CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9712 |
-0.0047 |
-0.5% |
0.9663 |
| High |
0.9816 |
0.9729 |
-0.0087 |
-0.9% |
0.9794 |
| Low |
0.9705 |
0.9554 |
-0.0151 |
-1.6% |
0.9635 |
| Close |
0.9715 |
0.9622 |
-0.0093 |
-1.0% |
0.9778 |
| Range |
0.0111 |
0.0175 |
0.0064 |
57.7% |
0.0159 |
| ATR |
0.0132 |
0.0135 |
0.0003 |
2.3% |
0.0000 |
| Volume |
80,897 |
73,852 |
-7,045 |
-8.7% |
374,698 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0066 |
0.9718 |
|
| R3 |
0.9985 |
0.9891 |
0.9670 |
|
| R2 |
0.9810 |
0.9810 |
0.9654 |
|
| R1 |
0.9716 |
0.9716 |
0.9638 |
0.9676 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9615 |
| S1 |
0.9541 |
0.9541 |
0.9606 |
0.9501 |
| S2 |
0.9460 |
0.9460 |
0.9590 |
|
| S3 |
0.9285 |
0.9366 |
0.9574 |
|
| S4 |
0.9110 |
0.9191 |
0.9526 |
|
|
| 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 |
0.9554 |
0.0303 |
3.1% |
0.0124 |
1.3% |
22% |
False |
True |
72,310 |
| 10 |
0.9857 |
0.9554 |
0.0303 |
3.1% |
0.0121 |
1.3% |
22% |
False |
True |
67,200 |
| 20 |
0.9857 |
0.9310 |
0.0547 |
5.7% |
0.0137 |
1.4% |
57% |
False |
False |
37,823 |
| 40 |
0.9980 |
0.9222 |
0.0758 |
7.9% |
0.0144 |
1.5% |
53% |
False |
False |
19,503 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0123 |
1.3% |
48% |
False |
False |
13,160 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0108 |
1.1% |
48% |
False |
False |
9,918 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0097 |
1.0% |
48% |
False |
False |
7,939 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0086 |
0.9% |
48% |
False |
False |
6,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0473 |
|
2.618 |
1.0187 |
|
1.618 |
1.0012 |
|
1.000 |
0.9904 |
|
0.618 |
0.9837 |
|
HIGH |
0.9729 |
|
0.618 |
0.9662 |
|
0.500 |
0.9642 |
|
0.382 |
0.9621 |
|
LOW |
0.9554 |
|
0.618 |
0.9446 |
|
1.000 |
0.9379 |
|
1.618 |
0.9271 |
|
2.618 |
0.9096 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9706 |
| PP |
0.9635 |
0.9678 |
| S1 |
0.9629 |
0.9650 |
|