CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9545 |
0.9584 |
0.0039 |
0.4% |
0.9367 |
| High |
0.9595 |
0.9637 |
0.0042 |
0.4% |
0.9550 |
| Low |
0.9545 |
0.9574 |
0.0029 |
0.3% |
0.9350 |
| Close |
0.9587 |
0.9585 |
-0.0002 |
0.0% |
0.9526 |
| Range |
0.0050 |
0.0063 |
0.0013 |
26.0% |
0.0200 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
75 |
29 |
-46 |
-61.3% |
304 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9788 |
0.9749 |
0.9620 |
|
| R3 |
0.9725 |
0.9686 |
0.9602 |
|
| R2 |
0.9662 |
0.9662 |
0.9597 |
|
| R1 |
0.9623 |
0.9623 |
0.9591 |
0.9643 |
| PP |
0.9599 |
0.9599 |
0.9599 |
0.9608 |
| S1 |
0.9560 |
0.9560 |
0.9579 |
0.9580 |
| S2 |
0.9536 |
0.9536 |
0.9573 |
|
| S3 |
0.9473 |
0.9497 |
0.9568 |
|
| S4 |
0.9410 |
0.9434 |
0.9550 |
|
|
| 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 |
0.9905 |
|
2.618 |
0.9802 |
|
1.618 |
0.9739 |
|
1.000 |
0.9700 |
|
0.618 |
0.9676 |
|
HIGH |
0.9637 |
|
0.618 |
0.9613 |
|
0.500 |
0.9606 |
|
0.382 |
0.9598 |
|
LOW |
0.9574 |
|
0.618 |
0.9535 |
|
1.000 |
0.9511 |
|
1.618 |
0.9472 |
|
2.618 |
0.9409 |
|
4.250 |
0.9306 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9606 |
0.9584 |
| PP |
0.9599 |
0.9582 |
| S1 |
0.9592 |
0.9581 |
|