CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9510 |
0.9430 |
-0.0080 |
-0.8% |
0.9433 |
| High |
0.9527 |
0.9462 |
-0.0065 |
-0.7% |
0.9527 |
| Low |
0.9492 |
0.9425 |
-0.0067 |
-0.7% |
0.9399 |
| Close |
0.9522 |
0.9429 |
-0.0093 |
-1.0% |
0.9429 |
| Range |
0.0035 |
0.0037 |
0.0002 |
5.7% |
0.0128 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.6% |
0.0000 |
| Volume |
258 |
30 |
-228 |
-88.4% |
504 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9550 |
0.9526 |
0.9449 |
|
| R3 |
0.9513 |
0.9489 |
0.9439 |
|
| R2 |
0.9476 |
0.9476 |
0.9436 |
|
| R1 |
0.9452 |
0.9452 |
0.9432 |
0.9446 |
| PP |
0.9439 |
0.9439 |
0.9439 |
0.9435 |
| S1 |
0.9415 |
0.9415 |
0.9426 |
0.9409 |
| S2 |
0.9402 |
0.9402 |
0.9422 |
|
| S3 |
0.9365 |
0.9378 |
0.9419 |
|
| S4 |
0.9328 |
0.9341 |
0.9409 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9836 |
0.9760 |
0.9499 |
|
| R3 |
0.9708 |
0.9632 |
0.9464 |
|
| R2 |
0.9580 |
0.9580 |
0.9452 |
|
| R1 |
0.9504 |
0.9504 |
0.9441 |
0.9478 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9439 |
| S1 |
0.9376 |
0.9376 |
0.9417 |
0.9350 |
| S2 |
0.9324 |
0.9324 |
0.9406 |
|
| S3 |
0.9196 |
0.9248 |
0.9394 |
|
| S4 |
0.9068 |
0.9120 |
0.9359 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9619 |
|
2.618 |
0.9559 |
|
1.618 |
0.9522 |
|
1.000 |
0.9499 |
|
0.618 |
0.9485 |
|
HIGH |
0.9462 |
|
0.618 |
0.9448 |
|
0.500 |
0.9444 |
|
0.382 |
0.9439 |
|
LOW |
0.9425 |
|
0.618 |
0.9402 |
|
1.000 |
0.9388 |
|
1.618 |
0.9365 |
|
2.618 |
0.9328 |
|
4.250 |
0.9268 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9444 |
0.9475 |
| PP |
0.9439 |
0.9459 |
| S1 |
0.9434 |
0.9444 |
|