CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9431 |
-0.0039 |
-0.4% |
0.9465 |
| High |
0.9490 |
0.9478 |
-0.0012 |
-0.1% |
0.9602 |
| Low |
0.9399 |
0.9422 |
0.0023 |
0.2% |
0.9438 |
| Close |
0.9371 |
0.9489 |
0.0118 |
1.3% |
0.9439 |
| Range |
0.0091 |
0.0056 |
-0.0035 |
-38.5% |
0.0164 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.2% |
0.0000 |
| Volume |
95 |
107 |
12 |
12.6% |
231 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9631 |
0.9616 |
0.9520 |
|
| R3 |
0.9575 |
0.9560 |
0.9504 |
|
| R2 |
0.9519 |
0.9519 |
0.9499 |
|
| R1 |
0.9504 |
0.9504 |
0.9494 |
0.9512 |
| PP |
0.9463 |
0.9463 |
0.9463 |
0.9467 |
| S1 |
0.9448 |
0.9448 |
0.9484 |
0.9456 |
| S2 |
0.9407 |
0.9407 |
0.9479 |
|
| S3 |
0.9351 |
0.9392 |
0.9474 |
|
| S4 |
0.9295 |
0.9336 |
0.9458 |
|
|
| 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 |
0.9716 |
|
2.618 |
0.9625 |
|
1.618 |
0.9569 |
|
1.000 |
0.9534 |
|
0.618 |
0.9513 |
|
HIGH |
0.9478 |
|
0.618 |
0.9457 |
|
0.500 |
0.9450 |
|
0.382 |
0.9443 |
|
LOW |
0.9422 |
|
0.618 |
0.9387 |
|
1.000 |
0.9366 |
|
1.618 |
0.9331 |
|
2.618 |
0.9275 |
|
4.250 |
0.9184 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9476 |
0.9480 |
| PP |
0.9463 |
0.9470 |
| S1 |
0.9450 |
0.9461 |
|