CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9557 |
0.9615 |
0.0058 |
0.6% |
0.9545 |
| High |
0.9651 |
0.9664 |
0.0013 |
0.1% |
0.9637 |
| Low |
0.9557 |
0.9612 |
0.0055 |
0.6% |
0.9455 |
| Close |
0.9593 |
0.9618 |
0.0025 |
0.3% |
0.9561 |
| Range |
0.0094 |
0.0052 |
-0.0042 |
-44.7% |
0.0182 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
105 |
167 |
62 |
59.0% |
431 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9755 |
0.9647 |
|
| R3 |
0.9735 |
0.9703 |
0.9632 |
|
| R2 |
0.9683 |
0.9683 |
0.9628 |
|
| R1 |
0.9651 |
0.9651 |
0.9623 |
0.9667 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9640 |
| S1 |
0.9599 |
0.9599 |
0.9613 |
0.9615 |
| S2 |
0.9579 |
0.9579 |
0.9608 |
|
| S3 |
0.9527 |
0.9547 |
0.9604 |
|
| S4 |
0.9475 |
0.9495 |
0.9589 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0011 |
0.9661 |
|
| R3 |
0.9915 |
0.9829 |
0.9611 |
|
| R2 |
0.9733 |
0.9733 |
0.9594 |
|
| R1 |
0.9647 |
0.9647 |
0.9578 |
0.9690 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9573 |
| S1 |
0.9465 |
0.9465 |
0.9544 |
0.9508 |
| S2 |
0.9369 |
0.9369 |
0.9528 |
|
| S3 |
0.9187 |
0.9283 |
0.9511 |
|
| S4 |
0.9005 |
0.9101 |
0.9461 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9885 |
|
2.618 |
0.9800 |
|
1.618 |
0.9748 |
|
1.000 |
0.9716 |
|
0.618 |
0.9696 |
|
HIGH |
0.9664 |
|
0.618 |
0.9644 |
|
0.500 |
0.9638 |
|
0.382 |
0.9632 |
|
LOW |
0.9612 |
|
0.618 |
0.9580 |
|
1.000 |
0.9560 |
|
1.618 |
0.9528 |
|
2.618 |
0.9476 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9601 |
| PP |
0.9631 |
0.9585 |
| S1 |
0.9625 |
0.9568 |
|