CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9497 |
0.9364 |
-0.0133 |
-1.4% |
0.9670 |
| High |
0.9500 |
0.9405 |
-0.0095 |
-1.0% |
0.9740 |
| Low |
0.9350 |
0.9335 |
-0.0015 |
-0.2% |
0.9449 |
| Close |
0.9366 |
0.9403 |
0.0037 |
0.4% |
0.9499 |
| Range |
0.0150 |
0.0070 |
-0.0080 |
-53.3% |
0.0291 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
171 |
350 |
179 |
104.7% |
1,960 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9567 |
0.9442 |
|
| R3 |
0.9521 |
0.9497 |
0.9422 |
|
| R2 |
0.9451 |
0.9451 |
0.9416 |
|
| R1 |
0.9427 |
0.9427 |
0.9409 |
0.9439 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9387 |
| S1 |
0.9357 |
0.9357 |
0.9397 |
0.9369 |
| S2 |
0.9311 |
0.9311 |
0.9390 |
|
| S3 |
0.9241 |
0.9287 |
0.9384 |
|
| S4 |
0.9171 |
0.9217 |
0.9365 |
|
|
| 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 |
0.9703 |
|
2.618 |
0.9588 |
|
1.618 |
0.9518 |
|
1.000 |
0.9475 |
|
0.618 |
0.9448 |
|
HIGH |
0.9405 |
|
0.618 |
0.9378 |
|
0.500 |
0.9370 |
|
0.382 |
0.9362 |
|
LOW |
0.9335 |
|
0.618 |
0.9292 |
|
1.000 |
0.9265 |
|
1.618 |
0.9222 |
|
2.618 |
0.9152 |
|
4.250 |
0.9038 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9392 |
0.9445 |
| PP |
0.9381 |
0.9431 |
| S1 |
0.9370 |
0.9417 |
|