CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9424 |
0.9544 |
0.0120 |
1.3% |
0.9507 |
| High |
0.9551 |
0.9648 |
0.0097 |
1.0% |
0.9676 |
| Low |
0.9422 |
0.9507 |
0.0085 |
0.9% |
0.9406 |
| Close |
0.9509 |
0.9575 |
0.0066 |
0.7% |
0.9435 |
| Range |
0.0129 |
0.0141 |
0.0012 |
9.3% |
0.0270 |
| ATR |
0.0156 |
0.0155 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
108,473 |
108,231 |
-242 |
-0.2% |
371,727 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9928 |
0.9653 |
|
| R3 |
0.9859 |
0.9787 |
0.9614 |
|
| R2 |
0.9718 |
0.9718 |
0.9601 |
|
| R1 |
0.9646 |
0.9646 |
0.9588 |
0.9682 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9595 |
| S1 |
0.9505 |
0.9505 |
0.9562 |
0.9541 |
| S2 |
0.9436 |
0.9436 |
0.9549 |
|
| S3 |
0.9295 |
0.9364 |
0.9536 |
|
| S4 |
0.9154 |
0.9223 |
0.9497 |
|
|
| 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% |
0.0158 |
1.7% |
68% |
False |
False |
101,473 |
| 10 |
0.9676 |
0.9296 |
0.0380 |
4.0% |
0.0156 |
1.6% |
73% |
False |
False |
104,489 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.1% |
0.0154 |
1.6% |
53% |
False |
False |
106,449 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0146 |
1.5% |
42% |
False |
False |
105,288 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0125 |
1.3% |
42% |
False |
False |
91,540 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0117 |
1.2% |
42% |
False |
False |
72,662 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0112 |
1.2% |
42% |
False |
False |
58,207 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0106 |
1.1% |
42% |
False |
False |
48,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0247 |
|
2.618 |
1.0017 |
|
1.618 |
0.9876 |
|
1.000 |
0.9789 |
|
0.618 |
0.9735 |
|
HIGH |
0.9648 |
|
0.618 |
0.9594 |
|
0.500 |
0.9578 |
|
0.382 |
0.9561 |
|
LOW |
0.9507 |
|
0.618 |
0.9420 |
|
1.000 |
0.9366 |
|
1.618 |
0.9279 |
|
2.618 |
0.9138 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9578 |
0.9552 |
| PP |
0.9577 |
0.9528 |
| S1 |
0.9576 |
0.9505 |
|