CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9526 |
0.9433 |
-0.0093 |
-1.0% |
0.9465 |
| High |
0.9526 |
0.9522 |
-0.0004 |
0.0% |
0.9602 |
| Low |
0.9438 |
0.9433 |
-0.0005 |
-0.1% |
0.9438 |
| Close |
0.9439 |
0.9495 |
0.0056 |
0.6% |
0.9439 |
| Range |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0164 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
9 |
14 |
5 |
55.6% |
231 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9750 |
0.9712 |
0.9544 |
|
| R3 |
0.9661 |
0.9623 |
0.9519 |
|
| R2 |
0.9572 |
0.9572 |
0.9511 |
|
| R1 |
0.9534 |
0.9534 |
0.9503 |
0.9553 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9493 |
| S1 |
0.9445 |
0.9445 |
0.9487 |
0.9464 |
| S2 |
0.9394 |
0.9394 |
0.9479 |
|
| S3 |
0.9305 |
0.9356 |
0.9471 |
|
| S4 |
0.9216 |
0.9267 |
0.9446 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9876 |
0.9529 |
|
| R3 |
0.9821 |
0.9712 |
0.9484 |
|
| R2 |
0.9657 |
0.9657 |
0.9469 |
|
| R1 |
0.9548 |
0.9548 |
0.9454 |
0.9521 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9479 |
| S1 |
0.9384 |
0.9384 |
0.9424 |
0.9357 |
| S2 |
0.9329 |
0.9329 |
0.9409 |
|
| S3 |
0.9165 |
0.9220 |
0.9394 |
|
| S4 |
0.9001 |
0.9056 |
0.9349 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9755 |
|
1.618 |
0.9666 |
|
1.000 |
0.9611 |
|
0.618 |
0.9577 |
|
HIGH |
0.9522 |
|
0.618 |
0.9488 |
|
0.500 |
0.9478 |
|
0.382 |
0.9467 |
|
LOW |
0.9433 |
|
0.618 |
0.9378 |
|
1.000 |
0.9344 |
|
1.618 |
0.9289 |
|
2.618 |
0.9200 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9489 |
0.9490 |
| PP |
0.9483 |
0.9485 |
| S1 |
0.9478 |
0.9480 |
|