CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9577 |
0.9701 |
0.0124 |
1.3% |
0.9432 |
| High |
0.9721 |
0.9712 |
-0.0009 |
-0.1% |
0.9721 |
| Low |
0.9565 |
0.9625 |
0.0060 |
0.6% |
0.9361 |
| Close |
0.9694 |
0.9640 |
-0.0054 |
-0.6% |
0.9640 |
| Range |
0.0156 |
0.0087 |
-0.0069 |
-44.2% |
0.0360 |
| ATR |
0.0155 |
0.0150 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
84,497 |
69,150 |
-15,347 |
-18.2% |
498,961 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9867 |
0.9688 |
|
| R3 |
0.9833 |
0.9780 |
0.9664 |
|
| R2 |
0.9746 |
0.9746 |
0.9656 |
|
| R1 |
0.9693 |
0.9693 |
0.9648 |
0.9676 |
| PP |
0.9659 |
0.9659 |
0.9659 |
0.9651 |
| S1 |
0.9606 |
0.9606 |
0.9632 |
0.9589 |
| S2 |
0.9572 |
0.9572 |
0.9624 |
|
| S3 |
0.9485 |
0.9519 |
0.9616 |
|
| S4 |
0.9398 |
0.9432 |
0.9592 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0654 |
1.0507 |
0.9838 |
|
| R3 |
1.0294 |
1.0147 |
0.9739 |
|
| R2 |
0.9934 |
0.9934 |
0.9706 |
|
| R1 |
0.9787 |
0.9787 |
0.9673 |
0.9861 |
| PP |
0.9574 |
0.9574 |
0.9574 |
0.9611 |
| S1 |
0.9427 |
0.9427 |
0.9607 |
0.9501 |
| S2 |
0.9214 |
0.9214 |
0.9574 |
|
| S3 |
0.8854 |
0.9067 |
0.9541 |
|
| S4 |
0.8494 |
0.8707 |
0.9442 |
|
|
| 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% |
0.0132 |
1.4% |
78% |
False |
False |
99,792 |
| 10 |
0.9721 |
0.9361 |
0.0360 |
3.7% |
0.0144 |
1.5% |
78% |
False |
False |
97,126 |
| 20 |
0.9794 |
0.9213 |
0.0581 |
6.0% |
0.0157 |
1.6% |
73% |
False |
False |
105,401 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0149 |
1.5% |
50% |
False |
False |
106,266 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0127 |
1.3% |
50% |
False |
False |
92,113 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0118 |
1.2% |
50% |
False |
False |
74,568 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0112 |
1.2% |
50% |
False |
False |
59,741 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.9% |
0.0107 |
1.1% |
50% |
False |
False |
49,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0082 |
|
2.618 |
0.9940 |
|
1.618 |
0.9853 |
|
1.000 |
0.9799 |
|
0.618 |
0.9766 |
|
HIGH |
0.9712 |
|
0.618 |
0.9679 |
|
0.500 |
0.9669 |
|
0.382 |
0.9658 |
|
LOW |
0.9625 |
|
0.618 |
0.9571 |
|
1.000 |
0.9538 |
|
1.618 |
0.9484 |
|
2.618 |
0.9397 |
|
4.250 |
0.9255 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9669 |
0.9631 |
| PP |
0.9659 |
0.9623 |
| S1 |
0.9650 |
0.9614 |
|