CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9393 |
0.9390 |
-0.0003 |
0.0% |
0.9497 |
| High |
0.9434 |
0.9415 |
-0.0019 |
-0.2% |
0.9500 |
| Low |
0.9370 |
0.9373 |
0.0003 |
0.0% |
0.9229 |
| Close |
0.9426 |
0.9392 |
-0.0034 |
-0.4% |
0.9261 |
| Range |
0.0064 |
0.0042 |
-0.0022 |
-34.4% |
0.0271 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
173 |
256 |
83 |
48.0% |
1,225 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9498 |
0.9415 |
|
| R3 |
0.9477 |
0.9456 |
0.9404 |
|
| R2 |
0.9435 |
0.9435 |
0.9400 |
|
| R1 |
0.9414 |
0.9414 |
0.9396 |
0.9425 |
| PP |
0.9393 |
0.9393 |
0.9393 |
0.9399 |
| S1 |
0.9372 |
0.9372 |
0.9388 |
0.9383 |
| S2 |
0.9351 |
0.9351 |
0.9384 |
|
| S3 |
0.9309 |
0.9330 |
0.9380 |
|
| S4 |
0.9267 |
0.9288 |
0.9369 |
|
|
| 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 |
0.9594 |
|
2.618 |
0.9525 |
|
1.618 |
0.9483 |
|
1.000 |
0.9457 |
|
0.618 |
0.9441 |
|
HIGH |
0.9415 |
|
0.618 |
0.9399 |
|
0.500 |
0.9394 |
|
0.382 |
0.9389 |
|
LOW |
0.9373 |
|
0.618 |
0.9347 |
|
1.000 |
0.9331 |
|
1.618 |
0.9305 |
|
2.618 |
0.9263 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9394 |
0.9370 |
| PP |
0.9393 |
0.9348 |
| S1 |
0.9393 |
0.9326 |
|