CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9431 |
0.9510 |
0.0079 |
0.8% |
0.9465 |
| High |
0.9478 |
0.9527 |
0.0049 |
0.5% |
0.9602 |
| Low |
0.9422 |
0.9492 |
0.0070 |
0.7% |
0.9438 |
| Close |
0.9489 |
0.9522 |
0.0033 |
0.3% |
0.9439 |
| Range |
0.0056 |
0.0035 |
-0.0021 |
-37.5% |
0.0164 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
107 |
258 |
151 |
141.1% |
231 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9619 |
0.9605 |
0.9541 |
|
| R3 |
0.9584 |
0.9570 |
0.9532 |
|
| R2 |
0.9549 |
0.9549 |
0.9528 |
|
| R1 |
0.9535 |
0.9535 |
0.9525 |
0.9542 |
| PP |
0.9514 |
0.9514 |
0.9514 |
0.9517 |
| S1 |
0.9500 |
0.9500 |
0.9519 |
0.9507 |
| S2 |
0.9479 |
0.9479 |
0.9516 |
|
| S3 |
0.9444 |
0.9465 |
0.9512 |
|
| S4 |
0.9409 |
0.9430 |
0.9503 |
|
|
| 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 |
0.9676 |
|
2.618 |
0.9619 |
|
1.618 |
0.9584 |
|
1.000 |
0.9562 |
|
0.618 |
0.9549 |
|
HIGH |
0.9527 |
|
0.618 |
0.9514 |
|
0.500 |
0.9510 |
|
0.382 |
0.9505 |
|
LOW |
0.9492 |
|
0.618 |
0.9470 |
|
1.000 |
0.9457 |
|
1.618 |
0.9435 |
|
2.618 |
0.9400 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9518 |
0.9502 |
| PP |
0.9514 |
0.9483 |
| S1 |
0.9510 |
0.9463 |
|