CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9528 |
0.9545 |
0.0017 |
0.2% |
0.9367 |
| High |
0.9550 |
0.9595 |
0.0045 |
0.5% |
0.9550 |
| Low |
0.9525 |
0.9545 |
0.0020 |
0.2% |
0.9350 |
| Close |
0.9526 |
0.9587 |
0.0061 |
0.6% |
0.9526 |
| Range |
0.0025 |
0.0050 |
0.0025 |
100.0% |
0.0200 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
98 |
75 |
-23 |
-23.5% |
304 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9726 |
0.9706 |
0.9615 |
|
| R3 |
0.9676 |
0.9656 |
0.9601 |
|
| R2 |
0.9626 |
0.9626 |
0.9596 |
|
| R1 |
0.9606 |
0.9606 |
0.9592 |
0.9616 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9581 |
| S1 |
0.9556 |
0.9556 |
0.9582 |
0.9566 |
| S2 |
0.9526 |
0.9526 |
0.9578 |
|
| S3 |
0.9476 |
0.9506 |
0.9573 |
|
| S4 |
0.9426 |
0.9456 |
0.9560 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0001 |
0.9636 |
|
| R3 |
0.9875 |
0.9801 |
0.9581 |
|
| R2 |
0.9675 |
0.9675 |
0.9563 |
|
| R1 |
0.9601 |
0.9601 |
0.9544 |
0.9638 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9494 |
| S1 |
0.9401 |
0.9401 |
0.9508 |
0.9438 |
| S2 |
0.9275 |
0.9275 |
0.9489 |
|
| S3 |
0.9075 |
0.9201 |
0.9471 |
|
| S4 |
0.8875 |
0.9001 |
0.9416 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9808 |
|
2.618 |
0.9726 |
|
1.618 |
0.9676 |
|
1.000 |
0.9645 |
|
0.618 |
0.9626 |
|
HIGH |
0.9595 |
|
0.618 |
0.9576 |
|
0.500 |
0.9570 |
|
0.382 |
0.9564 |
|
LOW |
0.9545 |
|
0.618 |
0.9514 |
|
1.000 |
0.9495 |
|
1.618 |
0.9464 |
|
2.618 |
0.9414 |
|
4.250 |
0.9333 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9581 |
0.9567 |
| PP |
0.9576 |
0.9547 |
| S1 |
0.9570 |
0.9528 |
|