CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9620 |
0.9582 |
-0.0038 |
-0.4% |
0.9798 |
| High |
0.9633 |
0.9668 |
0.0035 |
0.4% |
0.9857 |
| Low |
0.9545 |
0.9570 |
0.0025 |
0.3% |
0.9545 |
| Close |
0.9589 |
0.9650 |
0.0061 |
0.6% |
0.9650 |
| Range |
0.0088 |
0.0098 |
0.0010 |
11.4% |
0.0312 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
108,725 |
83,345 |
-25,380 |
-23.3% |
405,527 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9923 |
0.9885 |
0.9704 |
|
| R3 |
0.9825 |
0.9787 |
0.9677 |
|
| R2 |
0.9727 |
0.9727 |
0.9668 |
|
| R1 |
0.9689 |
0.9689 |
0.9659 |
0.9708 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9639 |
| S1 |
0.9591 |
0.9591 |
0.9641 |
0.9610 |
| S2 |
0.9531 |
0.9531 |
0.9632 |
|
| S3 |
0.9433 |
0.9493 |
0.9623 |
|
| S4 |
0.9335 |
0.9395 |
0.9596 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0447 |
0.9822 |
|
| R3 |
1.0308 |
1.0135 |
0.9736 |
|
| R2 |
0.9996 |
0.9996 |
0.9707 |
|
| R1 |
0.9823 |
0.9823 |
0.9679 |
0.9754 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9649 |
| S1 |
0.9511 |
0.9511 |
0.9621 |
0.9442 |
| S2 |
0.9372 |
0.9372 |
0.9593 |
|
| S3 |
0.9060 |
0.9199 |
0.9564 |
|
| S4 |
0.8748 |
0.8887 |
0.9478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9857 |
0.9545 |
0.0312 |
3.2% |
0.0118 |
1.2% |
34% |
False |
False |
81,105 |
| 10 |
0.9857 |
0.9545 |
0.0312 |
3.2% |
0.0115 |
1.2% |
34% |
False |
False |
78,022 |
| 20 |
0.9857 |
0.9357 |
0.0500 |
5.2% |
0.0129 |
1.3% |
59% |
False |
False |
47,252 |
| 40 |
0.9970 |
0.9222 |
0.0748 |
7.8% |
0.0143 |
1.5% |
57% |
False |
False |
24,269 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
51% |
False |
False |
16,355 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0110 |
1.1% |
51% |
False |
False |
12,317 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0099 |
1.0% |
51% |
False |
False |
9,859 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0087 |
0.9% |
51% |
False |
False |
8,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0085 |
|
2.618 |
0.9925 |
|
1.618 |
0.9827 |
|
1.000 |
0.9766 |
|
0.618 |
0.9729 |
|
HIGH |
0.9668 |
|
0.618 |
0.9631 |
|
0.500 |
0.9619 |
|
0.382 |
0.9607 |
|
LOW |
0.9570 |
|
0.618 |
0.9509 |
|
1.000 |
0.9472 |
|
1.618 |
0.9411 |
|
2.618 |
0.9313 |
|
4.250 |
0.9154 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9640 |
0.9646 |
| PP |
0.9629 |
0.9641 |
| S1 |
0.9619 |
0.9637 |
|