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 | 
                             
             
         |