CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9364 |
0.9241 |
-0.0123 |
-1.3% |
0.9497 |
| High |
0.9385 |
0.9329 |
-0.0056 |
-0.6% |
0.9500 |
| Low |
0.9229 |
0.9235 |
0.0006 |
0.1% |
0.9229 |
| Close |
0.9261 |
0.9269 |
0.0008 |
0.1% |
0.9261 |
| Range |
0.0156 |
0.0094 |
-0.0062 |
-39.7% |
0.0271 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
196 |
468 |
272 |
138.8% |
1,225 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9560 |
0.9508 |
0.9321 |
|
| R3 |
0.9466 |
0.9414 |
0.9295 |
|
| R2 |
0.9372 |
0.9372 |
0.9286 |
|
| R1 |
0.9320 |
0.9320 |
0.9278 |
0.9346 |
| PP |
0.9278 |
0.9278 |
0.9278 |
0.9291 |
| S1 |
0.9226 |
0.9226 |
0.9260 |
0.9252 |
| S2 |
0.9184 |
0.9184 |
0.9252 |
|
| S3 |
0.9090 |
0.9132 |
0.9243 |
|
| S4 |
0.8996 |
0.9038 |
0.9217 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
0.9973 |
0.9410 |
|
| R3 |
0.9872 |
0.9702 |
0.9336 |
|
| R2 |
0.9601 |
0.9601 |
0.9311 |
|
| R1 |
0.9431 |
0.9431 |
0.9286 |
0.9381 |
| PP |
0.9330 |
0.9330 |
0.9330 |
0.9305 |
| S1 |
0.9160 |
0.9160 |
0.9236 |
0.9110 |
| S2 |
0.9059 |
0.9059 |
0.9211 |
|
| S3 |
0.8788 |
0.8889 |
0.9186 |
|
| S4 |
0.8517 |
0.8618 |
0.9112 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9729 |
|
2.618 |
0.9575 |
|
1.618 |
0.9481 |
|
1.000 |
0.9423 |
|
0.618 |
0.9387 |
|
HIGH |
0.9329 |
|
0.618 |
0.9293 |
|
0.500 |
0.9282 |
|
0.382 |
0.9271 |
|
LOW |
0.9235 |
|
0.618 |
0.9177 |
|
1.000 |
0.9141 |
|
1.618 |
0.9083 |
|
2.618 |
0.8989 |
|
4.250 |
0.8836 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9282 |
0.9307 |
| PP |
0.9278 |
0.9294 |
| S1 |
0.9273 |
0.9282 |
|