CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9431 |
0.9496 |
0.0065 |
0.7% |
0.9340 |
| High |
0.9517 |
0.9594 |
0.0077 |
0.8% |
0.9594 |
| Low |
0.9413 |
0.9496 |
0.0083 |
0.9% |
0.9280 |
| Close |
0.9509 |
0.9577 |
0.0068 |
0.7% |
0.9577 |
| Range |
0.0104 |
0.0098 |
-0.0006 |
-5.8% |
0.0314 |
| ATR |
0.0097 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
| Volume |
41 |
247 |
206 |
502.4% |
563 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9850 |
0.9811 |
0.9631 |
|
| R3 |
0.9752 |
0.9713 |
0.9604 |
|
| R2 |
0.9654 |
0.9654 |
0.9595 |
|
| R1 |
0.9615 |
0.9615 |
0.9586 |
0.9635 |
| PP |
0.9556 |
0.9556 |
0.9556 |
0.9565 |
| S1 |
0.9517 |
0.9517 |
0.9568 |
0.9537 |
| S2 |
0.9458 |
0.9458 |
0.9559 |
|
| S3 |
0.9360 |
0.9419 |
0.9550 |
|
| S4 |
0.9262 |
0.9321 |
0.9523 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0315 |
0.9750 |
|
| R3 |
1.0112 |
1.0001 |
0.9663 |
|
| R2 |
0.9798 |
0.9798 |
0.9635 |
|
| R1 |
0.9687 |
0.9687 |
0.9606 |
0.9743 |
| PP |
0.9484 |
0.9484 |
0.9484 |
0.9511 |
| S1 |
0.9373 |
0.9373 |
0.9548 |
0.9429 |
| S2 |
0.9170 |
0.9170 |
0.9519 |
|
| S3 |
0.8856 |
0.9059 |
0.9491 |
|
| S4 |
0.8542 |
0.8745 |
0.9404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0011 |
|
2.618 |
0.9851 |
|
1.618 |
0.9753 |
|
1.000 |
0.9692 |
|
0.618 |
0.9655 |
|
HIGH |
0.9594 |
|
0.618 |
0.9557 |
|
0.500 |
0.9545 |
|
0.382 |
0.9533 |
|
LOW |
0.9496 |
|
0.618 |
0.9435 |
|
1.000 |
0.9398 |
|
1.618 |
0.9337 |
|
2.618 |
0.9239 |
|
4.250 |
0.9080 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9566 |
0.9550 |
| PP |
0.9556 |
0.9523 |
| S1 |
0.9545 |
0.9496 |
|