CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9608 |
0.9432 |
-0.0176 |
-1.8% |
0.9507 |
| High |
0.9657 |
0.9510 |
-0.0147 |
-1.5% |
0.9676 |
| Low |
0.9406 |
0.9361 |
-0.0045 |
-0.5% |
0.9406 |
| Close |
0.9435 |
0.9459 |
0.0024 |
0.3% |
0.9435 |
| Range |
0.0251 |
0.0149 |
-0.0102 |
-40.6% |
0.0270 |
| ATR |
0.0159 |
0.0159 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
72,193 |
128,610 |
56,417 |
78.1% |
371,727 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9824 |
0.9541 |
|
| R3 |
0.9741 |
0.9675 |
0.9500 |
|
| R2 |
0.9592 |
0.9592 |
0.9486 |
|
| R1 |
0.9526 |
0.9526 |
0.9473 |
0.9559 |
| PP |
0.9443 |
0.9443 |
0.9443 |
0.9460 |
| S1 |
0.9377 |
0.9377 |
0.9445 |
0.9410 |
| S2 |
0.9294 |
0.9294 |
0.9432 |
|
| S3 |
0.9145 |
0.9228 |
0.9418 |
|
| S4 |
0.8996 |
0.9079 |
0.9377 |
|
|
| 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 |
0.9361 |
0.0315 |
3.3% |
0.0168 |
1.8% |
31% |
False |
True |
100,067 |
| 10 |
0.9676 |
0.9213 |
0.0463 |
4.9% |
0.0160 |
1.7% |
53% |
False |
False |
104,663 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.2% |
0.0157 |
1.7% |
36% |
False |
False |
110,693 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0143 |
1.5% |
29% |
False |
False |
103,144 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0124 |
1.3% |
29% |
False |
False |
90,673 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0115 |
1.2% |
29% |
False |
False |
69,968 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0111 |
1.2% |
29% |
False |
False |
56,043 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0104 |
1.1% |
29% |
False |
False |
46,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
0.9900 |
|
1.618 |
0.9751 |
|
1.000 |
0.9659 |
|
0.618 |
0.9602 |
|
HIGH |
0.9510 |
|
0.618 |
0.9453 |
|
0.500 |
0.9436 |
|
0.382 |
0.9418 |
|
LOW |
0.9361 |
|
0.618 |
0.9269 |
|
1.000 |
0.9212 |
|
1.618 |
0.9120 |
|
2.618 |
0.8971 |
|
4.250 |
0.8728 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9451 |
0.9519 |
| PP |
0.9443 |
0.9499 |
| S1 |
0.9436 |
0.9479 |
|