CME Canadian Dollar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Sep-2009 | 
                    25-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9297 | 
                        0.9163 | 
                        -0.0134 | 
                        -1.4% | 
                        0.9278 | 
                     
                    
                        | High | 
                        0.9354 | 
                        0.9199 | 
                        -0.0155 | 
                        -1.7% | 
                        0.9372 | 
                     
                    
                        | Low | 
                        0.9140 | 
                        0.9108 | 
                        -0.0032 | 
                        -0.4% | 
                        0.9108 | 
                     
                    
                        | Close | 
                        0.9173 | 
                        0.9155 | 
                        -0.0018 | 
                        -0.2% | 
                        0.9155 | 
                     
                    
                        | Range | 
                        0.0214 | 
                        0.0091 | 
                        -0.0123 | 
                        -57.5% | 
                        0.0264 | 
                     
                    
                        | ATR | 
                        0.0089 | 
                        0.0089 | 
                        0.0000 | 
                        0.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        49 | 
                        219 | 
                        170 | 
                        346.9% | 
                        410 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9427 | 
                0.9382 | 
                0.9205 | 
                 | 
             
            
                | R3 | 
                0.9336 | 
                0.9291 | 
                0.9180 | 
                 | 
             
            
                | R2 | 
                0.9245 | 
                0.9245 | 
                0.9172 | 
                 | 
             
            
                | R1 | 
                0.9200 | 
                0.9200 | 
                0.9163 | 
                0.9177 | 
             
            
                | PP | 
                0.9154 | 
                0.9154 | 
                0.9154 | 
                0.9143 | 
             
            
                | S1 | 
                0.9109 | 
                0.9109 | 
                0.9147 | 
                0.9086 | 
             
            
                | S2 | 
                0.9063 | 
                0.9063 | 
                0.9138 | 
                 | 
             
            
                | S3 | 
                0.8972 | 
                0.9018 | 
                0.9130 | 
                 | 
             
            
                | S4 | 
                0.8881 | 
                0.8927 | 
                0.9105 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0004 | 
                0.9843 | 
                0.9300 | 
                 | 
             
            
                | R3 | 
                0.9740 | 
                0.9579 | 
                0.9228 | 
                 | 
             
            
                | R2 | 
                0.9476 | 
                0.9476 | 
                0.9203 | 
                 | 
             
            
                | R1 | 
                0.9315 | 
                0.9315 | 
                0.9179 | 
                0.9264 | 
             
            
                | PP | 
                0.9212 | 
                0.9212 | 
                0.9212 | 
                0.9186 | 
             
            
                | S1 | 
                0.9051 | 
                0.9051 | 
                0.9131 | 
                0.9000 | 
             
            
                | S2 | 
                0.8948 | 
                0.8948 | 
                0.9107 | 
                 | 
             
            
                | S3 | 
                0.8684 | 
                0.8787 | 
                0.9082 | 
                 | 
             
            
                | S4 | 
                0.8420 | 
                0.8523 | 
                0.9010 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9586 | 
         
        
            | 
2.618             | 
            0.9437 | 
         
        
            | 
1.618             | 
            0.9346 | 
         
        
            | 
1.000             | 
            0.9290 | 
         
        
            | 
0.618             | 
            0.9255 | 
         
        
            | 
HIGH             | 
            0.9199 | 
         
        
            | 
0.618             | 
            0.9164 | 
         
        
            | 
0.500             | 
            0.9154 | 
         
        
            | 
0.382             | 
            0.9143 | 
         
        
            | 
LOW             | 
            0.9108 | 
         
        
            | 
0.618             | 
            0.9052 | 
         
        
            | 
1.000             | 
            0.9017 | 
         
        
            | 
1.618             | 
            0.8961 | 
         
        
            | 
2.618             | 
            0.8870 | 
         
        
            | 
4.250             | 
            0.8721 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9155 | 
                                0.9240 | 
                             
                            
                                | PP | 
                                0.9154 | 
                                0.9212 | 
                             
                            
                                | S1 | 
                                0.9154 | 
                                0.9183 | 
                             
             
         |