CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9482 |
0.9624 |
0.0142 |
1.5% |
0.9415 |
| High |
0.9641 |
0.9676 |
0.0035 |
0.4% |
0.9575 |
| Low |
0.9457 |
0.9556 |
0.0099 |
1.0% |
0.9213 |
| Close |
0.9615 |
0.9600 |
-0.0015 |
-0.2% |
0.9513 |
| Range |
0.0184 |
0.0120 |
-0.0064 |
-34.8% |
0.0362 |
| ATR |
0.0155 |
0.0152 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
123,809 |
89,861 |
-33,948 |
-27.4% |
546,301 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9905 |
0.9666 |
|
| R3 |
0.9851 |
0.9785 |
0.9633 |
|
| R2 |
0.9731 |
0.9731 |
0.9622 |
|
| R1 |
0.9665 |
0.9665 |
0.9611 |
0.9638 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9597 |
| S1 |
0.9545 |
0.9545 |
0.9589 |
0.9518 |
| S2 |
0.9491 |
0.9491 |
0.9578 |
|
| S3 |
0.9371 |
0.9425 |
0.9567 |
|
| S4 |
0.9251 |
0.9305 |
0.9534 |
|
|
| 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 |
0.9676 |
0.9337 |
0.0339 |
3.5% |
0.0147 |
1.5% |
78% |
True |
False |
100,163 |
| 10 |
0.9676 |
0.9213 |
0.0463 |
4.8% |
0.0165 |
1.7% |
84% |
True |
False |
116,117 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.1% |
0.0169 |
1.8% |
57% |
False |
False |
117,571 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0138 |
1.4% |
45% |
False |
False |
101,687 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0120 |
1.2% |
45% |
False |
False |
88,582 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0113 |
1.2% |
45% |
False |
False |
67,470 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0109 |
1.1% |
45% |
False |
False |
54,040 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0102 |
1.1% |
45% |
False |
False |
45,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0186 |
|
2.618 |
0.9990 |
|
1.618 |
0.9870 |
|
1.000 |
0.9796 |
|
0.618 |
0.9750 |
|
HIGH |
0.9676 |
|
0.618 |
0.9630 |
|
0.500 |
0.9616 |
|
0.382 |
0.9602 |
|
LOW |
0.9556 |
|
0.618 |
0.9482 |
|
1.000 |
0.9436 |
|
1.618 |
0.9362 |
|
2.618 |
0.9242 |
|
4.250 |
0.9046 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9589 |
| PP |
0.9611 |
0.9578 |
| S1 |
0.9605 |
0.9567 |
|