CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9427 |
0.9416 |
-0.0011 |
-0.1% |
0.9480 |
| High |
0.9503 |
0.9545 |
0.0042 |
0.4% |
0.9669 |
| Low |
0.9357 |
0.9416 |
0.0059 |
0.6% |
0.9402 |
| Close |
0.9454 |
0.9504 |
0.0050 |
0.5% |
0.9430 |
| Range |
0.0146 |
0.0129 |
-0.0017 |
-11.6% |
0.0267 |
| ATR |
0.0153 |
0.0151 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
8,713 |
29,888 |
21,175 |
243.0% |
13,946 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9875 |
0.9819 |
0.9575 |
|
| R3 |
0.9746 |
0.9690 |
0.9539 |
|
| R2 |
0.9617 |
0.9617 |
0.9528 |
|
| R1 |
0.9561 |
0.9561 |
0.9516 |
0.9589 |
| PP |
0.9488 |
0.9488 |
0.9488 |
0.9503 |
| S1 |
0.9432 |
0.9432 |
0.9492 |
0.9460 |
| S2 |
0.9359 |
0.9359 |
0.9480 |
|
| S3 |
0.9230 |
0.9303 |
0.9469 |
|
| S4 |
0.9101 |
0.9174 |
0.9433 |
|
|
| 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% |
0.0165 |
1.7% |
47% |
False |
False |
10,168 |
| 10 |
0.9669 |
0.9222 |
0.0447 |
4.7% |
0.0157 |
1.6% |
63% |
False |
False |
5,981 |
| 20 |
0.9880 |
0.9222 |
0.0658 |
6.9% |
0.0147 |
1.5% |
43% |
False |
False |
3,814 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0135 |
1.4% |
34% |
False |
False |
2,250 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0114 |
1.2% |
34% |
False |
False |
1,589 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0100 |
1.1% |
34% |
False |
False |
1,203 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0087 |
0.9% |
34% |
False |
False |
967 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0077 |
0.8% |
34% |
False |
False |
809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0093 |
|
2.618 |
0.9883 |
|
1.618 |
0.9754 |
|
1.000 |
0.9674 |
|
0.618 |
0.9625 |
|
HIGH |
0.9545 |
|
0.618 |
0.9496 |
|
0.500 |
0.9481 |
|
0.382 |
0.9465 |
|
LOW |
0.9416 |
|
0.618 |
0.9336 |
|
1.000 |
0.9287 |
|
1.618 |
0.9207 |
|
2.618 |
0.9078 |
|
4.250 |
0.8868 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9496 |
0.9504 |
| PP |
0.9488 |
0.9504 |
| S1 |
0.9481 |
0.9504 |
|