CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9544 |
0.9577 |
0.0033 |
0.3% |
0.9507 |
| High |
0.9648 |
0.9721 |
0.0073 |
0.8% |
0.9676 |
| Low |
0.9507 |
0.9565 |
0.0058 |
0.6% |
0.9406 |
| Close |
0.9575 |
0.9694 |
0.0119 |
1.2% |
0.9435 |
| Range |
0.0141 |
0.0156 |
0.0015 |
10.6% |
0.0270 |
| ATR |
0.0155 |
0.0155 |
0.0000 |
0.0% |
0.0000 |
| Volume |
108,231 |
84,497 |
-23,734 |
-21.9% |
371,727 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0067 |
0.9780 |
|
| R3 |
0.9972 |
0.9911 |
0.9737 |
|
| R2 |
0.9816 |
0.9816 |
0.9723 |
|
| R1 |
0.9755 |
0.9755 |
0.9708 |
0.9786 |
| PP |
0.9660 |
0.9660 |
0.9660 |
0.9675 |
| S1 |
0.9599 |
0.9599 |
0.9680 |
0.9630 |
| S2 |
0.9504 |
0.9504 |
0.9665 |
|
| S3 |
0.9348 |
0.9443 |
0.9651 |
|
| S4 |
0.9192 |
0.9287 |
0.9608 |
|
|
| 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 |
0.9721 |
0.9361 |
0.0360 |
3.7% |
0.0165 |
1.7% |
93% |
True |
False |
100,400 |
| 10 |
0.9721 |
0.9337 |
0.0384 |
4.0% |
0.0156 |
1.6% |
93% |
True |
False |
100,282 |
| 20 |
0.9891 |
0.9213 |
0.0678 |
7.0% |
0.0157 |
1.6% |
71% |
False |
False |
105,683 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0149 |
1.5% |
56% |
False |
False |
106,078 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0127 |
1.3% |
56% |
False |
False |
91,948 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0118 |
1.2% |
56% |
False |
False |
73,714 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0112 |
1.2% |
56% |
False |
False |
59,051 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0106 |
1.1% |
56% |
False |
False |
49,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0129 |
|
1.618 |
0.9973 |
|
1.000 |
0.9877 |
|
0.618 |
0.9817 |
|
HIGH |
0.9721 |
|
0.618 |
0.9661 |
|
0.500 |
0.9643 |
|
0.382 |
0.9625 |
|
LOW |
0.9565 |
|
0.618 |
0.9469 |
|
1.000 |
0.9409 |
|
1.618 |
0.9313 |
|
2.618 |
0.9157 |
|
4.250 |
0.8902 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9677 |
0.9653 |
| PP |
0.9660 |
0.9612 |
| S1 |
0.9643 |
0.9572 |
|