CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9798 |
0.9759 |
-0.0039 |
-0.4% |
0.9663 |
| High |
0.9857 |
0.9816 |
-0.0041 |
-0.4% |
0.9794 |
| Low |
0.9739 |
0.9705 |
-0.0034 |
-0.3% |
0.9635 |
| Close |
0.9767 |
0.9715 |
-0.0052 |
-0.5% |
0.9778 |
| Range |
0.0118 |
0.0111 |
-0.0007 |
-5.9% |
0.0159 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
58,708 |
80,897 |
22,189 |
37.8% |
374,698 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
1.0008 |
0.9776 |
|
| R3 |
0.9967 |
0.9897 |
0.9746 |
|
| R2 |
0.9856 |
0.9856 |
0.9735 |
|
| R1 |
0.9786 |
0.9786 |
0.9725 |
0.9766 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9735 |
| S1 |
0.9675 |
0.9675 |
0.9705 |
0.9655 |
| S2 |
0.9634 |
0.9634 |
0.9695 |
|
| S3 |
0.9523 |
0.9564 |
0.9684 |
|
| S4 |
0.9412 |
0.9453 |
0.9654 |
|
|
| 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 |
0.9665 |
0.0192 |
2.0% |
0.0108 |
1.1% |
26% |
False |
False |
71,529 |
| 10 |
0.9857 |
0.9503 |
0.0354 |
3.6% |
0.0117 |
1.2% |
60% |
False |
False |
62,362 |
| 20 |
0.9857 |
0.9222 |
0.0635 |
6.5% |
0.0137 |
1.4% |
78% |
False |
False |
34,171 |
| 40 |
0.9990 |
0.9222 |
0.0768 |
7.9% |
0.0144 |
1.5% |
64% |
False |
False |
17,659 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0121 |
1.2% |
59% |
False |
False |
11,933 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0107 |
1.1% |
59% |
False |
False |
8,995 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0096 |
1.0% |
59% |
False |
False |
7,201 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0085 |
0.9% |
59% |
False |
False |
6,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0107 |
|
1.618 |
0.9996 |
|
1.000 |
0.9927 |
|
0.618 |
0.9885 |
|
HIGH |
0.9816 |
|
0.618 |
0.9774 |
|
0.500 |
0.9761 |
|
0.382 |
0.9747 |
|
LOW |
0.9705 |
|
0.618 |
0.9636 |
|
1.000 |
0.9594 |
|
1.618 |
0.9525 |
|
2.618 |
0.9414 |
|
4.250 |
0.9233 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9761 |
0.9773 |
| PP |
0.9745 |
0.9754 |
| S1 |
0.9730 |
0.9734 |
|