CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9691 |
0.0121 |
1.3% |
0.9427 |
| High |
0.9715 |
0.9705 |
-0.0010 |
-0.1% |
0.9715 |
| Low |
0.9560 |
0.9618 |
0.0058 |
0.6% |
0.9357 |
| Close |
0.9688 |
0.9635 |
-0.0053 |
-0.5% |
0.9635 |
| Range |
0.0155 |
0.0087 |
-0.0068 |
-43.9% |
0.0358 |
| ATR |
0.0150 |
0.0146 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
30,348 |
53,498 |
23,150 |
76.3% |
147,921 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9861 |
0.9683 |
|
| R3 |
0.9827 |
0.9774 |
0.9659 |
|
| R2 |
0.9740 |
0.9740 |
0.9651 |
|
| R1 |
0.9687 |
0.9687 |
0.9643 |
0.9670 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9644 |
| S1 |
0.9600 |
0.9600 |
0.9627 |
0.9583 |
| S2 |
0.9566 |
0.9566 |
0.9619 |
|
| S3 |
0.9479 |
0.9513 |
0.9611 |
|
| S4 |
0.9392 |
0.9426 |
0.9587 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0497 |
0.9832 |
|
| R3 |
1.0285 |
1.0139 |
0.9733 |
|
| R2 |
0.9927 |
0.9927 |
0.9701 |
|
| R1 |
0.9781 |
0.9781 |
0.9668 |
0.9854 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9606 |
| S1 |
0.9423 |
0.9423 |
0.9602 |
0.9496 |
| S2 |
0.9211 |
0.9211 |
0.9569 |
|
| S3 |
0.8853 |
0.9065 |
0.9537 |
|
| S4 |
0.8495 |
0.8707 |
0.9438 |
|
|
| 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% |
0.0131 |
1.4% |
78% |
False |
False |
29,584 |
| 10 |
0.9715 |
0.9357 |
0.0358 |
3.7% |
0.0143 |
1.5% |
78% |
False |
False |
16,481 |
| 20 |
0.9784 |
0.9222 |
0.0562 |
5.8% |
0.0151 |
1.6% |
73% |
False |
False |
9,148 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0140 |
1.5% |
50% |
False |
False |
4,963 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0117 |
1.2% |
50% |
False |
False |
3,397 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0104 |
1.1% |
50% |
False |
False |
2,570 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0090 |
0.9% |
50% |
False |
False |
2,060 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0080 |
0.8% |
50% |
False |
False |
1,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0075 |
|
2.618 |
0.9933 |
|
1.618 |
0.9846 |
|
1.000 |
0.9792 |
|
0.618 |
0.9759 |
|
HIGH |
0.9705 |
|
0.618 |
0.9672 |
|
0.500 |
0.9662 |
|
0.382 |
0.9651 |
|
LOW |
0.9618 |
|
0.618 |
0.9564 |
|
1.000 |
0.9531 |
|
1.618 |
0.9477 |
|
2.618 |
0.9390 |
|
4.250 |
0.9248 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9626 |
| PP |
0.9653 |
0.9618 |
| S1 |
0.9644 |
0.9609 |
|