CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9326 |
0.9465 |
0.0139 |
1.5% |
0.9485 |
| High |
0.9426 |
0.9475 |
0.0049 |
0.5% |
0.9560 |
| Low |
0.9307 |
0.9451 |
0.0144 |
1.5% |
0.9307 |
| Close |
0.9409 |
0.9458 |
0.0049 |
0.5% |
0.9409 |
| Range |
0.0119 |
0.0024 |
-0.0095 |
-79.8% |
0.0253 |
| ATR |
|
|
|
|
|
| Volume |
15 |
151 |
136 |
906.7% |
103 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9520 |
0.9471 |
|
| R3 |
0.9509 |
0.9496 |
0.9465 |
|
| R2 |
0.9485 |
0.9485 |
0.9462 |
|
| R1 |
0.9472 |
0.9472 |
0.9460 |
0.9467 |
| PP |
0.9461 |
0.9461 |
0.9461 |
0.9459 |
| S1 |
0.9448 |
0.9448 |
0.9456 |
0.9443 |
| S2 |
0.9437 |
0.9437 |
0.9454 |
|
| S3 |
0.9413 |
0.9424 |
0.9451 |
|
| S4 |
0.9389 |
0.9400 |
0.9445 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0050 |
0.9548 |
|
| R3 |
0.9931 |
0.9797 |
0.9479 |
|
| R2 |
0.9678 |
0.9678 |
0.9455 |
|
| R1 |
0.9544 |
0.9544 |
0.9432 |
0.9485 |
| PP |
0.9425 |
0.9425 |
0.9425 |
0.9396 |
| S1 |
0.9291 |
0.9291 |
0.9386 |
0.9232 |
| S2 |
0.9172 |
0.9172 |
0.9363 |
|
| S3 |
0.8919 |
0.9038 |
0.9339 |
|
| S4 |
0.8666 |
0.8785 |
0.9270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9577 |
|
2.618 |
0.9538 |
|
1.618 |
0.9514 |
|
1.000 |
0.9499 |
|
0.618 |
0.9490 |
|
HIGH |
0.9475 |
|
0.618 |
0.9466 |
|
0.500 |
0.9463 |
|
0.382 |
0.9460 |
|
LOW |
0.9451 |
|
0.618 |
0.9436 |
|
1.000 |
0.9427 |
|
1.618 |
0.9412 |
|
2.618 |
0.9388 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9463 |
0.9450 |
| PP |
0.9461 |
0.9442 |
| S1 |
0.9460 |
0.9434 |
|