CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9555 |
-0.0029 |
-0.3% |
0.9670 |
| High |
0.9584 |
0.9555 |
-0.0029 |
-0.3% |
0.9740 |
| Low |
0.9487 |
0.9492 |
0.0005 |
0.1% |
0.9449 |
| Close |
0.9538 |
0.9499 |
-0.0039 |
-0.4% |
0.9499 |
| Range |
0.0097 |
0.0063 |
-0.0034 |
-35.1% |
0.0291 |
| ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
338 |
748 |
410 |
121.3% |
1,960 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9665 |
0.9534 |
|
| R3 |
0.9641 |
0.9602 |
0.9516 |
|
| R2 |
0.9578 |
0.9578 |
0.9511 |
|
| R1 |
0.9539 |
0.9539 |
0.9505 |
0.9527 |
| PP |
0.9515 |
0.9515 |
0.9515 |
0.9510 |
| S1 |
0.9476 |
0.9476 |
0.9493 |
0.9464 |
| S2 |
0.9452 |
0.9452 |
0.9487 |
|
| S3 |
0.9389 |
0.9413 |
0.9482 |
|
| S4 |
0.9326 |
0.9350 |
0.9464 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0258 |
0.9659 |
|
| R3 |
1.0145 |
0.9967 |
0.9579 |
|
| R2 |
0.9854 |
0.9854 |
0.9552 |
|
| R1 |
0.9676 |
0.9676 |
0.9526 |
0.9620 |
| PP |
0.9563 |
0.9563 |
0.9563 |
0.9534 |
| S1 |
0.9385 |
0.9385 |
0.9472 |
0.9329 |
| S2 |
0.9272 |
0.9272 |
0.9446 |
|
| S3 |
0.8981 |
0.9094 |
0.9419 |
|
| S4 |
0.8690 |
0.8803 |
0.9339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9823 |
|
2.618 |
0.9720 |
|
1.618 |
0.9657 |
|
1.000 |
0.9618 |
|
0.618 |
0.9594 |
|
HIGH |
0.9555 |
|
0.618 |
0.9531 |
|
0.500 |
0.9524 |
|
0.382 |
0.9516 |
|
LOW |
0.9492 |
|
0.618 |
0.9453 |
|
1.000 |
0.9429 |
|
1.618 |
0.9390 |
|
2.618 |
0.9327 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9524 |
0.9540 |
| PP |
0.9515 |
0.9526 |
| S1 |
0.9507 |
0.9513 |
|