CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9417 |
0.9526 |
0.0109 |
1.2% |
0.9583 |
| High |
0.9525 |
0.9622 |
0.0097 |
1.0% |
0.9611 |
| Low |
0.9417 |
0.9526 |
0.0109 |
1.2% |
0.9400 |
| Close |
0.9496 |
0.9559 |
0.0063 |
0.7% |
0.9422 |
| Range |
0.0108 |
0.0096 |
-0.0012 |
-11.1% |
0.0211 |
| ATR |
0.0120 |
0.0121 |
0.0000 |
0.3% |
0.0000 |
| Volume |
100 |
42 |
-58 |
-58.0% |
475 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9857 |
0.9804 |
0.9612 |
|
| R3 |
0.9761 |
0.9708 |
0.9585 |
|
| R2 |
0.9665 |
0.9665 |
0.9577 |
|
| R1 |
0.9612 |
0.9612 |
0.9568 |
0.9639 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9582 |
| S1 |
0.9516 |
0.9516 |
0.9550 |
0.9543 |
| S2 |
0.9473 |
0.9473 |
0.9541 |
|
| S3 |
0.9377 |
0.9420 |
0.9533 |
|
| S4 |
0.9281 |
0.9324 |
0.9506 |
|
|
| 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 |
0.9622 |
0.9365 |
0.0257 |
2.7% |
0.0115 |
1.2% |
75% |
True |
False |
162 |
| 10 |
0.9622 |
0.9325 |
0.0297 |
3.1% |
0.0101 |
1.1% |
79% |
True |
False |
145 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0095 |
1.0% |
53% |
False |
False |
166 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0092 |
1.0% |
42% |
False |
False |
117 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0075 |
0.8% |
42% |
False |
False |
103 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0061 |
0.6% |
42% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0030 |
|
2.618 |
0.9873 |
|
1.618 |
0.9777 |
|
1.000 |
0.9718 |
|
0.618 |
0.9681 |
|
HIGH |
0.9622 |
|
0.618 |
0.9585 |
|
0.500 |
0.9574 |
|
0.382 |
0.9563 |
|
LOW |
0.9526 |
|
0.618 |
0.9467 |
|
1.000 |
0.9430 |
|
1.618 |
0.9371 |
|
2.618 |
0.9275 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9537 |
| PP |
0.9569 |
0.9515 |
| S1 |
0.9564 |
0.9494 |
|