CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9343 |
0.9529 |
0.0186 |
2.0% |
0.9415 |
| High |
0.9542 |
0.9575 |
0.0033 |
0.3% |
0.9575 |
| Low |
0.9337 |
0.9483 |
0.0146 |
1.6% |
0.9213 |
| Close |
0.9520 |
0.9513 |
-0.0007 |
-0.1% |
0.9513 |
| Range |
0.0205 |
0.0092 |
-0.0113 |
-55.1% |
0.0362 |
| ATR |
0.0159 |
0.0154 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
100,709 |
100,576 |
-133 |
-0.1% |
546,301 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9800 |
0.9748 |
0.9564 |
|
| R3 |
0.9708 |
0.9656 |
0.9538 |
|
| R2 |
0.9616 |
0.9616 |
0.9530 |
|
| R1 |
0.9564 |
0.9564 |
0.9521 |
0.9544 |
| PP |
0.9524 |
0.9524 |
0.9524 |
0.9514 |
| S1 |
0.9472 |
0.9472 |
0.9505 |
0.9452 |
| S2 |
0.9432 |
0.9432 |
0.9496 |
|
| S3 |
0.9340 |
0.9380 |
0.9488 |
|
| S4 |
0.9248 |
0.9288 |
0.9462 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0378 |
0.9712 |
|
| R3 |
1.0158 |
1.0016 |
0.9613 |
|
| R2 |
0.9796 |
0.9796 |
0.9579 |
|
| R1 |
0.9654 |
0.9654 |
0.9546 |
0.9725 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9469 |
| S1 |
0.9292 |
0.9292 |
0.9480 |
0.9363 |
| S2 |
0.9072 |
0.9072 |
0.9447 |
|
| S3 |
0.8710 |
0.8930 |
0.9413 |
|
| S4 |
0.8348 |
0.8568 |
0.9314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9575 |
0.9213 |
0.0362 |
3.8% |
0.0153 |
1.6% |
83% |
True |
False |
109,260 |
| 10 |
0.9760 |
0.9213 |
0.0547 |
5.8% |
0.0162 |
1.7% |
55% |
False |
False |
116,073 |
| 20 |
0.9900 |
0.9213 |
0.0687 |
7.2% |
0.0165 |
1.7% |
44% |
False |
False |
115,681 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0132 |
1.4% |
35% |
False |
False |
96,801 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0115 |
1.2% |
35% |
False |
False |
84,553 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0111 |
1.2% |
35% |
False |
False |
63,745 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0106 |
1.1% |
35% |
False |
False |
51,058 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0100 |
1.0% |
35% |
False |
False |
42,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9966 |
|
2.618 |
0.9816 |
|
1.618 |
0.9724 |
|
1.000 |
0.9667 |
|
0.618 |
0.9632 |
|
HIGH |
0.9575 |
|
0.618 |
0.9540 |
|
0.500 |
0.9529 |
|
0.382 |
0.9518 |
|
LOW |
0.9483 |
|
0.618 |
0.9426 |
|
1.000 |
0.9391 |
|
1.618 |
0.9334 |
|
2.618 |
0.9242 |
|
4.250 |
0.9092 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9529 |
0.9487 |
| PP |
0.9524 |
0.9461 |
| S1 |
0.9518 |
0.9436 |
|