CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9433 |
0.9470 |
0.0037 |
0.4% |
0.9465 |
| High |
0.9522 |
0.9490 |
-0.0032 |
-0.3% |
0.9602 |
| Low |
0.9433 |
0.9399 |
-0.0034 |
-0.4% |
0.9438 |
| Close |
0.9495 |
0.9371 |
-0.0124 |
-1.3% |
0.9439 |
| Range |
0.0089 |
0.0091 |
0.0002 |
2.2% |
0.0164 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.3% |
0.0000 |
| Volume |
14 |
95 |
81 |
578.6% |
231 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9623 |
0.9421 |
|
| R3 |
0.9602 |
0.9532 |
0.9396 |
|
| R2 |
0.9511 |
0.9511 |
0.9388 |
|
| R1 |
0.9441 |
0.9441 |
0.9379 |
0.9431 |
| PP |
0.9420 |
0.9420 |
0.9420 |
0.9415 |
| S1 |
0.9350 |
0.9350 |
0.9363 |
0.9340 |
| S2 |
0.9329 |
0.9329 |
0.9354 |
|
| S3 |
0.9238 |
0.9259 |
0.9346 |
|
| S4 |
0.9147 |
0.9168 |
0.9321 |
|
|
| 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 |
0.9877 |
|
2.618 |
0.9728 |
|
1.618 |
0.9637 |
|
1.000 |
0.9581 |
|
0.618 |
0.9546 |
|
HIGH |
0.9490 |
|
0.618 |
0.9455 |
|
0.500 |
0.9445 |
|
0.382 |
0.9434 |
|
LOW |
0.9399 |
|
0.618 |
0.9343 |
|
1.000 |
0.9308 |
|
1.618 |
0.9252 |
|
2.618 |
0.9161 |
|
4.250 |
0.9012 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9445 |
0.9463 |
| PP |
0.9420 |
0.9432 |
| S1 |
0.9396 |
0.9402 |
|