CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9500 |
0.9550 |
0.0050 |
0.5% |
0.9485 |
High |
0.9602 |
0.9552 |
-0.0050 |
-0.5% |
0.9560 |
Low |
0.9500 |
0.9541 |
0.0041 |
0.4% |
0.9307 |
Close |
0.9578 |
0.9510 |
-0.0068 |
-0.7% |
0.9409 |
Range |
0.0102 |
0.0011 |
-0.0091 |
-89.2% |
0.0253 |
ATR |
|
|
|
|
|
Volume |
13 |
55 |
42 |
323.1% |
103 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9567 |
0.9550 |
0.9516 |
|
R3 |
0.9556 |
0.9539 |
0.9513 |
|
R2 |
0.9545 |
0.9545 |
0.9512 |
|
R1 |
0.9528 |
0.9528 |
0.9511 |
0.9531 |
PP |
0.9534 |
0.9534 |
0.9534 |
0.9536 |
S1 |
0.9517 |
0.9517 |
0.9509 |
0.9520 |
S2 |
0.9523 |
0.9523 |
0.9508 |
|
S3 |
0.9512 |
0.9506 |
0.9507 |
|
S4 |
0.9501 |
0.9495 |
0.9504 |
|
|
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 |
0.9599 |
2.618 |
0.9581 |
1.618 |
0.9570 |
1.000 |
0.9563 |
0.618 |
0.9559 |
HIGH |
0.9552 |
0.618 |
0.9548 |
0.500 |
0.9547 |
0.382 |
0.9545 |
LOW |
0.9541 |
0.618 |
0.9534 |
1.000 |
0.9530 |
1.618 |
0.9523 |
2.618 |
0.9512 |
4.250 |
0.9494 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9547 |
0.9527 |
PP |
0.9534 |
0.9521 |
S1 |
0.9522 |
0.9516 |
|