CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9583 |
0.9535 |
-0.0048 |
-0.5% |
0.9449 |
| High |
0.9583 |
0.9611 |
0.0028 |
0.3% |
0.9559 |
| Low |
0.9478 |
0.9533 |
0.0055 |
0.6% |
0.9230 |
| Close |
0.9508 |
0.9602 |
0.0094 |
1.0% |
0.9501 |
| Range |
0.0105 |
0.0078 |
-0.0027 |
-25.7% |
0.0329 |
| ATR |
0.0120 |
0.0118 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
63 |
174 |
111 |
176.2% |
1,354 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9816 |
0.9787 |
0.9645 |
|
| R3 |
0.9738 |
0.9709 |
0.9623 |
|
| R2 |
0.9660 |
0.9660 |
0.9616 |
|
| R1 |
0.9631 |
0.9631 |
0.9609 |
0.9646 |
| PP |
0.9582 |
0.9582 |
0.9582 |
0.9589 |
| S1 |
0.9553 |
0.9553 |
0.9595 |
0.9568 |
| S2 |
0.9504 |
0.9504 |
0.9588 |
|
| S3 |
0.9426 |
0.9475 |
0.9581 |
|
| S4 |
0.9348 |
0.9397 |
0.9559 |
|
|
| 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 |
0.9611 |
0.9325 |
0.0286 |
3.0% |
0.0088 |
0.9% |
97% |
True |
False |
127 |
| 10 |
0.9611 |
0.9230 |
0.0381 |
4.0% |
0.0095 |
1.0% |
98% |
True |
False |
229 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0103 |
1.1% |
60% |
False |
False |
155 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0083 |
0.9% |
48% |
False |
False |
102 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0067 |
0.7% |
48% |
False |
False |
91 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0054 |
0.6% |
48% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9943 |
|
2.618 |
0.9815 |
|
1.618 |
0.9737 |
|
1.000 |
0.9689 |
|
0.618 |
0.9659 |
|
HIGH |
0.9611 |
|
0.618 |
0.9581 |
|
0.500 |
0.9572 |
|
0.382 |
0.9563 |
|
LOW |
0.9533 |
|
0.618 |
0.9485 |
|
1.000 |
0.9455 |
|
1.618 |
0.9407 |
|
2.618 |
0.9329 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9592 |
0.9583 |
| PP |
0.9582 |
0.9563 |
| S1 |
0.9572 |
0.9544 |
|