CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9557 |
0.0085 |
0.9% |
0.9545 |
| High |
0.9560 |
0.9651 |
0.0091 |
1.0% |
0.9637 |
| Low |
0.9472 |
0.9557 |
0.0085 |
0.9% |
0.9455 |
| Close |
0.9561 |
0.9593 |
0.0032 |
0.3% |
0.9561 |
| Range |
0.0088 |
0.0094 |
0.0006 |
6.8% |
0.0182 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.1% |
0.0000 |
| Volume |
197 |
105 |
-92 |
-46.7% |
431 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9882 |
0.9832 |
0.9645 |
|
| R3 |
0.9788 |
0.9738 |
0.9619 |
|
| R2 |
0.9694 |
0.9694 |
0.9610 |
|
| R1 |
0.9644 |
0.9644 |
0.9602 |
0.9669 |
| PP |
0.9600 |
0.9600 |
0.9600 |
0.9613 |
| S1 |
0.9550 |
0.9550 |
0.9584 |
0.9575 |
| S2 |
0.9506 |
0.9506 |
0.9576 |
|
| S3 |
0.9412 |
0.9456 |
0.9567 |
|
| S4 |
0.9318 |
0.9362 |
0.9541 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0011 |
0.9661 |
|
| R3 |
0.9915 |
0.9829 |
0.9611 |
|
| R2 |
0.9733 |
0.9733 |
0.9594 |
|
| R1 |
0.9647 |
0.9647 |
0.9578 |
0.9690 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9573 |
| S1 |
0.9465 |
0.9465 |
0.9544 |
0.9508 |
| S2 |
0.9369 |
0.9369 |
0.9528 |
|
| S3 |
0.9187 |
0.9283 |
0.9511 |
|
| S4 |
0.9005 |
0.9101 |
0.9461 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0051 |
|
2.618 |
0.9897 |
|
1.618 |
0.9803 |
|
1.000 |
0.9745 |
|
0.618 |
0.9709 |
|
HIGH |
0.9651 |
|
0.618 |
0.9615 |
|
0.500 |
0.9604 |
|
0.382 |
0.9593 |
|
LOW |
0.9557 |
|
0.618 |
0.9499 |
|
1.000 |
0.9463 |
|
1.618 |
0.9405 |
|
2.618 |
0.9311 |
|
4.250 |
0.9158 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9604 |
0.9580 |
| PP |
0.9600 |
0.9566 |
| S1 |
0.9597 |
0.9553 |
|