CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9582 |
0.9651 |
0.0069 |
0.7% |
0.9798 |
| High |
0.9668 |
0.9684 |
0.0016 |
0.2% |
0.9857 |
| Low |
0.9570 |
0.9636 |
0.0066 |
0.7% |
0.9545 |
| Close |
0.9650 |
0.9661 |
0.0011 |
0.1% |
0.9650 |
| Range |
0.0098 |
0.0048 |
-0.0050 |
-51.0% |
0.0312 |
| ATR |
0.0130 |
0.0124 |
-0.0006 |
-4.5% |
0.0000 |
| Volume |
83,345 |
75,907 |
-7,438 |
-8.9% |
405,527 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9804 |
0.9781 |
0.9687 |
|
| R3 |
0.9756 |
0.9733 |
0.9674 |
|
| R2 |
0.9708 |
0.9708 |
0.9670 |
|
| R1 |
0.9685 |
0.9685 |
0.9665 |
0.9697 |
| PP |
0.9660 |
0.9660 |
0.9660 |
0.9666 |
| S1 |
0.9637 |
0.9637 |
0.9657 |
0.9649 |
| S2 |
0.9612 |
0.9612 |
0.9652 |
|
| S3 |
0.9564 |
0.9589 |
0.9648 |
|
| S4 |
0.9516 |
0.9541 |
0.9635 |
|
|
| 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 |
0.9816 |
0.9545 |
0.0271 |
2.8% |
0.0104 |
1.1% |
43% |
False |
False |
84,545 |
| 10 |
0.9857 |
0.9545 |
0.0312 |
3.2% |
0.0106 |
1.1% |
37% |
False |
False |
77,583 |
| 20 |
0.9857 |
0.9357 |
0.0500 |
5.2% |
0.0127 |
1.3% |
61% |
False |
False |
50,899 |
| 40 |
0.9893 |
0.9222 |
0.0671 |
6.9% |
0.0140 |
1.5% |
65% |
False |
False |
26,161 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
53% |
False |
False |
17,617 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0110 |
1.1% |
53% |
False |
False |
13,266 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0098 |
1.0% |
53% |
False |
False |
10,618 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0088 |
0.9% |
53% |
False |
False |
8,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9888 |
|
2.618 |
0.9810 |
|
1.618 |
0.9762 |
|
1.000 |
0.9732 |
|
0.618 |
0.9714 |
|
HIGH |
0.9684 |
|
0.618 |
0.9666 |
|
0.500 |
0.9660 |
|
0.382 |
0.9654 |
|
LOW |
0.9636 |
|
0.618 |
0.9606 |
|
1.000 |
0.9588 |
|
1.618 |
0.9558 |
|
2.618 |
0.9510 |
|
4.250 |
0.9432 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9661 |
0.9646 |
| PP |
0.9660 |
0.9630 |
| S1 |
0.9660 |
0.9615 |
|