CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9495 |
0.9526 |
0.0031 |
0.3% |
0.9465 |
| High |
0.9495 |
0.9526 |
0.0031 |
0.3% |
0.9602 |
| Low |
0.9489 |
0.9438 |
-0.0051 |
-0.5% |
0.9438 |
| Close |
0.9489 |
0.9439 |
-0.0050 |
-0.5% |
0.9439 |
| Range |
0.0006 |
0.0088 |
0.0082 |
1,366.7% |
0.0164 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
231 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9732 |
0.9673 |
0.9487 |
|
| R3 |
0.9644 |
0.9585 |
0.9463 |
|
| R2 |
0.9556 |
0.9556 |
0.9455 |
|
| R1 |
0.9497 |
0.9497 |
0.9447 |
0.9483 |
| PP |
0.9468 |
0.9468 |
0.9468 |
0.9460 |
| S1 |
0.9409 |
0.9409 |
0.9431 |
0.9395 |
| S2 |
0.9380 |
0.9380 |
0.9423 |
|
| S3 |
0.9292 |
0.9321 |
0.9415 |
|
| S4 |
0.9204 |
0.9233 |
0.9391 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9876 |
0.9529 |
|
| R3 |
0.9821 |
0.9712 |
0.9484 |
|
| R2 |
0.9657 |
0.9657 |
0.9469 |
|
| R1 |
0.9548 |
0.9548 |
0.9454 |
0.9521 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9479 |
| S1 |
0.9384 |
0.9384 |
0.9424 |
0.9357 |
| S2 |
0.9329 |
0.9329 |
0.9409 |
|
| S3 |
0.9165 |
0.9220 |
0.9394 |
|
| S4 |
0.9001 |
0.9056 |
0.9349 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9756 |
|
1.618 |
0.9668 |
|
1.000 |
0.9614 |
|
0.618 |
0.9580 |
|
HIGH |
0.9526 |
|
0.618 |
0.9492 |
|
0.500 |
0.9482 |
|
0.382 |
0.9472 |
|
LOW |
0.9438 |
|
0.618 |
0.9384 |
|
1.000 |
0.9350 |
|
1.618 |
0.9296 |
|
2.618 |
0.9208 |
|
4.250 |
0.9064 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9495 |
| PP |
0.9468 |
0.9476 |
| S1 |
0.9453 |
0.9458 |
|