CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9655 |
-0.0070 |
-0.7% |
0.9557 |
| High |
0.9740 |
0.9691 |
-0.0049 |
-0.5% |
0.9707 |
| Low |
0.9668 |
0.9602 |
-0.0066 |
-0.7% |
0.9557 |
| Close |
0.9677 |
0.9633 |
-0.0044 |
-0.5% |
0.9690 |
| Range |
0.0072 |
0.0089 |
0.0017 |
23.6% |
0.0150 |
| ATR |
0.0079 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
551 |
262 |
-289 |
-52.5% |
1,238 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9909 |
0.9860 |
0.9682 |
|
| R3 |
0.9820 |
0.9771 |
0.9657 |
|
| R2 |
0.9731 |
0.9731 |
0.9649 |
|
| R1 |
0.9682 |
0.9682 |
0.9641 |
0.9662 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9632 |
| S1 |
0.9593 |
0.9593 |
0.9625 |
0.9573 |
| S2 |
0.9553 |
0.9553 |
0.9617 |
|
| S3 |
0.9464 |
0.9504 |
0.9609 |
|
| S4 |
0.9375 |
0.9415 |
0.9584 |
|
|
| 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 |
1.0069 |
|
2.618 |
0.9924 |
|
1.618 |
0.9835 |
|
1.000 |
0.9780 |
|
0.618 |
0.9746 |
|
HIGH |
0.9691 |
|
0.618 |
0.9657 |
|
0.500 |
0.9647 |
|
0.382 |
0.9636 |
|
LOW |
0.9602 |
|
0.618 |
0.9547 |
|
1.000 |
0.9513 |
|
1.618 |
0.9458 |
|
2.618 |
0.9369 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9647 |
0.9671 |
| PP |
0.9642 |
0.9658 |
| S1 |
0.9638 |
0.9646 |
|