CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9624 |
0.9608 |
-0.0016 |
-0.2% |
0.9507 |
| High |
0.9676 |
0.9657 |
-0.0019 |
-0.2% |
0.9676 |
| Low |
0.9556 |
0.9406 |
-0.0150 |
-1.6% |
0.9406 |
| Close |
0.9600 |
0.9435 |
-0.0165 |
-1.7% |
0.9435 |
| Range |
0.0120 |
0.0251 |
0.0131 |
109.2% |
0.0270 |
| ATR |
0.0152 |
0.0159 |
0.0007 |
4.6% |
0.0000 |
| Volume |
89,861 |
72,193 |
-17,668 |
-19.7% |
371,727 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0095 |
0.9573 |
|
| R3 |
1.0001 |
0.9844 |
0.9504 |
|
| R2 |
0.9750 |
0.9750 |
0.9481 |
|
| R1 |
0.9593 |
0.9593 |
0.9458 |
0.9546 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9476 |
| S1 |
0.9342 |
0.9342 |
0.9412 |
0.9295 |
| S2 |
0.9248 |
0.9248 |
0.9389 |
|
| S3 |
0.8997 |
0.9091 |
0.9366 |
|
| S4 |
0.8746 |
0.8840 |
0.9297 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0145 |
0.9584 |
|
| R3 |
1.0046 |
0.9875 |
0.9509 |
|
| R2 |
0.9776 |
0.9776 |
0.9485 |
|
| R1 |
0.9605 |
0.9605 |
0.9460 |
0.9556 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9481 |
| S1 |
0.9335 |
0.9335 |
0.9410 |
0.9286 |
| S2 |
0.9236 |
0.9236 |
0.9386 |
|
| S3 |
0.8966 |
0.9065 |
0.9361 |
|
| S4 |
0.8696 |
0.8795 |
0.9287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9676 |
0.9406 |
0.0270 |
2.9% |
0.0156 |
1.7% |
11% |
False |
True |
94,460 |
| 10 |
0.9676 |
0.9213 |
0.0463 |
4.9% |
0.0163 |
1.7% |
48% |
False |
False |
109,432 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.2% |
0.0160 |
1.7% |
33% |
False |
False |
115,301 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0142 |
1.5% |
26% |
False |
False |
101,633 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0123 |
1.3% |
26% |
False |
False |
89,347 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0115 |
1.2% |
26% |
False |
False |
68,366 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0110 |
1.2% |
26% |
False |
False |
54,759 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0103 |
1.1% |
26% |
False |
False |
45,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0314 |
|
1.618 |
1.0063 |
|
1.000 |
0.9908 |
|
0.618 |
0.9812 |
|
HIGH |
0.9657 |
|
0.618 |
0.9561 |
|
0.500 |
0.9532 |
|
0.382 |
0.9502 |
|
LOW |
0.9406 |
|
0.618 |
0.9251 |
|
1.000 |
0.9155 |
|
1.618 |
0.9000 |
|
2.618 |
0.8749 |
|
4.250 |
0.8339 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9532 |
0.9541 |
| PP |
0.9499 |
0.9506 |
| S1 |
0.9467 |
0.9470 |
|