CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9459 |
0.9523 |
0.0064 |
0.7% |
0.9241 |
| High |
0.9536 |
0.9585 |
0.0049 |
0.5% |
0.9434 |
| Low |
0.9433 |
0.9523 |
0.0090 |
1.0% |
0.9217 |
| Close |
0.9531 |
0.9557 |
0.0026 |
0.3% |
0.9286 |
| Range |
0.0103 |
0.0062 |
-0.0041 |
-39.8% |
0.0217 |
| ATR |
0.0121 |
0.0116 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
186 |
199 |
13 |
7.0% |
1,366 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9741 |
0.9711 |
0.9591 |
|
| R3 |
0.9679 |
0.9649 |
0.9574 |
|
| R2 |
0.9617 |
0.9617 |
0.9568 |
|
| R1 |
0.9587 |
0.9587 |
0.9563 |
0.9602 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9563 |
| S1 |
0.9525 |
0.9525 |
0.9551 |
0.9540 |
| S2 |
0.9493 |
0.9493 |
0.9546 |
|
| S3 |
0.9431 |
0.9463 |
0.9540 |
|
| S4 |
0.9369 |
0.9401 |
0.9523 |
|
|
| 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 |
0.9849 |
|
2.618 |
0.9747 |
|
1.618 |
0.9685 |
|
1.000 |
0.9647 |
|
0.618 |
0.9623 |
|
HIGH |
0.9585 |
|
0.618 |
0.9561 |
|
0.500 |
0.9554 |
|
0.382 |
0.9547 |
|
LOW |
0.9523 |
|
0.618 |
0.9485 |
|
1.000 |
0.9461 |
|
1.618 |
0.9423 |
|
2.618 |
0.9361 |
|
4.250 |
0.9260 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9521 |
| PP |
0.9555 |
0.9485 |
| S1 |
0.9554 |
0.9449 |
|