CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9686 |
0.0076 |
0.8% |
0.9545 |
| High |
0.9694 |
0.9701 |
0.0007 |
0.1% |
0.9637 |
| Low |
0.9610 |
0.9644 |
0.0034 |
0.4% |
0.9455 |
| Close |
0.9681 |
0.9670 |
-0.0011 |
-0.1% |
0.9561 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.1% |
0.0182 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
187 |
340 |
153 |
81.8% |
431 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9813 |
0.9701 |
|
| R3 |
0.9786 |
0.9756 |
0.9686 |
|
| R2 |
0.9729 |
0.9729 |
0.9680 |
|
| R1 |
0.9699 |
0.9699 |
0.9675 |
0.9686 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9665 |
| S1 |
0.9642 |
0.9642 |
0.9665 |
0.9629 |
| S2 |
0.9615 |
0.9615 |
0.9660 |
|
| S3 |
0.9558 |
0.9585 |
0.9654 |
|
| S4 |
0.9501 |
0.9528 |
0.9639 |
|
|
| 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 |
0.9943 |
|
2.618 |
0.9850 |
|
1.618 |
0.9793 |
|
1.000 |
0.9758 |
|
0.618 |
0.9736 |
|
HIGH |
0.9701 |
|
0.618 |
0.9679 |
|
0.500 |
0.9673 |
|
0.382 |
0.9666 |
|
LOW |
0.9644 |
|
0.618 |
0.9609 |
|
1.000 |
0.9587 |
|
1.618 |
0.9552 |
|
2.618 |
0.9495 |
|
4.250 |
0.9402 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9665 |
| PP |
0.9672 |
0.9660 |
| S1 |
0.9671 |
0.9656 |
|