CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9725 |
0.0045 |
0.5% |
0.9557 |
| High |
0.9707 |
0.9740 |
0.0033 |
0.3% |
0.9707 |
| Low |
0.9636 |
0.9668 |
0.0032 |
0.3% |
0.9557 |
| Close |
0.9690 |
0.9677 |
-0.0013 |
-0.1% |
0.9690 |
| Range |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0150 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
439 |
551 |
112 |
25.5% |
1,238 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9866 |
0.9717 |
|
| R3 |
0.9839 |
0.9794 |
0.9697 |
|
| R2 |
0.9767 |
0.9767 |
0.9690 |
|
| R1 |
0.9722 |
0.9722 |
0.9684 |
0.9709 |
| PP |
0.9695 |
0.9695 |
0.9695 |
0.9688 |
| S1 |
0.9650 |
0.9650 |
0.9670 |
0.9637 |
| S2 |
0.9623 |
0.9623 |
0.9664 |
|
| S3 |
0.9551 |
0.9578 |
0.9657 |
|
| S4 |
0.9479 |
0.9506 |
0.9637 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0046 |
0.9773 |
|
| R3 |
0.9951 |
0.9896 |
0.9731 |
|
| R2 |
0.9801 |
0.9801 |
0.9718 |
|
| R1 |
0.9746 |
0.9746 |
0.9704 |
0.9774 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9665 |
| S1 |
0.9596 |
0.9596 |
0.9676 |
0.9624 |
| S2 |
0.9501 |
0.9501 |
0.9663 |
|
| S3 |
0.9351 |
0.9446 |
0.9649 |
|
| S4 |
0.9201 |
0.9296 |
0.9608 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0046 |
|
2.618 |
0.9928 |
|
1.618 |
0.9856 |
|
1.000 |
0.9812 |
|
0.618 |
0.9784 |
|
HIGH |
0.9740 |
|
0.618 |
0.9712 |
|
0.500 |
0.9704 |
|
0.382 |
0.9696 |
|
LOW |
0.9668 |
|
0.618 |
0.9624 |
|
1.000 |
0.9596 |
|
1.618 |
0.9552 |
|
2.618 |
0.9480 |
|
4.250 |
0.9362 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9688 |
| PP |
0.9695 |
0.9684 |
| S1 |
0.9686 |
0.9681 |
|