CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9432 |
0.9424 |
-0.0008 |
-0.1% |
0.9507 |
| High |
0.9510 |
0.9551 |
0.0041 |
0.4% |
0.9676 |
| Low |
0.9361 |
0.9422 |
0.0061 |
0.7% |
0.9406 |
| Close |
0.9459 |
0.9509 |
0.0050 |
0.5% |
0.9435 |
| Range |
0.0149 |
0.0129 |
-0.0020 |
-13.4% |
0.0270 |
| ATR |
0.0159 |
0.0156 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
128,610 |
108,473 |
-20,137 |
-15.7% |
371,727 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9824 |
0.9580 |
|
| R3 |
0.9752 |
0.9695 |
0.9544 |
|
| R2 |
0.9623 |
0.9623 |
0.9533 |
|
| R1 |
0.9566 |
0.9566 |
0.9521 |
0.9595 |
| PP |
0.9494 |
0.9494 |
0.9494 |
0.9508 |
| S1 |
0.9437 |
0.9437 |
0.9497 |
0.9466 |
| S2 |
0.9365 |
0.9365 |
0.9485 |
|
| S3 |
0.9236 |
0.9308 |
0.9474 |
|
| S4 |
0.9107 |
0.9179 |
0.9438 |
|
|
| 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% |
0.0167 |
1.8% |
47% |
False |
False |
104,589 |
| 10 |
0.9676 |
0.9213 |
0.0463 |
4.9% |
0.0162 |
1.7% |
64% |
False |
False |
100,286 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.1% |
0.0153 |
1.6% |
44% |
False |
False |
106,403 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0144 |
1.5% |
35% |
False |
False |
104,052 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0124 |
1.3% |
35% |
False |
False |
91,270 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0116 |
1.2% |
35% |
False |
False |
71,314 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0111 |
1.2% |
35% |
False |
False |
57,126 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0105 |
1.1% |
35% |
False |
False |
47,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
0.9889 |
|
1.618 |
0.9760 |
|
1.000 |
0.9680 |
|
0.618 |
0.9631 |
|
HIGH |
0.9551 |
|
0.618 |
0.9502 |
|
0.500 |
0.9487 |
|
0.382 |
0.9471 |
|
LOW |
0.9422 |
|
0.618 |
0.9342 |
|
1.000 |
0.9293 |
|
1.618 |
0.9213 |
|
2.618 |
0.9084 |
|
4.250 |
0.8874 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9502 |
0.9509 |
| PP |
0.9494 |
0.9509 |
| S1 |
0.9487 |
0.9509 |
|