CME Canadian Dollar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Oct-2009 | 
                    21-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9715 | 
                        0.9511 | 
                        -0.0204 | 
                        -2.1% | 
                        0.9593 | 
                     
                    
                        | High | 
                        0.9740 | 
                        0.9631 | 
                        -0.0109 | 
                        -1.1% | 
                        0.9792 | 
                     
                    
                        | Low | 
                        0.9500 | 
                        0.9449 | 
                        -0.0051 | 
                        -0.5% | 
                        0.9578 | 
                     
                    
                        | Close | 
                        0.9518 | 
                        0.9625 | 
                        0.0107 | 
                        1.1% | 
                        0.9633 | 
                     
                    
                        | Range | 
                        0.0240 | 
                        0.0182 | 
                        -0.0058 | 
                        -24.2% | 
                        0.0214 | 
                     
                    
                        | ATR | 
                        0.0113 | 
                        0.0118 | 
                        0.0005 | 
                        4.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        69 | 
                        539 | 
                        470 | 
                        681.2% | 
                        1,545 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0114 | 
                1.0052 | 
                0.9725 | 
                 | 
             
            
                | R3 | 
                0.9932 | 
                0.9870 | 
                0.9675 | 
                 | 
             
            
                | R2 | 
                0.9750 | 
                0.9750 | 
                0.9658 | 
                 | 
             
            
                | R1 | 
                0.9688 | 
                0.9688 | 
                0.9642 | 
                0.9719 | 
             
            
                | PP | 
                0.9568 | 
                0.9568 | 
                0.9568 | 
                0.9584 | 
             
            
                | S1 | 
                0.9506 | 
                0.9506 | 
                0.9608 | 
                0.9537 | 
             
            
                | S2 | 
                0.9386 | 
                0.9386 | 
                0.9592 | 
                 | 
             
            
                | S3 | 
                0.9204 | 
                0.9324 | 
                0.9575 | 
                 | 
             
            
                | S4 | 
                0.9022 | 
                0.9142 | 
                0.9525 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0310 | 
                1.0185 | 
                0.9751 | 
                 | 
             
            
                | R3 | 
                1.0096 | 
                0.9971 | 
                0.9692 | 
                 | 
             
            
                | R2 | 
                0.9882 | 
                0.9882 | 
                0.9672 | 
                 | 
             
            
                | R1 | 
                0.9757 | 
                0.9757 | 
                0.9653 | 
                0.9820 | 
             
            
                | PP | 
                0.9668 | 
                0.9668 | 
                0.9668 | 
                0.9699 | 
             
            
                | S1 | 
                0.9543 | 
                0.9543 | 
                0.9613 | 
                0.9606 | 
             
            
                | S2 | 
                0.9454 | 
                0.9454 | 
                0.9594 | 
                 | 
             
            
                | S3 | 
                0.9240 | 
                0.9329 | 
                0.9574 | 
                 | 
             
            
                | S4 | 
                0.9026 | 
                0.9115 | 
                0.9515 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0405 | 
         
        
            | 
2.618             | 
            1.0107 | 
         
        
            | 
1.618             | 
            0.9925 | 
         
        
            | 
1.000             | 
            0.9813 | 
         
        
            | 
0.618             | 
            0.9743 | 
         
        
            | 
HIGH             | 
            0.9631 | 
         
        
            | 
0.618             | 
            0.9561 | 
         
        
            | 
0.500             | 
            0.9540 | 
         
        
            | 
0.382             | 
            0.9519 | 
         
        
            | 
LOW             | 
            0.9449 | 
         
        
            | 
0.618             | 
            0.9337 | 
         
        
            | 
1.000             | 
            0.9267 | 
         
        
            | 
1.618             | 
            0.9155 | 
         
        
            | 
2.618             | 
            0.8973 | 
         
        
            | 
4.250             | 
            0.8676 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9597 | 
                                0.9615 | 
                             
                            
                                | PP | 
                                0.9568 | 
                                0.9605 | 
                             
                            
                                | S1 | 
                                0.9540 | 
                                0.9595 | 
                             
             
         |