CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9538 |
0.9570 |
0.0032 |
0.3% |
0.9480 |
| High |
0.9642 |
0.9715 |
0.0073 |
0.8% |
0.9669 |
| Low |
0.9503 |
0.9560 |
0.0057 |
0.6% |
0.9402 |
| Close |
0.9569 |
0.9688 |
0.0119 |
1.2% |
0.9430 |
| Range |
0.0139 |
0.0155 |
0.0016 |
11.5% |
0.0267 |
| ATR |
0.0150 |
0.0150 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25,474 |
30,348 |
4,874 |
19.1% |
13,946 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
1.0059 |
0.9773 |
|
| R3 |
0.9964 |
0.9904 |
0.9731 |
|
| R2 |
0.9809 |
0.9809 |
0.9716 |
|
| R1 |
0.9749 |
0.9749 |
0.9702 |
0.9779 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9670 |
| S1 |
0.9594 |
0.9594 |
0.9674 |
0.9624 |
| S2 |
0.9499 |
0.9499 |
0.9660 |
|
| S3 |
0.9344 |
0.9439 |
0.9645 |
|
| S4 |
0.9189 |
0.9284 |
0.9603 |
|
|
| 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 |
0.9715 |
0.9357 |
0.0358 |
3.7% |
0.0164 |
1.7% |
92% |
True |
False |
19,909 |
| 10 |
0.9715 |
0.9338 |
0.0377 |
3.9% |
0.0154 |
1.6% |
93% |
True |
False |
11,256 |
| 20 |
0.9880 |
0.9222 |
0.0658 |
6.8% |
0.0151 |
1.6% |
71% |
False |
False |
6,512 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0140 |
1.4% |
56% |
False |
False |
3,632 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0116 |
1.2% |
56% |
False |
False |
2,510 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0103 |
1.1% |
56% |
False |
False |
1,901 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0090 |
0.9% |
56% |
False |
False |
1,525 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0079 |
0.8% |
56% |
False |
False |
1,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0121 |
|
1.618 |
0.9966 |
|
1.000 |
0.9870 |
|
0.618 |
0.9811 |
|
HIGH |
0.9715 |
|
0.618 |
0.9656 |
|
0.500 |
0.9638 |
|
0.382 |
0.9619 |
|
LOW |
0.9560 |
|
0.618 |
0.9464 |
|
1.000 |
0.9405 |
|
1.618 |
0.9309 |
|
2.618 |
0.9154 |
|
4.250 |
0.8901 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9671 |
0.9647 |
| PP |
0.9654 |
0.9606 |
| S1 |
0.9638 |
0.9566 |
|