CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9746 |
0.0000 |
0.0% |
0.9427 |
| High |
0.9775 |
0.9774 |
-0.0001 |
0.0% |
0.9715 |
| Low |
0.9680 |
0.9665 |
-0.0015 |
-0.2% |
0.9357 |
| Close |
0.9758 |
0.9720 |
-0.0038 |
-0.4% |
0.9635 |
| Range |
0.0095 |
0.0109 |
0.0014 |
14.7% |
0.0358 |
| ATR |
0.0140 |
0.0137 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
69,948 |
64,863 |
-5,085 |
-7.3% |
147,921 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0047 |
0.9992 |
0.9780 |
|
| R3 |
0.9938 |
0.9883 |
0.9750 |
|
| R2 |
0.9829 |
0.9829 |
0.9740 |
|
| R1 |
0.9774 |
0.9774 |
0.9730 |
0.9747 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9706 |
| S1 |
0.9665 |
0.9665 |
0.9710 |
0.9638 |
| S2 |
0.9611 |
0.9611 |
0.9700 |
|
| S3 |
0.9502 |
0.9556 |
0.9690 |
|
| S4 |
0.9393 |
0.9447 |
0.9660 |
|
|
| 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 |
0.9618 |
0.0157 |
1.6% |
0.0109 |
1.1% |
65% |
False |
False |
68,993 |
| 10 |
0.9775 |
0.9357 |
0.0418 |
4.3% |
0.0136 |
1.4% |
87% |
False |
False |
44,451 |
| 20 |
0.9775 |
0.9222 |
0.0553 |
5.7% |
0.0147 |
1.5% |
90% |
False |
False |
23,392 |
| 40 |
1.0020 |
0.9222 |
0.0798 |
8.2% |
0.0141 |
1.4% |
62% |
False |
False |
12,129 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0119 |
1.2% |
60% |
False |
False |
8,232 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0106 |
1.1% |
60% |
False |
False |
6,212 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0093 |
1.0% |
60% |
False |
False |
4,974 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0083 |
0.9% |
60% |
False |
False |
4,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0237 |
|
2.618 |
1.0059 |
|
1.618 |
0.9950 |
|
1.000 |
0.9883 |
|
0.618 |
0.9841 |
|
HIGH |
0.9774 |
|
0.618 |
0.9732 |
|
0.500 |
0.9720 |
|
0.382 |
0.9707 |
|
LOW |
0.9665 |
|
0.618 |
0.9598 |
|
1.000 |
0.9556 |
|
1.618 |
0.9489 |
|
2.618 |
0.9380 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9720 |
0.9717 |
| PP |
0.9720 |
0.9713 |
| S1 |
0.9720 |
0.9710 |
|