CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9651 |
0.0000 |
0.0% |
0.9798 |
| High |
0.9684 |
0.9664 |
-0.0020 |
-0.2% |
0.9857 |
| Low |
0.9636 |
0.9450 |
-0.0186 |
-1.9% |
0.9545 |
| Close |
0.9661 |
0.9476 |
-0.0185 |
-1.9% |
0.9650 |
| Range |
0.0048 |
0.0214 |
0.0166 |
345.8% |
0.0312 |
| ATR |
0.0124 |
0.0130 |
0.0006 |
5.2% |
0.0000 |
| Volume |
75,907 |
60,043 |
-15,864 |
-20.9% |
405,527 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0038 |
0.9594 |
|
| R3 |
0.9958 |
0.9824 |
0.9535 |
|
| R2 |
0.9744 |
0.9744 |
0.9515 |
|
| R1 |
0.9610 |
0.9610 |
0.9496 |
0.9570 |
| PP |
0.9530 |
0.9530 |
0.9530 |
0.9510 |
| S1 |
0.9396 |
0.9396 |
0.9456 |
0.9356 |
| S2 |
0.9316 |
0.9316 |
0.9437 |
|
| S3 |
0.9102 |
0.9182 |
0.9417 |
|
| S4 |
0.8888 |
0.8968 |
0.9358 |
|
|
| 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 |
0.9729 |
0.9450 |
0.0279 |
2.9% |
0.0125 |
1.3% |
9% |
False |
True |
80,374 |
| 10 |
0.9857 |
0.9450 |
0.0407 |
4.3% |
0.0116 |
1.2% |
6% |
False |
True |
75,951 |
| 20 |
0.9857 |
0.9357 |
0.0500 |
5.3% |
0.0131 |
1.4% |
24% |
False |
False |
53,816 |
| 40 |
0.9885 |
0.9222 |
0.0663 |
7.0% |
0.0144 |
1.5% |
38% |
False |
False |
27,649 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0126 |
1.3% |
31% |
False |
False |
18,617 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0112 |
1.2% |
31% |
False |
False |
14,015 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0100 |
1.1% |
31% |
False |
False |
11,218 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0089 |
0.9% |
31% |
False |
False |
9,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0574 |
|
2.618 |
1.0224 |
|
1.618 |
1.0010 |
|
1.000 |
0.9878 |
|
0.618 |
0.9796 |
|
HIGH |
0.9664 |
|
0.618 |
0.9582 |
|
0.500 |
0.9557 |
|
0.382 |
0.9532 |
|
LOW |
0.9450 |
|
0.618 |
0.9318 |
|
1.000 |
0.9236 |
|
1.618 |
0.9104 |
|
2.618 |
0.8890 |
|
4.250 |
0.8541 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9557 |
0.9567 |
| PP |
0.9530 |
0.9537 |
| S1 |
0.9503 |
0.9506 |
|