CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9495 |
-0.0055 |
-0.6% |
0.9485 |
| High |
0.9552 |
0.9495 |
-0.0057 |
-0.6% |
0.9560 |
| Low |
0.9541 |
0.9489 |
-0.0052 |
-0.5% |
0.9307 |
| Close |
0.9510 |
0.9489 |
-0.0021 |
-0.2% |
0.9409 |
| Range |
0.0011 |
0.0006 |
-0.0005 |
-45.5% |
0.0253 |
| ATR |
0.0000 |
0.0092 |
0.0092 |
|
0.0000 |
| Volume |
55 |
3 |
-52 |
-94.5% |
103 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9509 |
0.9505 |
0.9492 |
|
| R3 |
0.9503 |
0.9499 |
0.9491 |
|
| R2 |
0.9497 |
0.9497 |
0.9490 |
|
| R1 |
0.9493 |
0.9493 |
0.9490 |
0.9492 |
| PP |
0.9491 |
0.9491 |
0.9491 |
0.9491 |
| S1 |
0.9487 |
0.9487 |
0.9488 |
0.9486 |
| S2 |
0.9485 |
0.9485 |
0.9488 |
|
| S3 |
0.9479 |
0.9481 |
0.9487 |
|
| S4 |
0.9473 |
0.9475 |
0.9486 |
|
|
| 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 |
0.9521 |
|
2.618 |
0.9511 |
|
1.618 |
0.9505 |
|
1.000 |
0.9501 |
|
0.618 |
0.9499 |
|
HIGH |
0.9495 |
|
0.618 |
0.9493 |
|
0.500 |
0.9492 |
|
0.382 |
0.9491 |
|
LOW |
0.9489 |
|
0.618 |
0.9485 |
|
1.000 |
0.9483 |
|
1.618 |
0.9479 |
|
2.618 |
0.9473 |
|
4.250 |
0.9464 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9492 |
0.9546 |
| PP |
0.9491 |
0.9527 |
| S1 |
0.9490 |
0.9508 |
|