CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9347 |
0.9406 |
0.0059 |
0.6% |
0.9100 |
| High |
0.9347 |
0.9446 |
0.0099 |
1.1% |
0.9350 |
| Low |
0.9347 |
0.9406 |
0.0059 |
0.6% |
0.9100 |
| Close |
0.9347 |
0.9432 |
0.0085 |
0.9% |
0.9232 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0250 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.2% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
39 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9548 |
0.9530 |
0.9454 |
|
| R3 |
0.9508 |
0.9490 |
0.9443 |
|
| R2 |
0.9468 |
0.9468 |
0.9439 |
|
| R1 |
0.9450 |
0.9450 |
0.9436 |
0.9459 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9433 |
| S1 |
0.9410 |
0.9410 |
0.9428 |
0.9419 |
| S2 |
0.9388 |
0.9388 |
0.9425 |
|
| S3 |
0.9348 |
0.9370 |
0.9421 |
|
| S4 |
0.9308 |
0.9330 |
0.9410 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9855 |
0.9370 |
|
| R3 |
0.9727 |
0.9605 |
0.9301 |
|
| R2 |
0.9477 |
0.9477 |
0.9278 |
|
| R1 |
0.9355 |
0.9355 |
0.9255 |
0.9416 |
| PP |
0.9227 |
0.9227 |
0.9227 |
0.9258 |
| S1 |
0.9105 |
0.9105 |
0.9209 |
0.9166 |
| S2 |
0.8977 |
0.8977 |
0.9186 |
|
| S3 |
0.8727 |
0.8855 |
0.9163 |
|
| S4 |
0.8477 |
0.8605 |
0.9095 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9551 |
|
1.618 |
0.9511 |
|
1.000 |
0.9486 |
|
0.618 |
0.9471 |
|
HIGH |
0.9446 |
|
0.618 |
0.9431 |
|
0.500 |
0.9426 |
|
0.382 |
0.9421 |
|
LOW |
0.9406 |
|
0.618 |
0.9381 |
|
1.000 |
0.9366 |
|
1.618 |
0.9341 |
|
2.618 |
0.9301 |
|
4.250 |
0.9236 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9430 |
0.9401 |
| PP |
0.9428 |
0.9370 |
| S1 |
0.9426 |
0.9339 |
|