CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9460 |
0.9528 |
0.0068 |
0.7% |
0.9400 |
| High |
0.9550 |
0.9550 |
0.0000 |
0.0% |
0.9454 |
| Low |
0.9460 |
0.9525 |
0.0065 |
0.7% |
0.9318 |
| Close |
0.9542 |
0.9526 |
-0.0016 |
-0.2% |
0.9380 |
| Range |
0.0090 |
0.0025 |
-0.0065 |
-72.2% |
0.0136 |
| ATR |
0.0083 |
0.0079 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
68 |
98 |
30 |
44.1% |
550 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9609 |
0.9592 |
0.9540 |
|
| R3 |
0.9584 |
0.9567 |
0.9533 |
|
| R2 |
0.9559 |
0.9559 |
0.9531 |
|
| R1 |
0.9542 |
0.9542 |
0.9528 |
0.9538 |
| PP |
0.9534 |
0.9534 |
0.9534 |
0.9532 |
| S1 |
0.9517 |
0.9517 |
0.9524 |
0.9513 |
| S2 |
0.9509 |
0.9509 |
0.9521 |
|
| S3 |
0.9484 |
0.9492 |
0.9519 |
|
| S4 |
0.9459 |
0.9467 |
0.9512 |
|
|
| 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 |
0.9656 |
|
2.618 |
0.9615 |
|
1.618 |
0.9590 |
|
1.000 |
0.9575 |
|
0.618 |
0.9565 |
|
HIGH |
0.9550 |
|
0.618 |
0.9540 |
|
0.500 |
0.9538 |
|
0.382 |
0.9535 |
|
LOW |
0.9525 |
|
0.618 |
0.9510 |
|
1.000 |
0.9500 |
|
1.618 |
0.9485 |
|
2.618 |
0.9460 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9538 |
0.9513 |
| PP |
0.9534 |
0.9501 |
| S1 |
0.9530 |
0.9488 |
|