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 | 
                             
             
         |