CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9500 |
0.0035 |
0.4% |
0.9485 |
| High |
0.9475 |
0.9602 |
0.0127 |
1.3% |
0.9560 |
| Low |
0.9451 |
0.9500 |
0.0049 |
0.5% |
0.9307 |
| Close |
0.9458 |
0.9578 |
0.0120 |
1.3% |
0.9409 |
| Range |
0.0024 |
0.0102 |
0.0078 |
325.0% |
0.0253 |
| ATR |
|
|
|
|
|
| Volume |
151 |
13 |
-138 |
-91.4% |
103 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9866 |
0.9824 |
0.9634 |
|
| R3 |
0.9764 |
0.9722 |
0.9606 |
|
| R2 |
0.9662 |
0.9662 |
0.9597 |
|
| R1 |
0.9620 |
0.9620 |
0.9587 |
0.9641 |
| PP |
0.9560 |
0.9560 |
0.9560 |
0.9571 |
| S1 |
0.9518 |
0.9518 |
0.9569 |
0.9539 |
| S2 |
0.9458 |
0.9458 |
0.9559 |
|
| S3 |
0.9356 |
0.9416 |
0.9550 |
|
| S4 |
0.9254 |
0.9314 |
0.9522 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0050 |
0.9548 |
|
| R3 |
0.9931 |
0.9797 |
0.9479 |
|
| R2 |
0.9678 |
0.9678 |
0.9455 |
|
| R1 |
0.9544 |
0.9544 |
0.9432 |
0.9485 |
| PP |
0.9425 |
0.9425 |
0.9425 |
0.9396 |
| S1 |
0.9291 |
0.9291 |
0.9386 |
0.9232 |
| S2 |
0.9172 |
0.9172 |
0.9363 |
|
| S3 |
0.8919 |
0.9038 |
0.9339 |
|
| S4 |
0.8666 |
0.8785 |
0.9270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0036 |
|
2.618 |
0.9869 |
|
1.618 |
0.9767 |
|
1.000 |
0.9704 |
|
0.618 |
0.9665 |
|
HIGH |
0.9602 |
|
0.618 |
0.9563 |
|
0.500 |
0.9551 |
|
0.382 |
0.9539 |
|
LOW |
0.9500 |
|
0.618 |
0.9437 |
|
1.000 |
0.9398 |
|
1.618 |
0.9335 |
|
2.618 |
0.9233 |
|
4.250 |
0.9067 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9569 |
0.9537 |
| PP |
0.9560 |
0.9496 |
| S1 |
0.9551 |
0.9455 |
|