CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9427 |
-0.0173 |
-1.8% |
0.9480 |
| High |
0.9651 |
0.9503 |
-0.0148 |
-1.5% |
0.9669 |
| Low |
0.9402 |
0.9357 |
-0.0045 |
-0.5% |
0.9402 |
| Close |
0.9430 |
0.9454 |
0.0024 |
0.3% |
0.9430 |
| Range |
0.0249 |
0.0146 |
-0.0103 |
-41.4% |
0.0267 |
| ATR |
0.0153 |
0.0153 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
5,125 |
8,713 |
3,588 |
70.0% |
13,946 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9876 |
0.9811 |
0.9534 |
|
| R3 |
0.9730 |
0.9665 |
0.9494 |
|
| R2 |
0.9584 |
0.9584 |
0.9481 |
|
| R1 |
0.9519 |
0.9519 |
0.9467 |
0.9552 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9454 |
| S1 |
0.9373 |
0.9373 |
0.9441 |
0.9406 |
| S2 |
0.9292 |
0.9292 |
0.9427 |
|
| S3 |
0.9146 |
0.9227 |
0.9414 |
|
| S4 |
0.9000 |
0.9081 |
0.9374 |
|
|
| 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 |
0.9357 |
0.0312 |
3.3% |
0.0166 |
1.8% |
31% |
False |
True |
4,531 |
| 10 |
0.9669 |
0.9222 |
0.0447 |
4.7% |
0.0155 |
1.6% |
52% |
False |
False |
3,169 |
| 20 |
0.9880 |
0.9222 |
0.0658 |
7.0% |
0.0148 |
1.6% |
35% |
False |
False |
2,370 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0134 |
1.4% |
28% |
False |
False |
1,520 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0112 |
1.2% |
28% |
False |
False |
1,092 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0099 |
1.0% |
28% |
False |
False |
830 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0086 |
0.9% |
28% |
False |
False |
668 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0076 |
0.8% |
28% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
0.9885 |
|
1.618 |
0.9739 |
|
1.000 |
0.9649 |
|
0.618 |
0.9593 |
|
HIGH |
0.9503 |
|
0.618 |
0.9447 |
|
0.500 |
0.9430 |
|
0.382 |
0.9413 |
|
LOW |
0.9357 |
|
0.618 |
0.9267 |
|
1.000 |
0.9211 |
|
1.618 |
0.9121 |
|
2.618 |
0.8975 |
|
4.250 |
0.8737 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9446 |
0.9513 |
| PP |
0.9438 |
0.9493 |
| S1 |
0.9430 |
0.9474 |
|