CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9701 |
0.9724 |
0.0023 |
0.2% |
0.9675 |
| High |
0.9753 |
0.9780 |
0.0027 |
0.3% |
0.9780 |
| Low |
0.9657 |
0.9708 |
0.0051 |
0.5% |
0.9645 |
| Close |
0.9709 |
0.9767 |
0.0058 |
0.6% |
0.9767 |
| Range |
0.0096 |
0.0072 |
-0.0024 |
-25.0% |
0.0135 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
61 |
58 |
-3 |
-4.9% |
884 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9968 |
0.9939 |
0.9807 |
|
| R3 |
0.9896 |
0.9867 |
0.9787 |
|
| R2 |
0.9824 |
0.9824 |
0.9780 |
|
| R1 |
0.9795 |
0.9795 |
0.9774 |
0.9810 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9759 |
| S1 |
0.9723 |
0.9723 |
0.9760 |
0.9738 |
| S2 |
0.9680 |
0.9680 |
0.9754 |
|
| S3 |
0.9608 |
0.9651 |
0.9747 |
|
| S4 |
0.9536 |
0.9579 |
0.9727 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0086 |
0.9841 |
|
| R3 |
1.0001 |
0.9951 |
0.9804 |
|
| R2 |
0.9866 |
0.9866 |
0.9792 |
|
| R1 |
0.9816 |
0.9816 |
0.9779 |
0.9841 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9743 |
| S1 |
0.9681 |
0.9681 |
0.9755 |
0.9706 |
| S2 |
0.9596 |
0.9596 |
0.9742 |
|
| S3 |
0.9461 |
0.9546 |
0.9730 |
|
| S4 |
0.9326 |
0.9411 |
0.9693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9780 |
0.9645 |
0.0135 |
1.4% |
0.0088 |
0.9% |
90% |
True |
False |
176 |
| 10 |
0.9780 |
0.9365 |
0.0415 |
4.2% |
0.0097 |
1.0% |
97% |
True |
False |
166 |
| 20 |
0.9780 |
0.9230 |
0.0550 |
5.6% |
0.0096 |
1.0% |
98% |
True |
False |
202 |
| 40 |
0.9968 |
0.9230 |
0.0738 |
7.6% |
0.0096 |
1.0% |
73% |
False |
False |
133 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0080 |
0.8% |
69% |
False |
False |
115 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0067 |
0.7% |
69% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
0.9968 |
|
1.618 |
0.9896 |
|
1.000 |
0.9852 |
|
0.618 |
0.9824 |
|
HIGH |
0.9780 |
|
0.618 |
0.9752 |
|
0.500 |
0.9744 |
|
0.382 |
0.9736 |
|
LOW |
0.9708 |
|
0.618 |
0.9664 |
|
1.000 |
0.9636 |
|
1.618 |
0.9592 |
|
2.618 |
0.9520 |
|
4.250 |
0.9402 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9759 |
0.9751 |
| PP |
0.9752 |
0.9735 |
| S1 |
0.9744 |
0.9719 |
|