CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9631 |
0.9455 |
-0.0176 |
-1.8% |
0.9780 |
| High |
0.9631 |
0.9526 |
-0.0105 |
-1.1% |
0.9841 |
| Low |
0.9448 |
0.9379 |
-0.0069 |
-0.7% |
0.9540 |
| Close |
0.9467 |
0.9395 |
-0.0072 |
-0.8% |
0.9641 |
| Range |
0.0183 |
0.0147 |
-0.0036 |
-19.7% |
0.0301 |
| ATR |
0.0110 |
0.0112 |
0.0003 |
2.4% |
0.0000 |
| Volume |
81 |
476 |
395 |
487.7% |
1,224 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9874 |
0.9782 |
0.9476 |
|
| R3 |
0.9727 |
0.9635 |
0.9435 |
|
| R2 |
0.9580 |
0.9580 |
0.9422 |
|
| R1 |
0.9488 |
0.9488 |
0.9408 |
0.9461 |
| PP |
0.9433 |
0.9433 |
0.9433 |
0.9420 |
| S1 |
0.9341 |
0.9341 |
0.9382 |
0.9314 |
| S2 |
0.9286 |
0.9286 |
0.9368 |
|
| S3 |
0.9139 |
0.9194 |
0.9355 |
|
| S4 |
0.8992 |
0.9047 |
0.9314 |
|
|
| 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 |
0.9670 |
0.9379 |
0.0291 |
3.1% |
0.0100 |
1.1% |
5% |
False |
True |
280 |
| 10 |
0.9841 |
0.9379 |
0.0462 |
4.9% |
0.0103 |
1.1% |
3% |
False |
True |
199 |
| 20 |
0.9841 |
0.9365 |
0.0476 |
5.1% |
0.0103 |
1.1% |
6% |
False |
False |
188 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.6% |
0.0103 |
1.1% |
27% |
False |
False |
172 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0089 |
1.0% |
21% |
False |
False |
131 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0076 |
0.8% |
21% |
False |
False |
115 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0064 |
0.7% |
21% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
0.9911 |
|
1.618 |
0.9764 |
|
1.000 |
0.9673 |
|
0.618 |
0.9617 |
|
HIGH |
0.9526 |
|
0.618 |
0.9470 |
|
0.500 |
0.9453 |
|
0.382 |
0.9435 |
|
LOW |
0.9379 |
|
0.618 |
0.9288 |
|
1.000 |
0.9232 |
|
1.618 |
0.9141 |
|
2.618 |
0.8994 |
|
4.250 |
0.8754 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9453 |
0.9525 |
| PP |
0.9433 |
0.9481 |
| S1 |
0.9414 |
0.9438 |
|