CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9528 |
0.9480 |
-0.0048 |
-0.5% |
0.9408 |
| High |
0.9566 |
0.9598 |
0.0032 |
0.3% |
0.9566 |
| Low |
0.9477 |
0.9461 |
-0.0016 |
-0.2% |
0.9222 |
| Close |
0.9509 |
0.9516 |
0.0007 |
0.1% |
0.9509 |
| Range |
0.0089 |
0.0137 |
0.0048 |
53.9% |
0.0344 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
2,952 |
1,706 |
-1,246 |
-42.2% |
9,034 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9863 |
0.9591 |
|
| R3 |
0.9799 |
0.9726 |
0.9554 |
|
| R2 |
0.9662 |
0.9662 |
0.9541 |
|
| R1 |
0.9589 |
0.9589 |
0.9529 |
0.9626 |
| PP |
0.9525 |
0.9525 |
0.9525 |
0.9543 |
| S1 |
0.9452 |
0.9452 |
0.9503 |
0.9489 |
| S2 |
0.9388 |
0.9388 |
0.9491 |
|
| S3 |
0.9251 |
0.9315 |
0.9478 |
|
| S4 |
0.9114 |
0.9178 |
0.9441 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0331 |
0.9698 |
|
| R3 |
1.0120 |
0.9987 |
0.9604 |
|
| R2 |
0.9776 |
0.9776 |
0.9572 |
|
| R1 |
0.9643 |
0.9643 |
0.9541 |
0.9710 |
| PP |
0.9432 |
0.9432 |
0.9432 |
0.9466 |
| S1 |
0.9299 |
0.9299 |
0.9477 |
0.9366 |
| S2 |
0.9088 |
0.9088 |
0.9446 |
|
| S3 |
0.8744 |
0.8955 |
0.9414 |
|
| S4 |
0.8400 |
0.8611 |
0.9320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9598 |
0.9222 |
0.0376 |
4.0% |
0.0149 |
1.6% |
78% |
True |
False |
1,794 |
| 10 |
0.9754 |
0.9222 |
0.0532 |
5.6% |
0.0156 |
1.6% |
55% |
False |
False |
1,877 |
| 20 |
0.9885 |
0.9222 |
0.0663 |
7.0% |
0.0157 |
1.6% |
44% |
False |
False |
1,481 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0124 |
1.3% |
35% |
False |
False |
1,018 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0106 |
1.1% |
35% |
False |
False |
748 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0092 |
1.0% |
35% |
False |
False |
569 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0081 |
0.8% |
35% |
False |
False |
459 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0070 |
0.7% |
35% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
0.9957 |
|
1.618 |
0.9820 |
|
1.000 |
0.9735 |
|
0.618 |
0.9683 |
|
HIGH |
0.9598 |
|
0.618 |
0.9546 |
|
0.500 |
0.9530 |
|
0.382 |
0.9513 |
|
LOW |
0.9461 |
|
0.618 |
0.9376 |
|
1.000 |
0.9324 |
|
1.618 |
0.9239 |
|
2.618 |
0.9102 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9530 |
0.9500 |
| PP |
0.9525 |
0.9484 |
| S1 |
0.9521 |
0.9468 |
|