CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9841 |
0.0016 |
0.2% |
0.9760 |
| High |
0.9875 |
0.9887 |
0.0012 |
0.1% |
0.9945 |
| Low |
0.9820 |
0.9841 |
0.0021 |
0.2% |
0.9677 |
| Close |
0.9853 |
0.9851 |
-0.0002 |
0.0% |
0.9908 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-16.4% |
0.0268 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
180 |
45 |
-135 |
-75.0% |
373 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9970 |
0.9876 |
|
| R3 |
0.9952 |
0.9924 |
0.9864 |
|
| R2 |
0.9906 |
0.9906 |
0.9859 |
|
| R1 |
0.9878 |
0.9878 |
0.9855 |
0.9892 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9867 |
| S1 |
0.9832 |
0.9832 |
0.9847 |
0.9846 |
| S2 |
0.9814 |
0.9814 |
0.9843 |
|
| S3 |
0.9768 |
0.9786 |
0.9838 |
|
| S4 |
0.9722 |
0.9740 |
0.9826 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0546 |
1.0055 |
|
| R3 |
1.0379 |
1.0278 |
0.9982 |
|
| R2 |
1.0111 |
1.0111 |
0.9957 |
|
| R1 |
1.0010 |
1.0010 |
0.9933 |
1.0061 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9869 |
| S1 |
0.9742 |
0.9742 |
0.9883 |
0.9793 |
| S2 |
0.9575 |
0.9575 |
0.9859 |
|
| S3 |
0.9307 |
0.9474 |
0.9834 |
|
| S4 |
0.9039 |
0.9206 |
0.9761 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0083 |
|
2.618 |
1.0007 |
|
1.618 |
0.9961 |
|
1.000 |
0.9933 |
|
0.618 |
0.9915 |
|
HIGH |
0.9887 |
|
0.618 |
0.9869 |
|
0.500 |
0.9864 |
|
0.382 |
0.9859 |
|
LOW |
0.9841 |
|
0.618 |
0.9813 |
|
1.000 |
0.9795 |
|
1.618 |
0.9767 |
|
2.618 |
0.9721 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9864 |
0.9875 |
| PP |
0.9860 |
0.9867 |
| S1 |
0.9855 |
0.9859 |
|