CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9507 |
0.9482 |
-0.0025 |
-0.3% |
0.9415 |
| High |
0.9601 |
0.9641 |
0.0040 |
0.4% |
0.9575 |
| Low |
0.9466 |
0.9457 |
-0.0009 |
-0.1% |
0.9213 |
| Close |
0.9521 |
0.9615 |
0.0094 |
1.0% |
0.9513 |
| Range |
0.0135 |
0.0184 |
0.0049 |
36.3% |
0.0362 |
| ATR |
0.0152 |
0.0155 |
0.0002 |
1.5% |
0.0000 |
| Volume |
85,864 |
123,809 |
37,945 |
44.2% |
546,301 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0053 |
0.9716 |
|
| R3 |
0.9939 |
0.9869 |
0.9666 |
|
| R2 |
0.9755 |
0.9755 |
0.9649 |
|
| R1 |
0.9685 |
0.9685 |
0.9632 |
0.9720 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9589 |
| S1 |
0.9501 |
0.9501 |
0.9598 |
0.9536 |
| S2 |
0.9387 |
0.9387 |
0.9581 |
|
| S3 |
0.9203 |
0.9317 |
0.9564 |
|
| S4 |
0.9019 |
0.9133 |
0.9514 |
|
|
| 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 |
0.9641 |
0.9296 |
0.0345 |
3.6% |
0.0154 |
1.6% |
92% |
True |
False |
107,504 |
| 10 |
0.9641 |
0.9213 |
0.0428 |
4.5% |
0.0167 |
1.7% |
94% |
True |
False |
116,415 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.1% |
0.0169 |
1.8% |
59% |
False |
False |
118,205 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0137 |
1.4% |
47% |
False |
False |
100,889 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0119 |
1.2% |
47% |
False |
False |
87,491 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0112 |
1.2% |
47% |
False |
False |
66,352 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0108 |
1.1% |
47% |
False |
False |
53,147 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0101 |
1.0% |
47% |
False |
False |
44,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0123 |
|
1.618 |
0.9939 |
|
1.000 |
0.9825 |
|
0.618 |
0.9755 |
|
HIGH |
0.9641 |
|
0.618 |
0.9571 |
|
0.500 |
0.9549 |
|
0.382 |
0.9527 |
|
LOW |
0.9457 |
|
0.618 |
0.9343 |
|
1.000 |
0.9273 |
|
1.618 |
0.9159 |
|
2.618 |
0.8975 |
|
4.250 |
0.8675 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9593 |
0.9593 |
| PP |
0.9571 |
0.9571 |
| S1 |
0.9549 |
0.9549 |
|