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 | 
                             
             
         |