CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9527 |
0.9472 |
-0.0055 |
-0.6% |
0.9367 |
High |
0.9545 |
0.9560 |
0.0015 |
0.2% |
0.9550 |
Low |
0.9455 |
0.9472 |
0.0017 |
0.2% |
0.9350 |
Close |
0.9474 |
0.9561 |
0.0087 |
0.9% |
0.9526 |
Range |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0200 |
ATR |
0.0081 |
0.0081 |
0.0001 |
0.6% |
0.0000 |
Volume |
130 |
197 |
67 |
51.5% |
304 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9795 |
0.9766 |
0.9609 |
|
R3 |
0.9707 |
0.9678 |
0.9585 |
|
R2 |
0.9619 |
0.9619 |
0.9577 |
|
R1 |
0.9590 |
0.9590 |
0.9569 |
0.9605 |
PP |
0.9531 |
0.9531 |
0.9531 |
0.9538 |
S1 |
0.9502 |
0.9502 |
0.9553 |
0.9517 |
S2 |
0.9443 |
0.9443 |
0.9545 |
|
S3 |
0.9355 |
0.9414 |
0.9537 |
|
S4 |
0.9267 |
0.9326 |
0.9513 |
|
|
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 |
0.9934 |
2.618 |
0.9790 |
1.618 |
0.9702 |
1.000 |
0.9648 |
0.618 |
0.9614 |
HIGH |
0.9560 |
0.618 |
0.9526 |
0.500 |
0.9516 |
0.382 |
0.9506 |
LOW |
0.9472 |
0.618 |
0.9418 |
1.000 |
0.9384 |
1.618 |
0.9330 |
2.618 |
0.9242 |
4.250 |
0.9098 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9546 |
0.9556 |
PP |
0.9531 |
0.9551 |
S1 |
0.9516 |
0.9546 |
|