CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9527 |
-0.0057 |
-0.6% |
0.9367 |
| High |
0.9637 |
0.9545 |
-0.0092 |
-1.0% |
0.9550 |
| Low |
0.9574 |
0.9455 |
-0.0119 |
-1.2% |
0.9350 |
| Close |
0.9585 |
0.9474 |
-0.0111 |
-1.2% |
0.9526 |
| Range |
0.0063 |
0.0090 |
0.0027 |
42.9% |
0.0200 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
4.9% |
0.0000 |
| Volume |
29 |
130 |
101 |
348.3% |
304 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9708 |
0.9524 |
|
| R3 |
0.9671 |
0.9618 |
0.9499 |
|
| R2 |
0.9581 |
0.9581 |
0.9491 |
|
| R1 |
0.9528 |
0.9528 |
0.9482 |
0.9510 |
| PP |
0.9491 |
0.9491 |
0.9491 |
0.9482 |
| S1 |
0.9438 |
0.9438 |
0.9466 |
0.9420 |
| S2 |
0.9401 |
0.9401 |
0.9458 |
|
| S3 |
0.9311 |
0.9348 |
0.9449 |
|
| S4 |
0.9221 |
0.9258 |
0.9425 |
|
|
| 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 |
0.9928 |
|
2.618 |
0.9781 |
|
1.618 |
0.9691 |
|
1.000 |
0.9635 |
|
0.618 |
0.9601 |
|
HIGH |
0.9545 |
|
0.618 |
0.9511 |
|
0.500 |
0.9500 |
|
0.382 |
0.9489 |
|
LOW |
0.9455 |
|
0.618 |
0.9399 |
|
1.000 |
0.9365 |
|
1.618 |
0.9309 |
|
2.618 |
0.9219 |
|
4.250 |
0.9073 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9500 |
0.9546 |
| PP |
0.9491 |
0.9522 |
| S1 |
0.9483 |
0.9498 |
|