CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9313 |
0.9459 |
0.0146 |
1.6% |
0.9241 |
| High |
0.9486 |
0.9536 |
0.0050 |
0.5% |
0.9434 |
| Low |
0.9313 |
0.9433 |
0.0120 |
1.3% |
0.9217 |
| Close |
0.9485 |
0.9531 |
0.0046 |
0.5% |
0.9286 |
| Range |
0.0173 |
0.0103 |
-0.0070 |
-40.5% |
0.0217 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
220 |
186 |
-34 |
-15.5% |
1,366 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9809 |
0.9773 |
0.9588 |
|
| R3 |
0.9706 |
0.9670 |
0.9559 |
|
| R2 |
0.9603 |
0.9603 |
0.9550 |
|
| R1 |
0.9567 |
0.9567 |
0.9540 |
0.9585 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9509 |
| S1 |
0.9464 |
0.9464 |
0.9522 |
0.9482 |
| S2 |
0.9397 |
0.9397 |
0.9512 |
|
| S3 |
0.9294 |
0.9361 |
0.9503 |
|
| S4 |
0.9191 |
0.9258 |
0.9474 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9842 |
0.9405 |
|
| R3 |
0.9746 |
0.9625 |
0.9346 |
|
| R2 |
0.9529 |
0.9529 |
0.9326 |
|
| R1 |
0.9408 |
0.9408 |
0.9306 |
0.9469 |
| PP |
0.9312 |
0.9312 |
0.9312 |
0.9343 |
| S1 |
0.9191 |
0.9191 |
0.9266 |
0.9252 |
| S2 |
0.9095 |
0.9095 |
0.9246 |
|
| S3 |
0.8878 |
0.8974 |
0.9226 |
|
| S4 |
0.8661 |
0.8757 |
0.9167 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9974 |
|
2.618 |
0.9806 |
|
1.618 |
0.9703 |
|
1.000 |
0.9639 |
|
0.618 |
0.9600 |
|
HIGH |
0.9536 |
|
0.618 |
0.9497 |
|
0.500 |
0.9485 |
|
0.382 |
0.9472 |
|
LOW |
0.9433 |
|
0.618 |
0.9369 |
|
1.000 |
0.9330 |
|
1.618 |
0.9266 |
|
2.618 |
0.9163 |
|
4.250 |
0.8995 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9516 |
0.9490 |
| PP |
0.9500 |
0.9449 |
| S1 |
0.9485 |
0.9408 |
|