CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9663 |
-0.0028 |
-0.3% |
0.9427 |
| High |
0.9705 |
0.9775 |
0.0070 |
0.7% |
0.9715 |
| Low |
0.9618 |
0.9635 |
0.0017 |
0.2% |
0.9357 |
| Close |
0.9635 |
0.9701 |
0.0066 |
0.7% |
0.9635 |
| Range |
0.0087 |
0.0140 |
0.0053 |
60.9% |
0.0358 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
53,498 |
80,297 |
26,799 |
50.1% |
147,921 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0052 |
0.9778 |
|
| R3 |
0.9984 |
0.9912 |
0.9740 |
|
| R2 |
0.9844 |
0.9844 |
0.9727 |
|
| R1 |
0.9772 |
0.9772 |
0.9714 |
0.9808 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9722 |
| S1 |
0.9632 |
0.9632 |
0.9688 |
0.9668 |
| S2 |
0.9564 |
0.9564 |
0.9675 |
|
| S3 |
0.9424 |
0.9492 |
0.9663 |
|
| S4 |
0.9284 |
0.9352 |
0.9624 |
|
|
| 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 |
0.9775 |
0.9416 |
0.0359 |
3.7% |
0.0130 |
1.3% |
79% |
True |
False |
43,901 |
| 10 |
0.9775 |
0.9357 |
0.0418 |
4.3% |
0.0148 |
1.5% |
82% |
True |
False |
24,216 |
| 20 |
0.9775 |
0.9222 |
0.0553 |
5.7% |
0.0150 |
1.5% |
87% |
True |
False |
13,011 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0140 |
1.4% |
58% |
False |
False |
6,968 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0117 |
1.2% |
58% |
False |
False |
4,724 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0105 |
1.1% |
58% |
False |
False |
3,573 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0092 |
0.9% |
58% |
False |
False |
2,862 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0080 |
0.8% |
58% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0370 |
|
2.618 |
1.0142 |
|
1.618 |
1.0002 |
|
1.000 |
0.9915 |
|
0.618 |
0.9862 |
|
HIGH |
0.9775 |
|
0.618 |
0.9722 |
|
0.500 |
0.9705 |
|
0.382 |
0.9688 |
|
LOW |
0.9635 |
|
0.618 |
0.9548 |
|
1.000 |
0.9495 |
|
1.618 |
0.9408 |
|
2.618 |
0.9268 |
|
4.250 |
0.9040 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9705 |
0.9690 |
| PP |
0.9704 |
0.9679 |
| S1 |
0.9702 |
0.9668 |
|