CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9893 |
0.9965 |
0.0072 |
0.7% |
0.9893 |
| High |
0.9955 |
0.9965 |
0.0010 |
0.1% |
0.9985 |
| Low |
0.9886 |
0.9912 |
0.0026 |
0.3% |
0.9886 |
| Close |
0.9943 |
0.9925 |
-0.0018 |
-0.2% |
0.9925 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0099 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
12 |
11 |
-1 |
-8.3% |
524 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0062 |
0.9954 |
|
| R3 |
1.0040 |
1.0009 |
0.9940 |
|
| R2 |
0.9987 |
0.9987 |
0.9935 |
|
| R1 |
0.9956 |
0.9956 |
0.9930 |
0.9945 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9929 |
| S1 |
0.9903 |
0.9903 |
0.9920 |
0.9892 |
| S2 |
0.9881 |
0.9881 |
0.9915 |
|
| S3 |
0.9828 |
0.9850 |
0.9910 |
|
| S4 |
0.9775 |
0.9797 |
0.9896 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0176 |
0.9979 |
|
| R3 |
1.0130 |
1.0077 |
0.9952 |
|
| R2 |
1.0031 |
1.0031 |
0.9943 |
|
| R1 |
0.9978 |
0.9978 |
0.9934 |
1.0005 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9945 |
| S1 |
0.9879 |
0.9879 |
0.9916 |
0.9906 |
| S2 |
0.9833 |
0.9833 |
0.9907 |
|
| S3 |
0.9734 |
0.9780 |
0.9898 |
|
| S4 |
0.9635 |
0.9681 |
0.9871 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0104 |
|
1.618 |
1.0051 |
|
1.000 |
1.0018 |
|
0.618 |
0.9998 |
|
HIGH |
0.9965 |
|
0.618 |
0.9945 |
|
0.500 |
0.9939 |
|
0.382 |
0.9932 |
|
LOW |
0.9912 |
|
0.618 |
0.9879 |
|
1.000 |
0.9859 |
|
1.618 |
0.9826 |
|
2.618 |
0.9773 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9926 |
| PP |
0.9934 |
0.9925 |
| S1 |
0.9930 |
0.9925 |
|