CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9427 |
-0.0183 |
-1.9% |
0.9583 |
| High |
0.9610 |
0.9494 |
-0.0116 |
-1.2% |
0.9611 |
| Low |
0.9400 |
0.9365 |
-0.0035 |
-0.4% |
0.9400 |
| Close |
0.9422 |
0.9446 |
0.0024 |
0.3% |
0.9422 |
| Range |
0.0210 |
0.0129 |
-0.0081 |
-38.6% |
0.0211 |
| ATR |
0.0121 |
0.0121 |
0.0001 |
0.5% |
0.0000 |
| Volume |
214 |
433 |
219 |
102.3% |
475 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9822 |
0.9763 |
0.9517 |
|
| R3 |
0.9693 |
0.9634 |
0.9481 |
|
| R2 |
0.9564 |
0.9564 |
0.9470 |
|
| R1 |
0.9505 |
0.9505 |
0.9458 |
0.9535 |
| PP |
0.9435 |
0.9435 |
0.9435 |
0.9450 |
| S1 |
0.9376 |
0.9376 |
0.9434 |
0.9406 |
| S2 |
0.9306 |
0.9306 |
0.9422 |
|
| S3 |
0.9177 |
0.9247 |
0.9411 |
|
| S4 |
0.9048 |
0.9118 |
0.9375 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
0.9977 |
0.9538 |
|
| R3 |
0.9900 |
0.9766 |
0.9480 |
|
| R2 |
0.9689 |
0.9689 |
0.9461 |
|
| R1 |
0.9555 |
0.9555 |
0.9441 |
0.9517 |
| PP |
0.9478 |
0.9478 |
0.9478 |
0.9458 |
| S1 |
0.9344 |
0.9344 |
0.9403 |
0.9306 |
| S2 |
0.9267 |
0.9267 |
0.9383 |
|
| S3 |
0.9056 |
0.9133 |
0.9364 |
|
| S4 |
0.8845 |
0.8922 |
0.9306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9611 |
0.9365 |
0.0246 |
2.6% |
0.0110 |
1.2% |
33% |
False |
True |
181 |
| 10 |
0.9611 |
0.9230 |
0.0381 |
4.0% |
0.0093 |
1.0% |
57% |
False |
False |
226 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0091 |
1.0% |
35% |
False |
False |
175 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0088 |
0.9% |
28% |
False |
False |
117 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0072 |
0.8% |
28% |
False |
False |
101 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0058 |
0.6% |
28% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0042 |
|
2.618 |
0.9832 |
|
1.618 |
0.9703 |
|
1.000 |
0.9623 |
|
0.618 |
0.9574 |
|
HIGH |
0.9494 |
|
0.618 |
0.9445 |
|
0.500 |
0.9430 |
|
0.382 |
0.9414 |
|
LOW |
0.9365 |
|
0.618 |
0.9285 |
|
1.000 |
0.9236 |
|
1.618 |
0.9156 |
|
2.618 |
0.9027 |
|
4.250 |
0.8817 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9441 |
0.9488 |
| PP |
0.9435 |
0.9474 |
| S1 |
0.9430 |
0.9460 |
|