CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9526 |
0.9570 |
0.0044 |
0.5% |
0.9583 |
| High |
0.9622 |
0.9700 |
0.0078 |
0.8% |
0.9611 |
| Low |
0.9526 |
0.9570 |
0.0044 |
0.5% |
0.9400 |
| Close |
0.9559 |
0.9678 |
0.0119 |
1.2% |
0.9422 |
| Range |
0.0096 |
0.0130 |
0.0034 |
35.4% |
0.0211 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
1.2% |
0.0000 |
| Volume |
42 |
124 |
82 |
195.2% |
475 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
0.9989 |
0.9750 |
|
| R3 |
0.9909 |
0.9859 |
0.9714 |
|
| R2 |
0.9779 |
0.9779 |
0.9702 |
|
| R1 |
0.9729 |
0.9729 |
0.9690 |
0.9754 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9662 |
| S1 |
0.9599 |
0.9599 |
0.9666 |
0.9624 |
| S2 |
0.9519 |
0.9519 |
0.9654 |
|
| S3 |
0.9389 |
0.9469 |
0.9642 |
|
| S4 |
0.9259 |
0.9339 |
0.9607 |
|
|
| 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 |
0.9700 |
0.9365 |
0.0335 |
3.5% |
0.0135 |
1.4% |
93% |
True |
False |
182 |
| 10 |
0.9700 |
0.9365 |
0.0335 |
3.5% |
0.0103 |
1.1% |
93% |
True |
False |
141 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0099 |
1.0% |
73% |
False |
False |
172 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0095 |
1.0% |
57% |
False |
False |
119 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0076 |
0.8% |
57% |
False |
False |
105 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0062 |
0.6% |
57% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0040 |
|
1.618 |
0.9910 |
|
1.000 |
0.9830 |
|
0.618 |
0.9780 |
|
HIGH |
0.9700 |
|
0.618 |
0.9650 |
|
0.500 |
0.9635 |
|
0.382 |
0.9620 |
|
LOW |
0.9570 |
|
0.618 |
0.9490 |
|
1.000 |
0.9440 |
|
1.618 |
0.9360 |
|
2.618 |
0.9230 |
|
4.250 |
0.9018 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9638 |
| PP |
0.9649 |
0.9598 |
| S1 |
0.9635 |
0.9559 |
|