CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9356 |
0.9148 |
-0.0208 |
-2.2% |
0.9149 |
| High |
0.9356 |
0.9264 |
-0.0092 |
-1.0% |
0.9371 |
| Low |
0.9230 |
0.9148 |
-0.0082 |
-0.9% |
0.9100 |
| Close |
0.9223 |
0.9235 |
0.0012 |
0.1% |
0.9235 |
| Range |
0.0126 |
0.0116 |
-0.0010 |
-7.9% |
0.0271 |
| ATR |
0.0095 |
0.0097 |
0.0001 |
1.5% |
0.0000 |
| Volume |
79 |
60 |
-19 |
-24.1% |
375 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9564 |
0.9515 |
0.9299 |
|
| R3 |
0.9448 |
0.9399 |
0.9267 |
|
| R2 |
0.9332 |
0.9332 |
0.9256 |
|
| R1 |
0.9283 |
0.9283 |
0.9246 |
0.9308 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9228 |
| S1 |
0.9167 |
0.9167 |
0.9224 |
0.9192 |
| S2 |
0.9100 |
0.9100 |
0.9214 |
|
| S3 |
0.8984 |
0.9051 |
0.9203 |
|
| S4 |
0.8868 |
0.8935 |
0.9171 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9913 |
0.9384 |
|
| R3 |
0.9777 |
0.9642 |
0.9310 |
|
| R2 |
0.9506 |
0.9506 |
0.9285 |
|
| R1 |
0.9371 |
0.9371 |
0.9260 |
0.9439 |
| PP |
0.9235 |
0.9235 |
0.9235 |
0.9269 |
| S1 |
0.9100 |
0.9100 |
0.9210 |
0.9168 |
| S2 |
0.8964 |
0.8964 |
0.9185 |
|
| S3 |
0.8693 |
0.8829 |
0.9160 |
|
| S4 |
0.8422 |
0.8558 |
0.9086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9757 |
|
2.618 |
0.9568 |
|
1.618 |
0.9452 |
|
1.000 |
0.9380 |
|
0.618 |
0.9336 |
|
HIGH |
0.9264 |
|
0.618 |
0.9220 |
|
0.500 |
0.9206 |
|
0.382 |
0.9192 |
|
LOW |
0.9148 |
|
0.618 |
0.9076 |
|
1.000 |
0.9032 |
|
1.618 |
0.8960 |
|
2.618 |
0.8844 |
|
4.250 |
0.8655 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9260 |
| PP |
0.9216 |
0.9251 |
| S1 |
0.9206 |
0.9243 |
|