CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9367 |
0.9440 |
0.0073 |
0.8% |
0.9400 |
| High |
0.9478 |
0.9481 |
0.0003 |
0.0% |
0.9454 |
| Low |
0.9350 |
0.9426 |
0.0076 |
0.8% |
0.9318 |
| Close |
0.9421 |
0.9472 |
0.0051 |
0.5% |
0.9380 |
| Range |
0.0128 |
0.0055 |
-0.0073 |
-57.0% |
0.0136 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
73 |
65 |
-8 |
-11.0% |
550 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9603 |
0.9502 |
|
| R3 |
0.9570 |
0.9548 |
0.9487 |
|
| R2 |
0.9515 |
0.9515 |
0.9482 |
|
| R1 |
0.9493 |
0.9493 |
0.9477 |
0.9504 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9465 |
| S1 |
0.9438 |
0.9438 |
0.9467 |
0.9449 |
| S2 |
0.9405 |
0.9405 |
0.9462 |
|
| S3 |
0.9350 |
0.9383 |
0.9457 |
|
| S4 |
0.9295 |
0.9328 |
0.9442 |
|
|
| 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 |
0.9715 |
|
2.618 |
0.9625 |
|
1.618 |
0.9570 |
|
1.000 |
0.9536 |
|
0.618 |
0.9515 |
|
HIGH |
0.9481 |
|
0.618 |
0.9460 |
|
0.500 |
0.9454 |
|
0.382 |
0.9447 |
|
LOW |
0.9426 |
|
0.618 |
0.9392 |
|
1.000 |
0.9371 |
|
1.618 |
0.9337 |
|
2.618 |
0.9282 |
|
4.250 |
0.9192 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9466 |
0.9450 |
| PP |
0.9460 |
0.9428 |
| S1 |
0.9454 |
0.9407 |
|