CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9460 |
0.9528 |
0.0068 |
0.7% |
0.9400 |
High |
0.9550 |
0.9550 |
0.0000 |
0.0% |
0.9454 |
Low |
0.9460 |
0.9525 |
0.0065 |
0.7% |
0.9318 |
Close |
0.9542 |
0.9526 |
-0.0016 |
-0.2% |
0.9380 |
Range |
0.0090 |
0.0025 |
-0.0065 |
-72.2% |
0.0136 |
ATR |
0.0083 |
0.0079 |
-0.0004 |
-5.0% |
0.0000 |
Volume |
68 |
98 |
30 |
44.1% |
550 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9609 |
0.9592 |
0.9540 |
|
R3 |
0.9584 |
0.9567 |
0.9533 |
|
R2 |
0.9559 |
0.9559 |
0.9531 |
|
R1 |
0.9542 |
0.9542 |
0.9528 |
0.9538 |
PP |
0.9534 |
0.9534 |
0.9534 |
0.9532 |
S1 |
0.9517 |
0.9517 |
0.9524 |
0.9513 |
S2 |
0.9509 |
0.9509 |
0.9521 |
|
S3 |
0.9484 |
0.9492 |
0.9519 |
|
S4 |
0.9459 |
0.9467 |
0.9512 |
|
|
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 |
0.9656 |
2.618 |
0.9615 |
1.618 |
0.9590 |
1.000 |
0.9575 |
0.618 |
0.9565 |
HIGH |
0.9550 |
0.618 |
0.9540 |
0.500 |
0.9538 |
0.382 |
0.9535 |
LOW |
0.9525 |
0.618 |
0.9510 |
1.000 |
0.9500 |
1.618 |
0.9485 |
2.618 |
0.9460 |
4.250 |
0.9419 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9538 |
0.9513 |
PP |
0.9534 |
0.9501 |
S1 |
0.9530 |
0.9488 |
|