CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9435 |
0.0035 |
0.4% |
0.9433 |
| High |
0.9454 |
0.9436 |
-0.0018 |
-0.2% |
0.9527 |
| Low |
0.9383 |
0.9416 |
0.0033 |
0.4% |
0.9399 |
| Close |
0.9436 |
0.9420 |
-0.0016 |
-0.2% |
0.9429 |
| Range |
0.0071 |
0.0020 |
-0.0051 |
-71.8% |
0.0128 |
| ATR |
0.0088 |
0.0083 |
-0.0005 |
-5.5% |
0.0000 |
| Volume |
141 |
192 |
51 |
36.2% |
504 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9484 |
0.9472 |
0.9431 |
|
| R3 |
0.9464 |
0.9452 |
0.9426 |
|
| R2 |
0.9444 |
0.9444 |
0.9424 |
|
| R1 |
0.9432 |
0.9432 |
0.9422 |
0.9428 |
| PP |
0.9424 |
0.9424 |
0.9424 |
0.9422 |
| S1 |
0.9412 |
0.9412 |
0.9418 |
0.9408 |
| S2 |
0.9404 |
0.9404 |
0.9416 |
|
| S3 |
0.9384 |
0.9392 |
0.9415 |
|
| S4 |
0.9364 |
0.9372 |
0.9409 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9836 |
0.9760 |
0.9499 |
|
| R3 |
0.9708 |
0.9632 |
0.9464 |
|
| R2 |
0.9580 |
0.9580 |
0.9452 |
|
| R1 |
0.9504 |
0.9504 |
0.9441 |
0.9478 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9439 |
| S1 |
0.9376 |
0.9376 |
0.9417 |
0.9350 |
| S2 |
0.9324 |
0.9324 |
0.9406 |
|
| S3 |
0.9196 |
0.9248 |
0.9394 |
|
| S4 |
0.9068 |
0.9120 |
0.9359 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9521 |
|
2.618 |
0.9488 |
|
1.618 |
0.9468 |
|
1.000 |
0.9456 |
|
0.618 |
0.9448 |
|
HIGH |
0.9436 |
|
0.618 |
0.9428 |
|
0.500 |
0.9426 |
|
0.382 |
0.9424 |
|
LOW |
0.9416 |
|
0.618 |
0.9404 |
|
1.000 |
0.9396 |
|
1.618 |
0.9384 |
|
2.618 |
0.9364 |
|
4.250 |
0.9331 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9423 |
| PP |
0.9424 |
0.9422 |
| S1 |
0.9422 |
0.9421 |
|