CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9728 |
0.9798 |
0.0070 |
0.7% |
0.9663 |
| High |
0.9794 |
0.9857 |
0.0063 |
0.6% |
0.9794 |
| Low |
0.9689 |
0.9739 |
0.0050 |
0.5% |
0.9635 |
| Close |
0.9778 |
0.9767 |
-0.0011 |
-0.1% |
0.9778 |
| Range |
0.0105 |
0.0118 |
0.0013 |
12.4% |
0.0159 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
83,230 |
58,708 |
-24,522 |
-29.5% |
374,698 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0142 |
1.0072 |
0.9832 |
|
| R3 |
1.0024 |
0.9954 |
0.9799 |
|
| R2 |
0.9906 |
0.9906 |
0.9789 |
|
| R1 |
0.9836 |
0.9836 |
0.9778 |
0.9812 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9776 |
| S1 |
0.9718 |
0.9718 |
0.9756 |
0.9694 |
| S2 |
0.9670 |
0.9670 |
0.9745 |
|
| S3 |
0.9552 |
0.9600 |
0.9735 |
|
| S4 |
0.9434 |
0.9482 |
0.9702 |
|
|
| 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 |
0.9857 |
0.9645 |
0.0212 |
2.2% |
0.0108 |
1.1% |
58% |
True |
False |
70,621 |
| 10 |
0.9857 |
0.9416 |
0.0441 |
4.5% |
0.0119 |
1.2% |
80% |
True |
False |
57,261 |
| 20 |
0.9857 |
0.9222 |
0.0635 |
6.5% |
0.0137 |
1.4% |
86% |
True |
False |
30,215 |
| 40 |
1.0018 |
0.9222 |
0.0796 |
8.1% |
0.0142 |
1.5% |
68% |
False |
False |
15,653 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0120 |
1.2% |
66% |
False |
False |
10,592 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0108 |
1.1% |
66% |
False |
False |
7,985 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0095 |
1.0% |
66% |
False |
False |
6,392 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0084 |
0.9% |
66% |
False |
False |
5,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0166 |
|
1.618 |
1.0048 |
|
1.000 |
0.9975 |
|
0.618 |
0.9930 |
|
HIGH |
0.9857 |
|
0.618 |
0.9812 |
|
0.500 |
0.9798 |
|
0.382 |
0.9784 |
|
LOW |
0.9739 |
|
0.618 |
0.9666 |
|
1.000 |
0.9621 |
|
1.618 |
0.9548 |
|
2.618 |
0.9430 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9765 |
| PP |
0.9788 |
0.9763 |
| S1 |
0.9777 |
0.9761 |
|