CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9538 |
0.0038 |
0.4% |
0.9347 |
| High |
0.9500 |
0.9568 |
0.0068 |
0.7% |
0.9568 |
| Low |
0.9480 |
0.9538 |
0.0058 |
0.6% |
0.9347 |
| Close |
0.9503 |
0.9562 |
0.0059 |
0.6% |
0.9562 |
| Range |
0.0020 |
0.0030 |
0.0010 |
50.0% |
0.0221 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
11 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9634 |
0.9579 |
|
| R3 |
0.9616 |
0.9604 |
0.9570 |
|
| R2 |
0.9586 |
0.9586 |
0.9568 |
|
| R1 |
0.9574 |
0.9574 |
0.9565 |
0.9580 |
| PP |
0.9556 |
0.9556 |
0.9556 |
0.9559 |
| S1 |
0.9544 |
0.9544 |
0.9559 |
0.9550 |
| S2 |
0.9526 |
0.9526 |
0.9557 |
|
| S3 |
0.9496 |
0.9514 |
0.9554 |
|
| S4 |
0.9466 |
0.9484 |
0.9546 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0080 |
0.9684 |
|
| R3 |
0.9934 |
0.9859 |
0.9623 |
|
| R2 |
0.9713 |
0.9713 |
0.9603 |
|
| R1 |
0.9638 |
0.9638 |
0.9582 |
0.9676 |
| PP |
0.9492 |
0.9492 |
0.9492 |
0.9511 |
| S1 |
0.9417 |
0.9417 |
0.9542 |
0.9455 |
| S2 |
0.9271 |
0.9271 |
0.9521 |
|
| S3 |
0.9050 |
0.9196 |
0.9501 |
|
| S4 |
0.8829 |
0.8975 |
0.9440 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9696 |
|
2.618 |
0.9647 |
|
1.618 |
0.9617 |
|
1.000 |
0.9598 |
|
0.618 |
0.9587 |
|
HIGH |
0.9568 |
|
0.618 |
0.9557 |
|
0.500 |
0.9553 |
|
0.382 |
0.9549 |
|
LOW |
0.9538 |
|
0.618 |
0.9519 |
|
1.000 |
0.9508 |
|
1.618 |
0.9489 |
|
2.618 |
0.9459 |
|
4.250 |
0.9411 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9559 |
0.9536 |
| PP |
0.9556 |
0.9510 |
| S1 |
0.9553 |
0.9484 |
|