CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9261 |
0.9393 |
0.0132 |
1.4% |
0.9497 |
| High |
0.9384 |
0.9434 |
0.0050 |
0.5% |
0.9500 |
| Low |
0.9217 |
0.9370 |
0.0153 |
1.7% |
0.9229 |
| Close |
0.9367 |
0.9426 |
0.0059 |
0.6% |
0.9261 |
| Range |
0.0167 |
0.0064 |
-0.0103 |
-61.7% |
0.0271 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
249 |
173 |
-76 |
-30.5% |
1,225 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9578 |
0.9461 |
|
| R3 |
0.9538 |
0.9514 |
0.9444 |
|
| R2 |
0.9474 |
0.9474 |
0.9438 |
|
| R1 |
0.9450 |
0.9450 |
0.9432 |
0.9462 |
| PP |
0.9410 |
0.9410 |
0.9410 |
0.9416 |
| S1 |
0.9386 |
0.9386 |
0.9420 |
0.9398 |
| S2 |
0.9346 |
0.9346 |
0.9414 |
|
| S3 |
0.9282 |
0.9322 |
0.9408 |
|
| S4 |
0.9218 |
0.9258 |
0.9391 |
|
|
| 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 |
0.9706 |
|
2.618 |
0.9602 |
|
1.618 |
0.9538 |
|
1.000 |
0.9498 |
|
0.618 |
0.9474 |
|
HIGH |
0.9434 |
|
0.618 |
0.9410 |
|
0.500 |
0.9402 |
|
0.382 |
0.9394 |
|
LOW |
0.9370 |
|
0.618 |
0.9330 |
|
1.000 |
0.9306 |
|
1.618 |
0.9266 |
|
2.618 |
0.9202 |
|
4.250 |
0.9098 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9418 |
0.9393 |
| PP |
0.9410 |
0.9359 |
| S1 |
0.9402 |
0.9326 |
|