CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9177 |
0.9258 |
0.0081 |
0.9% |
0.9278 |
| High |
0.9228 |
0.9371 |
0.0143 |
1.5% |
0.9372 |
| Low |
0.9170 |
0.9245 |
0.0075 |
0.8% |
0.9108 |
| Close |
0.9227 |
0.9364 |
0.0137 |
1.5% |
0.9155 |
| Range |
0.0058 |
0.0126 |
0.0068 |
117.2% |
0.0264 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.5% |
0.0000 |
| Volume |
118 |
53 |
-65 |
-55.1% |
410 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9705 |
0.9660 |
0.9433 |
|
| R3 |
0.9579 |
0.9534 |
0.9399 |
|
| R2 |
0.9453 |
0.9453 |
0.9387 |
|
| R1 |
0.9408 |
0.9408 |
0.9376 |
0.9431 |
| PP |
0.9327 |
0.9327 |
0.9327 |
0.9338 |
| S1 |
0.9282 |
0.9282 |
0.9352 |
0.9305 |
| S2 |
0.9201 |
0.9201 |
0.9341 |
|
| S3 |
0.9075 |
0.9156 |
0.9329 |
|
| S4 |
0.8949 |
0.9030 |
0.9295 |
|
|
| 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 |
0.9907 |
|
2.618 |
0.9701 |
|
1.618 |
0.9575 |
|
1.000 |
0.9497 |
|
0.618 |
0.9449 |
|
HIGH |
0.9371 |
|
0.618 |
0.9323 |
|
0.500 |
0.9308 |
|
0.382 |
0.9293 |
|
LOW |
0.9245 |
|
0.618 |
0.9167 |
|
1.000 |
0.9119 |
|
1.618 |
0.9041 |
|
2.618 |
0.8915 |
|
4.250 |
0.8710 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9345 |
0.9321 |
| PP |
0.9327 |
0.9278 |
| S1 |
0.9308 |
0.9236 |
|