CME Canadian Dollar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Sep-2009 | 
                    23-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9275 | 
                        0.9372 | 
                        0.0097 | 
                        1.0% | 
                        0.9267 | 
                     
                    
                        | High | 
                        0.9368 | 
                        0.9372 | 
                        0.0004 | 
                        0.0% | 
                        0.9434 | 
                     
                    
                        | Low | 
                        0.9275 | 
                        0.9287 | 
                        0.0012 | 
                        0.1% | 
                        0.9171 | 
                     
                    
                        | Close | 
                        0.9357 | 
                        0.9350 | 
                        -0.0007 | 
                        -0.1% | 
                        0.9348 | 
                     
                    
                        | Range | 
                        0.0093 | 
                        0.0085 | 
                        -0.0008 | 
                        -8.6% | 
                        0.0263 | 
                     
                    
                        | ATR | 
                        0.0079 | 
                        0.0079 | 
                        0.0000 | 
                        0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        39 | 
                        74 | 
                        35 | 
                        89.7% | 
                        307 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9591 | 
                0.9556 | 
                0.9397 | 
                 | 
             
            
                | R3 | 
                0.9506 | 
                0.9471 | 
                0.9373 | 
                 | 
             
            
                | R2 | 
                0.9421 | 
                0.9421 | 
                0.9366 | 
                 | 
             
            
                | R1 | 
                0.9386 | 
                0.9386 | 
                0.9358 | 
                0.9361 | 
             
            
                | PP | 
                0.9336 | 
                0.9336 | 
                0.9336 | 
                0.9324 | 
             
            
                | S1 | 
                0.9301 | 
                0.9301 | 
                0.9342 | 
                0.9276 | 
             
            
                | S2 | 
                0.9251 | 
                0.9251 | 
                0.9334 | 
                 | 
             
            
                | S3 | 
                0.9166 | 
                0.9216 | 
                0.9327 | 
                 | 
             
            
                | S4 | 
                0.9081 | 
                0.9131 | 
                0.9303 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            0.9733 | 
         
        
            | 
2.618             | 
            0.9595 | 
         
        
            | 
1.618             | 
            0.9510 | 
         
        
            | 
1.000             | 
            0.9457 | 
         
        
            | 
0.618             | 
            0.9425 | 
         
        
            | 
HIGH             | 
            0.9372 | 
         
        
            | 
0.618             | 
            0.9340 | 
         
        
            | 
0.500             | 
            0.9330 | 
         
        
            | 
0.382             | 
            0.9319 | 
         
        
            | 
LOW             | 
            0.9287 | 
         
        
            | 
0.618             | 
            0.9234 | 
         
        
            | 
1.000             | 
            0.9202 | 
         
        
            | 
1.618             | 
            0.9149 | 
         
        
            | 
2.618             | 
            0.9064 | 
         
        
            | 
4.250             | 
            0.8926 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9343 | 
                                0.9332 | 
                             
                            
                                | PP | 
                                0.9336 | 
                                0.9315 | 
                             
                            
                                | S1 | 
                                0.9330 | 
                                0.9297 | 
                             
             
         |