | 
                0.9372 | 
                0.9523 | 
             
            
                | PP | 
                0.9318 | 
                0.9318 | 
                0.9318 | 
                0.9347 | 
             
            
                | S1 | 
                0.9201 | 
                0.9201 | 
                0.9324 | 
                0.9260 | 
             
            
                | S2 | 
                0.9055 | 
                0.9055 | 
                0.9300 | 
                 | 
             
            
                | S3 | 
                0.8792 | 
                0.8938 | 
                0.9276 | 
                 | 
             
            
                | S4 | 
                0.8529 | 
                0.8675 | 
                0.9203 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9532 | 
         
        
            | 
2.618             | 
            0.9435 | 
         
        
            | 
1.618             | 
            0.9376 | 
         
        
            | 
1.000             | 
            0.9340 | 
         
        
            | 
0.618             | 
            0.9317 | 
         
        
            | 
HIGH             | 
            0.9281 | 
         
        
            | 
0.618             | 
            0.9258 | 
         
        
            | 
0.500             | 
            0.9252 | 
         
        
            | 
0.382             | 
            0.9245 | 
         
        
            | 
LOW             | 
            0.9222 | 
         
        
            | 
0.618             | 
            0.9186 | 
         
        
            | 
1.000             | 
            0.9163 | 
         
        
            | 
1.618             | 
            0.9127 | 
         
        
            | 
2.618             | 
            0.9068 | 
         
        
            | 
4.250             | 
            0.8971 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9268 | 
                                0.9328 | 
                             
                            
                                | PP | 
                                0.9260 | 
                                0.9311 | 
                             
                            
                                | S1 | 
                                0.9252 | 
                                0.9293 | 
                             
             
         |