CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9624 |
-0.0051 |
-0.5% |
0.9649 |
| High |
0.9701 |
0.9624 |
-0.0077 |
-0.8% |
0.9708 |
| Low |
0.9675 |
0.9624 |
-0.0051 |
-0.5% |
0.9624 |
| Close |
0.9660 |
0.9620 |
-0.0040 |
-0.4% |
0.9620 |
| Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0084 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
1 |
12 |
11 |
1,100.0% |
37 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9623 |
0.9621 |
0.9620 |
|
| R3 |
0.9623 |
0.9621 |
0.9620 |
|
| R2 |
0.9623 |
0.9623 |
0.9620 |
|
| R1 |
0.9621 |
0.9621 |
0.9620 |
0.9622 |
| PP |
0.9623 |
0.9623 |
0.9623 |
0.9623 |
| S1 |
0.9621 |
0.9621 |
0.9620 |
0.9622 |
| S2 |
0.9623 |
0.9623 |
0.9620 |
|
| S3 |
0.9623 |
0.9621 |
0.9620 |
|
| S4 |
0.9623 |
0.9621 |
0.9620 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9903 |
0.9845 |
0.9666 |
|
| R3 |
0.9819 |
0.9761 |
0.9643 |
|
| R2 |
0.9735 |
0.9735 |
0.9635 |
|
| R1 |
0.9677 |
0.9677 |
0.9628 |
0.9664 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9644 |
| S1 |
0.9593 |
0.9593 |
0.9612 |
0.9580 |
| S2 |
0.9567 |
0.9567 |
0.9605 |
|
| S3 |
0.9483 |
0.9509 |
0.9597 |
|
| S4 |
0.9399 |
0.9425 |
0.9574 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9624 |
|
2.618 |
0.9624 |
|
1.618 |
0.9624 |
|
1.000 |
0.9624 |
|
0.618 |
0.9624 |
|
HIGH |
0.9624 |
|
0.618 |
0.9624 |
|
0.500 |
0.9624 |
|
0.382 |
0.9624 |
|
LOW |
0.9624 |
|
0.618 |
0.9624 |
|
1.000 |
0.9624 |
|
1.618 |
0.9624 |
|
2.618 |
0.9624 |
|
4.250 |
0.9624 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9666 |
| PP |
0.9623 |
0.9651 |
| S1 |
0.9621 |
0.9635 |
|