CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9395 |
0.9333 |
-0.0062 |
-0.7% |
0.9400 |
| High |
0.9395 |
0.9397 |
0.0002 |
0.0% |
0.9454 |
| Low |
0.9318 |
0.9332 |
0.0014 |
0.2% |
0.9318 |
| Close |
0.9342 |
0.9380 |
0.0038 |
0.4% |
0.9380 |
| Range |
0.0077 |
0.0065 |
-0.0012 |
-15.6% |
0.0136 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
50 |
153 |
103 |
206.0% |
550 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9537 |
0.9416 |
|
| R3 |
0.9500 |
0.9472 |
0.9398 |
|
| R2 |
0.9435 |
0.9435 |
0.9392 |
|
| R1 |
0.9407 |
0.9407 |
0.9386 |
0.9421 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9377 |
| S1 |
0.9342 |
0.9342 |
0.9374 |
0.9356 |
| S2 |
0.9305 |
0.9305 |
0.9368 |
|
| S3 |
0.9240 |
0.9277 |
0.9362 |
|
| S4 |
0.9175 |
0.9212 |
0.9344 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9722 |
0.9455 |
|
| R3 |
0.9656 |
0.9586 |
0.9417 |
|
| R2 |
0.9520 |
0.9520 |
0.9405 |
|
| R1 |
0.9450 |
0.9450 |
0.9392 |
0.9417 |
| PP |
0.9384 |
0.9384 |
0.9384 |
0.9368 |
| S1 |
0.9314 |
0.9314 |
0.9368 |
0.9281 |
| S2 |
0.9248 |
0.9248 |
0.9355 |
|
| S3 |
0.9112 |
0.9178 |
0.9343 |
|
| S4 |
0.8976 |
0.9042 |
0.9305 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9673 |
|
2.618 |
0.9567 |
|
1.618 |
0.9502 |
|
1.000 |
0.9462 |
|
0.618 |
0.9437 |
|
HIGH |
0.9397 |
|
0.618 |
0.9372 |
|
0.500 |
0.9365 |
|
0.382 |
0.9357 |
|
LOW |
0.9332 |
|
0.618 |
0.9292 |
|
1.000 |
0.9267 |
|
1.618 |
0.9227 |
|
2.618 |
0.9162 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9375 |
0.9385 |
| PP |
0.9370 |
0.9383 |
| S1 |
0.9365 |
0.9382 |
|