CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9460 |
0.0020 |
0.2% |
0.9400 |
| High |
0.9481 |
0.9550 |
0.0069 |
0.7% |
0.9454 |
| Low |
0.9426 |
0.9460 |
0.0034 |
0.4% |
0.9318 |
| Close |
0.9472 |
0.9542 |
0.0070 |
0.7% |
0.9380 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0136 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.6% |
0.0000 |
| Volume |
65 |
68 |
3 |
4.6% |
550 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9755 |
0.9592 |
|
| R3 |
0.9697 |
0.9665 |
0.9567 |
|
| R2 |
0.9607 |
0.9607 |
0.9559 |
|
| R1 |
0.9575 |
0.9575 |
0.9550 |
0.9591 |
| PP |
0.9517 |
0.9517 |
0.9517 |
0.9526 |
| S1 |
0.9485 |
0.9485 |
0.9534 |
0.9501 |
| S2 |
0.9427 |
0.9427 |
0.9526 |
|
| S3 |
0.9337 |
0.9395 |
0.9517 |
|
| S4 |
0.9247 |
0.9305 |
0.9493 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9722 |
0.9455 |
|
| R3 |
0.9656 |
0.9586 |
0.9417 |
|
| R2 |
0.9520 |
0.9520 |
0.9405 |
|
| R1 |
0.9450 |
0.9450 |
0.9392 |
0.9417 |
| PP |
0.9384 |
0.9384 |
0.9384 |
0.9368 |
| S1 |
0.9314 |
0.9314 |
0.9368 |
0.9281 |
| S2 |
0.9248 |
0.9248 |
0.9355 |
|
| S3 |
0.9112 |
0.9178 |
0.9343 |
|
| S4 |
0.8976 |
0.9042 |
0.9305 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9933 |
|
2.618 |
0.9786 |
|
1.618 |
0.9696 |
|
1.000 |
0.9640 |
|
0.618 |
0.9606 |
|
HIGH |
0.9550 |
|
0.618 |
0.9516 |
|
0.500 |
0.9505 |
|
0.382 |
0.9494 |
|
LOW |
0.9460 |
|
0.618 |
0.9404 |
|
1.000 |
0.9370 |
|
1.618 |
0.9314 |
|
2.618 |
0.9224 |
|
4.250 |
0.9078 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9530 |
0.9511 |
| PP |
0.9517 |
0.9481 |
| S1 |
0.9505 |
0.9450 |
|