CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9728 |
-0.0018 |
-0.2% |
0.9663 |
| High |
0.9774 |
0.9794 |
0.0020 |
0.2% |
0.9794 |
| Low |
0.9665 |
0.9689 |
0.0024 |
0.2% |
0.9635 |
| Close |
0.9720 |
0.9778 |
0.0058 |
0.6% |
0.9778 |
| Range |
0.0109 |
0.0105 |
-0.0004 |
-3.7% |
0.0159 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
64,863 |
83,230 |
18,367 |
28.3% |
374,698 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0028 |
0.9836 |
|
| R3 |
0.9964 |
0.9923 |
0.9807 |
|
| R2 |
0.9859 |
0.9859 |
0.9797 |
|
| R1 |
0.9818 |
0.9818 |
0.9788 |
0.9839 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9764 |
| S1 |
0.9713 |
0.9713 |
0.9768 |
0.9734 |
| S2 |
0.9649 |
0.9649 |
0.9759 |
|
| S3 |
0.9544 |
0.9608 |
0.9749 |
|
| S4 |
0.9439 |
0.9503 |
0.9720 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0154 |
0.9865 |
|
| R3 |
1.0054 |
0.9995 |
0.9822 |
|
| R2 |
0.9895 |
0.9895 |
0.9807 |
|
| R1 |
0.9836 |
0.9836 |
0.9793 |
0.9866 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9750 |
| S1 |
0.9677 |
0.9677 |
0.9763 |
0.9707 |
| S2 |
0.9577 |
0.9577 |
0.9749 |
|
| S3 |
0.9418 |
0.9518 |
0.9734 |
|
| S4 |
0.9259 |
0.9359 |
0.9691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9794 |
0.9635 |
0.0159 |
1.6% |
0.0112 |
1.1% |
90% |
True |
False |
74,939 |
| 10 |
0.9794 |
0.9357 |
0.0437 |
4.5% |
0.0122 |
1.2% |
96% |
True |
False |
52,261 |
| 20 |
0.9794 |
0.9222 |
0.0572 |
5.8% |
0.0140 |
1.4% |
97% |
True |
False |
27,472 |
| 40 |
1.0018 |
0.9222 |
0.0796 |
8.1% |
0.0141 |
1.4% |
70% |
False |
False |
14,194 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0119 |
1.2% |
67% |
False |
False |
9,615 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0106 |
1.1% |
67% |
False |
False |
7,252 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0094 |
1.0% |
67% |
False |
False |
5,806 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0083 |
0.9% |
67% |
False |
False |
4,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0240 |
|
2.618 |
1.0069 |
|
1.618 |
0.9964 |
|
1.000 |
0.9899 |
|
0.618 |
0.9859 |
|
HIGH |
0.9794 |
|
0.618 |
0.9754 |
|
0.500 |
0.9742 |
|
0.382 |
0.9729 |
|
LOW |
0.9689 |
|
0.618 |
0.9624 |
|
1.000 |
0.9584 |
|
1.618 |
0.9519 |
|
2.618 |
0.9414 |
|
4.250 |
0.9243 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9766 |
0.9762 |
| PP |
0.9754 |
0.9746 |
| S1 |
0.9742 |
0.9730 |
|