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 |
|