CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9430 |
0.9400 |
-0.0030 |
-0.3% |
0.9433 |
High |
0.9462 |
0.9454 |
-0.0008 |
-0.1% |
0.9527 |
Low |
0.9425 |
0.9383 |
-0.0042 |
-0.4% |
0.9399 |
Close |
0.9429 |
0.9436 |
0.0007 |
0.1% |
0.9429 |
Range |
0.0037 |
0.0071 |
0.0034 |
91.9% |
0.0128 |
ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
30 |
141 |
111 |
370.0% |
504 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9637 |
0.9608 |
0.9475 |
|
R3 |
0.9566 |
0.9537 |
0.9456 |
|
R2 |
0.9495 |
0.9495 |
0.9449 |
|
R1 |
0.9466 |
0.9466 |
0.9443 |
0.9481 |
PP |
0.9424 |
0.9424 |
0.9424 |
0.9432 |
S1 |
0.9395 |
0.9395 |
0.9429 |
0.9410 |
S2 |
0.9353 |
0.9353 |
0.9423 |
|
S3 |
0.9282 |
0.9324 |
0.9416 |
|
S4 |
0.9211 |
0.9253 |
0.9397 |
|
|
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 |
0.9756 |
2.618 |
0.9640 |
1.618 |
0.9569 |
1.000 |
0.9525 |
0.618 |
0.9498 |
HIGH |
0.9454 |
0.618 |
0.9427 |
0.500 |
0.9419 |
0.382 |
0.9410 |
LOW |
0.9383 |
0.618 |
0.9339 |
1.000 |
0.9312 |
1.618 |
0.9268 |
2.618 |
0.9197 |
4.250 |
0.9081 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9430 |
0.9455 |
PP |
0.9424 |
0.9449 |
S1 |
0.9419 |
0.9442 |
|