CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9585 |
0.9640 |
0.0055 |
0.6% |
0.9780 |
| High |
0.9652 |
0.9670 |
0.0018 |
0.2% |
0.9841 |
| Low |
0.9585 |
0.9636 |
0.0051 |
0.5% |
0.9540 |
| Close |
0.9641 |
0.9651 |
0.0010 |
0.1% |
0.9641 |
| Range |
0.0067 |
0.0034 |
-0.0033 |
-49.3% |
0.0301 |
| ATR |
0.0108 |
0.0102 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
238 |
92 |
-146 |
-61.3% |
1,224 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9754 |
0.9737 |
0.9670 |
|
| R3 |
0.9720 |
0.9703 |
0.9660 |
|
| R2 |
0.9686 |
0.9686 |
0.9657 |
|
| R1 |
0.9669 |
0.9669 |
0.9654 |
0.9678 |
| PP |
0.9652 |
0.9652 |
0.9652 |
0.9657 |
| S1 |
0.9635 |
0.9635 |
0.9648 |
0.9644 |
| S2 |
0.9618 |
0.9618 |
0.9645 |
|
| S3 |
0.9584 |
0.9601 |
0.9642 |
|
| S4 |
0.9550 |
0.9567 |
0.9632 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0577 |
1.0410 |
0.9807 |
|
| R3 |
1.0276 |
1.0109 |
0.9724 |
|
| R2 |
0.9975 |
0.9975 |
0.9696 |
|
| R1 |
0.9808 |
0.9808 |
0.9669 |
0.9741 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9641 |
| S1 |
0.9507 |
0.9507 |
0.9613 |
0.9440 |
| S2 |
0.9373 |
0.9373 |
0.9586 |
|
| S3 |
0.9072 |
0.9206 |
0.9558 |
|
| S4 |
0.8771 |
0.8905 |
0.9475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9800 |
0.9540 |
0.0260 |
2.7% |
0.0084 |
0.9% |
43% |
False |
False |
252 |
| 10 |
0.9841 |
0.9540 |
0.0301 |
3.1% |
0.0088 |
0.9% |
37% |
False |
False |
190 |
| 20 |
0.9841 |
0.9365 |
0.0476 |
4.9% |
0.0096 |
1.0% |
60% |
False |
False |
172 |
| 40 |
0.9858 |
0.9230 |
0.0628 |
6.5% |
0.0099 |
1.0% |
67% |
False |
False |
160 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0086 |
0.9% |
54% |
False |
False |
129 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0073 |
0.8% |
54% |
False |
False |
109 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0061 |
0.6% |
54% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9815 |
|
2.618 |
0.9759 |
|
1.618 |
0.9725 |
|
1.000 |
0.9704 |
|
0.618 |
0.9691 |
|
HIGH |
0.9670 |
|
0.618 |
0.9657 |
|
0.500 |
0.9653 |
|
0.382 |
0.9649 |
|
LOW |
0.9636 |
|
0.618 |
0.9615 |
|
1.000 |
0.9602 |
|
1.618 |
0.9581 |
|
2.618 |
0.9547 |
|
4.250 |
0.9492 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9653 |
0.9636 |
| PP |
0.9652 |
0.9620 |
| S1 |
0.9652 |
0.9605 |
|