CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9475 |
-0.0176 |
-1.8% |
0.9798 |
| High |
0.9664 |
0.9549 |
-0.0115 |
-1.2% |
0.9857 |
| Low |
0.9450 |
0.9385 |
-0.0065 |
-0.7% |
0.9545 |
| Close |
0.9476 |
0.9402 |
-0.0074 |
-0.8% |
0.9650 |
| Range |
0.0214 |
0.0164 |
-0.0050 |
-23.4% |
0.0312 |
| ATR |
0.0130 |
0.0133 |
0.0002 |
1.9% |
0.0000 |
| Volume |
60,043 |
110,180 |
50,137 |
83.5% |
405,527 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9937 |
0.9834 |
0.9492 |
|
| R3 |
0.9773 |
0.9670 |
0.9447 |
|
| R2 |
0.9609 |
0.9609 |
0.9432 |
|
| R1 |
0.9506 |
0.9506 |
0.9417 |
0.9476 |
| PP |
0.9445 |
0.9445 |
0.9445 |
0.9430 |
| S1 |
0.9342 |
0.9342 |
0.9387 |
0.9312 |
| S2 |
0.9281 |
0.9281 |
0.9372 |
|
| S3 |
0.9117 |
0.9178 |
0.9357 |
|
| S4 |
0.8953 |
0.9014 |
0.9312 |
|
|
| 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 |
0.9684 |
0.9385 |
0.0299 |
3.2% |
0.0122 |
1.3% |
6% |
False |
True |
87,640 |
| 10 |
0.9857 |
0.9385 |
0.0472 |
5.0% |
0.0123 |
1.3% |
4% |
False |
True |
79,975 |
| 20 |
0.9857 |
0.9357 |
0.0500 |
5.3% |
0.0130 |
1.4% |
9% |
False |
False |
59,096 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
7.0% |
0.0144 |
1.5% |
27% |
False |
False |
30,398 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0128 |
1.4% |
22% |
False |
False |
20,452 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0113 |
1.2% |
22% |
False |
False |
15,391 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0101 |
1.1% |
22% |
False |
False |
12,320 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0090 |
1.0% |
22% |
False |
False |
10,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
0.9978 |
|
1.618 |
0.9814 |
|
1.000 |
0.9713 |
|
0.618 |
0.9650 |
|
HIGH |
0.9549 |
|
0.618 |
0.9486 |
|
0.500 |
0.9467 |
|
0.382 |
0.9448 |
|
LOW |
0.9385 |
|
0.618 |
0.9284 |
|
1.000 |
0.9221 |
|
1.618 |
0.9120 |
|
2.618 |
0.8956 |
|
4.250 |
0.8688 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9467 |
0.9535 |
| PP |
0.9445 |
0.9490 |
| S1 |
0.9424 |
0.9446 |
|