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 | 
                             
             
         |