CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9686 |
0.9680 |
-0.0006 |
-0.1% |
0.9557 |
| High |
0.9701 |
0.9707 |
0.0006 |
0.1% |
0.9707 |
| Low |
0.9644 |
0.9636 |
-0.0008 |
-0.1% |
0.9557 |
| Close |
0.9670 |
0.9690 |
0.0020 |
0.2% |
0.9690 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0150 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
340 |
439 |
99 |
29.1% |
1,238 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9891 |
0.9861 |
0.9729 |
|
| R3 |
0.9820 |
0.9790 |
0.9710 |
|
| R2 |
0.9749 |
0.9749 |
0.9703 |
|
| R1 |
0.9719 |
0.9719 |
0.9697 |
0.9734 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9685 |
| S1 |
0.9648 |
0.9648 |
0.9683 |
0.9663 |
| S2 |
0.9607 |
0.9607 |
0.9677 |
|
| S3 |
0.9536 |
0.9577 |
0.9670 |
|
| S4 |
0.9465 |
0.9506 |
0.9651 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0046 |
0.9773 |
|
| R3 |
0.9951 |
0.9896 |
0.9731 |
|
| R2 |
0.9801 |
0.9801 |
0.9718 |
|
| R1 |
0.9746 |
0.9746 |
0.9704 |
0.9774 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9665 |
| S1 |
0.9596 |
0.9596 |
0.9676 |
0.9624 |
| S2 |
0.9501 |
0.9501 |
0.9663 |
|
| S3 |
0.9351 |
0.9446 |
0.9649 |
|
| S4 |
0.9201 |
0.9296 |
0.9608 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
0.9893 |
|
1.618 |
0.9822 |
|
1.000 |
0.9778 |
|
0.618 |
0.9751 |
|
HIGH |
0.9707 |
|
0.618 |
0.9680 |
|
0.500 |
0.9672 |
|
0.382 |
0.9663 |
|
LOW |
0.9636 |
|
0.618 |
0.9592 |
|
1.000 |
0.9565 |
|
1.618 |
0.9521 |
|
2.618 |
0.9450 |
|
4.250 |
0.9334 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9680 |
| PP |
0.9678 |
0.9669 |
| S1 |
0.9672 |
0.9659 |
|