CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9511 |
0.9584 |
0.0073 |
0.8% |
0.9593 |
| High |
0.9631 |
0.9584 |
-0.0047 |
-0.5% |
0.9792 |
| Low |
0.9449 |
0.9487 |
0.0038 |
0.4% |
0.9578 |
| Close |
0.9625 |
0.9538 |
-0.0087 |
-0.9% |
0.9633 |
| Range |
0.0182 |
0.0097 |
-0.0085 |
-46.7% |
0.0214 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
1.2% |
0.0000 |
| Volume |
539 |
338 |
-201 |
-37.3% |
1,545 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9780 |
0.9591 |
|
| R3 |
0.9730 |
0.9683 |
0.9565 |
|
| R2 |
0.9633 |
0.9633 |
0.9556 |
|
| R1 |
0.9586 |
0.9586 |
0.9547 |
0.9561 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9524 |
| S1 |
0.9489 |
0.9489 |
0.9529 |
0.9464 |
| S2 |
0.9439 |
0.9439 |
0.9520 |
|
| S3 |
0.9342 |
0.9392 |
0.9511 |
|
| S4 |
0.9245 |
0.9295 |
0.9485 |
|
|
| 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 |
0.9996 |
|
2.618 |
0.9838 |
|
1.618 |
0.9741 |
|
1.000 |
0.9681 |
|
0.618 |
0.9644 |
|
HIGH |
0.9584 |
|
0.618 |
0.9547 |
|
0.500 |
0.9536 |
|
0.382 |
0.9524 |
|
LOW |
0.9487 |
|
0.618 |
0.9427 |
|
1.000 |
0.9390 |
|
1.618 |
0.9330 |
|
2.618 |
0.9233 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9537 |
0.9595 |
| PP |
0.9536 |
0.9576 |
| S1 |
0.9536 |
0.9557 |
|