CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9667 |
0.0004 |
0.0% |
0.9427 |
| High |
0.9775 |
0.9757 |
-0.0018 |
-0.2% |
0.9715 |
| Low |
0.9635 |
0.9645 |
0.0010 |
0.1% |
0.9357 |
| Close |
0.9701 |
0.9739 |
0.0038 |
0.4% |
0.9635 |
| Range |
0.0140 |
0.0112 |
-0.0028 |
-20.0% |
0.0358 |
| ATR |
0.0146 |
0.0143 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
80,297 |
76,360 |
-3,937 |
-4.9% |
147,921 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0006 |
0.9801 |
|
| R3 |
0.9938 |
0.9894 |
0.9770 |
|
| R2 |
0.9826 |
0.9826 |
0.9760 |
|
| R1 |
0.9782 |
0.9782 |
0.9749 |
0.9804 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9725 |
| S1 |
0.9670 |
0.9670 |
0.9729 |
0.9692 |
| S2 |
0.9602 |
0.9602 |
0.9718 |
|
| S3 |
0.9490 |
0.9558 |
0.9708 |
|
| S4 |
0.9378 |
0.9446 |
0.9677 |
|
|
| 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 |
0.9503 |
0.0272 |
2.8% |
0.0127 |
1.3% |
87% |
False |
False |
53,195 |
| 10 |
0.9775 |
0.9357 |
0.0418 |
4.3% |
0.0146 |
1.5% |
91% |
False |
False |
31,681 |
| 20 |
0.9775 |
0.9222 |
0.0553 |
5.7% |
0.0151 |
1.5% |
93% |
False |
False |
16,779 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0142 |
1.5% |
62% |
False |
False |
8,851 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0118 |
1.2% |
62% |
False |
False |
5,990 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0105 |
1.1% |
62% |
False |
False |
4,527 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0092 |
0.9% |
62% |
False |
False |
3,626 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0081 |
0.8% |
62% |
False |
False |
3,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0050 |
|
1.618 |
0.9938 |
|
1.000 |
0.9869 |
|
0.618 |
0.9826 |
|
HIGH |
0.9757 |
|
0.618 |
0.9714 |
|
0.500 |
0.9701 |
|
0.382 |
0.9688 |
|
LOW |
0.9645 |
|
0.618 |
0.9576 |
|
1.000 |
0.9533 |
|
1.618 |
0.9464 |
|
2.618 |
0.9352 |
|
4.250 |
0.9169 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9725 |
| PP |
0.9714 |
0.9711 |
| S1 |
0.9701 |
0.9697 |
|