CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9620 |
0.9600 |
-0.0020 |
-0.2% |
0.9480 |
| High |
0.9669 |
0.9651 |
-0.0018 |
-0.2% |
0.9669 |
| Low |
0.9551 |
0.9402 |
-0.0149 |
-1.6% |
0.9402 |
| Close |
0.9594 |
0.9430 |
-0.0164 |
-1.7% |
0.9430 |
| Range |
0.0118 |
0.0249 |
0.0131 |
111.0% |
0.0267 |
| ATR |
0.0146 |
0.0153 |
0.0007 |
5.1% |
0.0000 |
| Volume |
2,523 |
5,125 |
2,602 |
103.1% |
13,946 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0085 |
0.9567 |
|
| R3 |
0.9992 |
0.9836 |
0.9498 |
|
| R2 |
0.9743 |
0.9743 |
0.9476 |
|
| R1 |
0.9587 |
0.9587 |
0.9453 |
0.9541 |
| PP |
0.9494 |
0.9494 |
0.9494 |
0.9471 |
| S1 |
0.9338 |
0.9338 |
0.9407 |
0.9292 |
| S2 |
0.9245 |
0.9245 |
0.9384 |
|
| S3 |
0.8996 |
0.9089 |
0.9362 |
|
| S4 |
0.8747 |
0.8840 |
0.9293 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0133 |
0.9577 |
|
| R3 |
1.0034 |
0.9866 |
0.9503 |
|
| R2 |
0.9767 |
0.9767 |
0.9479 |
|
| R1 |
0.9599 |
0.9599 |
0.9454 |
0.9550 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9476 |
| S1 |
0.9332 |
0.9332 |
0.9406 |
0.9283 |
| S2 |
0.9233 |
0.9233 |
0.9381 |
|
| S3 |
0.8966 |
0.9065 |
0.9357 |
|
| S4 |
0.8699 |
0.8798 |
0.9283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9669 |
0.9402 |
0.0267 |
2.8% |
0.0155 |
1.6% |
10% |
False |
True |
3,379 |
| 10 |
0.9669 |
0.9222 |
0.0447 |
4.7% |
0.0158 |
1.7% |
47% |
False |
False |
2,682 |
| 20 |
0.9880 |
0.9222 |
0.0658 |
7.0% |
0.0150 |
1.6% |
32% |
False |
False |
2,019 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0132 |
1.4% |
25% |
False |
False |
1,309 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0111 |
1.2% |
25% |
False |
False |
949 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0097 |
1.0% |
25% |
False |
False |
721 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0085 |
0.9% |
25% |
False |
False |
581 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0075 |
0.8% |
25% |
False |
False |
487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0709 |
|
2.618 |
1.0303 |
|
1.618 |
1.0054 |
|
1.000 |
0.9900 |
|
0.618 |
0.9805 |
|
HIGH |
0.9651 |
|
0.618 |
0.9556 |
|
0.500 |
0.9527 |
|
0.382 |
0.9497 |
|
LOW |
0.9402 |
|
0.618 |
0.9248 |
|
1.000 |
0.9153 |
|
1.618 |
0.8999 |
|
2.618 |
0.8750 |
|
4.250 |
0.8344 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9527 |
0.9536 |
| PP |
0.9494 |
0.9500 |
| S1 |
0.9462 |
0.9465 |
|