CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9559 |
0.9583 |
0.0024 |
0.3% |
0.9449 |
| High |
0.9559 |
0.9583 |
0.0024 |
0.3% |
0.9559 |
| Low |
0.9477 |
0.9478 |
0.0001 |
0.0% |
0.9230 |
| Close |
0.9501 |
0.9508 |
0.0007 |
0.1% |
0.9501 |
| Range |
0.0082 |
0.0105 |
0.0023 |
28.0% |
0.0329 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
74 |
63 |
-11 |
-14.9% |
1,354 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9778 |
0.9566 |
|
| R3 |
0.9733 |
0.9673 |
0.9537 |
|
| R2 |
0.9628 |
0.9628 |
0.9527 |
|
| R1 |
0.9568 |
0.9568 |
0.9518 |
0.9546 |
| PP |
0.9523 |
0.9523 |
0.9523 |
0.9512 |
| S1 |
0.9463 |
0.9463 |
0.9498 |
0.9441 |
| S2 |
0.9418 |
0.9418 |
0.9489 |
|
| S3 |
0.9313 |
0.9358 |
0.9479 |
|
| S4 |
0.9208 |
0.9253 |
0.9450 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0288 |
0.9682 |
|
| R3 |
1.0088 |
0.9959 |
0.9591 |
|
| R2 |
0.9759 |
0.9759 |
0.9561 |
|
| R1 |
0.9630 |
0.9630 |
0.9531 |
0.9695 |
| PP |
0.9430 |
0.9430 |
0.9430 |
0.9462 |
| S1 |
0.9301 |
0.9301 |
0.9471 |
0.9366 |
| S2 |
0.9101 |
0.9101 |
0.9441 |
|
| S3 |
0.8772 |
0.8972 |
0.9411 |
|
| S4 |
0.8443 |
0.8643 |
0.9320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9583 |
0.9230 |
0.0353 |
3.7% |
0.0096 |
1.0% |
79% |
True |
False |
188 |
| 10 |
0.9727 |
0.9230 |
0.0497 |
5.2% |
0.0100 |
1.1% |
56% |
False |
False |
218 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0104 |
1.1% |
45% |
False |
False |
147 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0082 |
0.9% |
36% |
False |
False |
99 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0067 |
0.7% |
36% |
False |
False |
88 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0054 |
0.6% |
36% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0029 |
|
2.618 |
0.9858 |
|
1.618 |
0.9753 |
|
1.000 |
0.9688 |
|
0.618 |
0.9648 |
|
HIGH |
0.9583 |
|
0.618 |
0.9543 |
|
0.500 |
0.9531 |
|
0.382 |
0.9518 |
|
LOW |
0.9478 |
|
0.618 |
0.9413 |
|
1.000 |
0.9373 |
|
1.618 |
0.9308 |
|
2.618 |
0.9203 |
|
4.250 |
0.9032 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9531 |
0.9525 |
| PP |
0.9523 |
0.9519 |
| S1 |
0.9516 |
0.9514 |
|