CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9615 |
0.9610 |
-0.0005 |
-0.1% |
0.9545 |
| High |
0.9664 |
0.9694 |
0.0030 |
0.3% |
0.9637 |
| Low |
0.9612 |
0.9610 |
-0.0002 |
0.0% |
0.9455 |
| Close |
0.9618 |
0.9681 |
0.0063 |
0.7% |
0.9561 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0182 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
167 |
187 |
20 |
12.0% |
431 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9881 |
0.9727 |
|
| R3 |
0.9830 |
0.9797 |
0.9704 |
|
| R2 |
0.9746 |
0.9746 |
0.9696 |
|
| R1 |
0.9713 |
0.9713 |
0.9689 |
0.9730 |
| PP |
0.9662 |
0.9662 |
0.9662 |
0.9670 |
| S1 |
0.9629 |
0.9629 |
0.9673 |
0.9646 |
| S2 |
0.9578 |
0.9578 |
0.9666 |
|
| S3 |
0.9494 |
0.9545 |
0.9658 |
|
| S4 |
0.9410 |
0.9461 |
0.9635 |
|
|
| 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 |
0.9914 |
|
1.618 |
0.9830 |
|
1.000 |
0.9778 |
|
0.618 |
0.9746 |
|
HIGH |
0.9694 |
|
0.618 |
0.9662 |
|
0.500 |
0.9652 |
|
0.382 |
0.9642 |
|
LOW |
0.9610 |
|
0.618 |
0.9558 |
|
1.000 |
0.9526 |
|
1.618 |
0.9474 |
|
2.618 |
0.9390 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9671 |
0.9663 |
| PP |
0.9662 |
0.9644 |
| S1 |
0.9652 |
0.9626 |
|