CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9538 |
0.9649 |
0.0111 |
1.2% |
0.9347 |
| High |
0.9568 |
0.9649 |
0.0081 |
0.8% |
0.9568 |
| Low |
0.9538 |
0.9649 |
0.0111 |
1.2% |
0.9347 |
| Close |
0.9562 |
0.9649 |
0.0087 |
0.9% |
0.9562 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0221 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
11 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9649 |
0.9649 |
0.9649 |
|
| R3 |
0.9649 |
0.9649 |
0.9649 |
|
| R2 |
0.9649 |
0.9649 |
0.9649 |
|
| R1 |
0.9649 |
0.9649 |
0.9649 |
0.9649 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9649 |
| S1 |
0.9649 |
0.9649 |
0.9649 |
0.9649 |
| S2 |
0.9649 |
0.9649 |
0.9649 |
|
| S3 |
0.9649 |
0.9649 |
0.9649 |
|
| S4 |
0.9649 |
0.9649 |
0.9649 |
|
|
| 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 |
0.9649 |
|
2.618 |
0.9649 |
|
1.618 |
0.9649 |
|
1.000 |
0.9649 |
|
0.618 |
0.9649 |
|
HIGH |
0.9649 |
|
0.618 |
0.9649 |
|
0.500 |
0.9649 |
|
0.382 |
0.9649 |
|
LOW |
0.9649 |
|
0.618 |
0.9649 |
|
1.000 |
0.9649 |
|
1.618 |
0.9649 |
|
2.618 |
0.9649 |
|
4.250 |
0.9649 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9621 |
| PP |
0.9649 |
0.9593 |
| S1 |
0.9649 |
0.9565 |
|