CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9435 |
0.9434 |
-0.0001 |
0.0% |
0.9433 |
High |
0.9436 |
0.9452 |
0.0016 |
0.2% |
0.9527 |
Low |
0.9416 |
0.9393 |
-0.0023 |
-0.2% |
0.9399 |
Close |
0.9420 |
0.9405 |
-0.0015 |
-0.2% |
0.9429 |
Range |
0.0020 |
0.0059 |
0.0039 |
195.0% |
0.0128 |
ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
192 |
14 |
-178 |
-92.7% |
504 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9594 |
0.9558 |
0.9437 |
|
R3 |
0.9535 |
0.9499 |
0.9421 |
|
R2 |
0.9476 |
0.9476 |
0.9416 |
|
R1 |
0.9440 |
0.9440 |
0.9410 |
0.9429 |
PP |
0.9417 |
0.9417 |
0.9417 |
0.9411 |
S1 |
0.9381 |
0.9381 |
0.9400 |
0.9370 |
S2 |
0.9358 |
0.9358 |
0.9394 |
|
S3 |
0.9299 |
0.9322 |
0.9389 |
|
S4 |
0.9240 |
0.9263 |
0.9373 |
|
|
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 |
0.9703 |
2.618 |
0.9606 |
1.618 |
0.9547 |
1.000 |
0.9511 |
0.618 |
0.9488 |
HIGH |
0.9452 |
0.618 |
0.9429 |
0.500 |
0.9423 |
0.382 |
0.9416 |
LOW |
0.9393 |
0.618 |
0.9357 |
1.000 |
0.9334 |
1.618 |
0.9298 |
2.618 |
0.9239 |
4.250 |
0.9142 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9423 |
0.9419 |
PP |
0.9417 |
0.9414 |
S1 |
0.9411 |
0.9410 |
|