CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.9640 |
0.9631 |
-0.0009 |
-0.1% |
0.9780 |
High |
0.9670 |
0.9631 |
-0.0039 |
-0.4% |
0.9841 |
Low |
0.9636 |
0.9448 |
-0.0188 |
-2.0% |
0.9540 |
Close |
0.9651 |
0.9467 |
-0.0184 |
-1.9% |
0.9641 |
Range |
0.0034 |
0.0183 |
0.0149 |
438.2% |
0.0301 |
ATR |
0.0102 |
0.0110 |
0.0007 |
7.0% |
0.0000 |
Volume |
92 |
81 |
-11 |
-12.0% |
1,224 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0064 |
0.9949 |
0.9568 |
|
R3 |
0.9881 |
0.9766 |
0.9517 |
|
R2 |
0.9698 |
0.9698 |
0.9501 |
|
R1 |
0.9583 |
0.9583 |
0.9484 |
0.9549 |
PP |
0.9515 |
0.9515 |
0.9515 |
0.9499 |
S1 |
0.9400 |
0.9400 |
0.9450 |
0.9366 |
S2 |
0.9332 |
0.9332 |
0.9433 |
|
S3 |
0.9149 |
0.9217 |
0.9417 |
|
S4 |
0.8966 |
0.9034 |
0.9366 |
|
|
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 |
0.9693 |
0.9448 |
0.0245 |
2.6% |
0.0100 |
1.1% |
8% |
False |
True |
231 |
10 |
0.9841 |
0.9448 |
0.0393 |
4.2% |
0.0096 |
1.0% |
5% |
False |
True |
162 |
20 |
0.9841 |
0.9365 |
0.0476 |
5.0% |
0.0100 |
1.1% |
21% |
False |
False |
173 |
40 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0102 |
1.1% |
38% |
False |
False |
160 |
60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0088 |
0.9% |
30% |
False |
False |
123 |
80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0075 |
0.8% |
30% |
False |
False |
109 |
100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0063 |
0.7% |
30% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0409 |
2.618 |
1.0110 |
1.618 |
0.9927 |
1.000 |
0.9814 |
0.618 |
0.9744 |
HIGH |
0.9631 |
0.618 |
0.9561 |
0.500 |
0.9540 |
0.382 |
0.9518 |
LOW |
0.9448 |
0.618 |
0.9335 |
1.000 |
0.9265 |
1.618 |
0.9152 |
2.618 |
0.8969 |
4.250 |
0.8670 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9540 |
0.9559 |
PP |
0.9515 |
0.9528 |
S1 |
0.9491 |
0.9498 |
|