CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9701 |
0.9668 |
-0.0033 |
-0.3% |
0.9432 |
| High |
0.9712 |
0.9781 |
0.0069 |
0.7% |
0.9721 |
| Low |
0.9625 |
0.9668 |
0.0043 |
0.4% |
0.9361 |
| Close |
0.9640 |
0.9707 |
0.0067 |
0.7% |
0.9640 |
| Range |
0.0087 |
0.0113 |
0.0026 |
29.9% |
0.0360 |
| ATR |
0.0150 |
0.0150 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
69,150 |
23,635 |
-45,515 |
-65.8% |
498,961 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0058 |
0.9995 |
0.9769 |
|
| R3 |
0.9945 |
0.9882 |
0.9738 |
|
| R2 |
0.9832 |
0.9832 |
0.9728 |
|
| R1 |
0.9769 |
0.9769 |
0.9717 |
0.9801 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9734 |
| S1 |
0.9656 |
0.9656 |
0.9697 |
0.9688 |
| S2 |
0.9606 |
0.9606 |
0.9686 |
|
| S3 |
0.9493 |
0.9543 |
0.9676 |
|
| S4 |
0.9380 |
0.9430 |
0.9645 |
|
|
| 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 |
0.9781 |
0.9422 |
0.0359 |
3.7% |
0.0125 |
1.3% |
79% |
True |
False |
78,797 |
| 10 |
0.9781 |
0.9361 |
0.0420 |
4.3% |
0.0147 |
1.5% |
82% |
True |
False |
89,432 |
| 20 |
0.9781 |
0.9213 |
0.0568 |
5.9% |
0.0154 |
1.6% |
87% |
True |
False |
102,753 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0148 |
1.5% |
58% |
False |
False |
105,519 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0128 |
1.3% |
58% |
False |
False |
91,537 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0119 |
1.2% |
58% |
False |
False |
74,858 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0112 |
1.2% |
58% |
False |
False |
59,974 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0106 |
1.1% |
58% |
False |
False |
50,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0261 |
|
2.618 |
1.0077 |
|
1.618 |
0.9964 |
|
1.000 |
0.9894 |
|
0.618 |
0.9851 |
|
HIGH |
0.9781 |
|
0.618 |
0.9738 |
|
0.500 |
0.9725 |
|
0.382 |
0.9711 |
|
LOW |
0.9668 |
|
0.618 |
0.9598 |
|
1.000 |
0.9555 |
|
1.618 |
0.9485 |
|
2.618 |
0.9372 |
|
4.250 |
0.9188 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9725 |
0.9696 |
| PP |
0.9719 |
0.9684 |
| S1 |
0.9713 |
0.9673 |
|