CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9712 |
0.9620 |
-0.0092 |
-0.9% |
0.9663 |
| High |
0.9729 |
0.9633 |
-0.0096 |
-1.0% |
0.9794 |
| Low |
0.9554 |
0.9545 |
-0.0009 |
-0.1% |
0.9635 |
| Close |
0.9622 |
0.9589 |
-0.0033 |
-0.3% |
0.9778 |
| Range |
0.0175 |
0.0088 |
-0.0087 |
-49.7% |
0.0159 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
73,852 |
108,725 |
34,873 |
47.2% |
374,698 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9853 |
0.9809 |
0.9637 |
|
| R3 |
0.9765 |
0.9721 |
0.9613 |
|
| R2 |
0.9677 |
0.9677 |
0.9605 |
|
| R1 |
0.9633 |
0.9633 |
0.9597 |
0.9611 |
| PP |
0.9589 |
0.9589 |
0.9589 |
0.9578 |
| S1 |
0.9545 |
0.9545 |
0.9581 |
0.9523 |
| S2 |
0.9501 |
0.9501 |
0.9573 |
|
| S3 |
0.9413 |
0.9457 |
0.9565 |
|
| S4 |
0.9325 |
0.9369 |
0.9541 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0154 |
0.9865 |
|
| R3 |
1.0054 |
0.9995 |
0.9822 |
|
| R2 |
0.9895 |
0.9895 |
0.9807 |
|
| R1 |
0.9836 |
0.9836 |
0.9793 |
0.9866 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9750 |
| S1 |
0.9677 |
0.9677 |
0.9763 |
0.9707 |
| S2 |
0.9577 |
0.9577 |
0.9749 |
|
| S3 |
0.9418 |
0.9518 |
0.9734 |
|
| S4 |
0.9259 |
0.9359 |
0.9691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9857 |
0.9545 |
0.0312 |
3.3% |
0.0119 |
1.2% |
14% |
False |
True |
81,082 |
| 10 |
0.9857 |
0.9545 |
0.0312 |
3.3% |
0.0114 |
1.2% |
14% |
False |
True |
75,037 |
| 20 |
0.9857 |
0.9338 |
0.0519 |
5.4% |
0.0134 |
1.4% |
48% |
False |
False |
43,147 |
| 40 |
0.9980 |
0.9222 |
0.0758 |
7.9% |
0.0143 |
1.5% |
48% |
False |
False |
22,200 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0123 |
1.3% |
44% |
False |
False |
14,970 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0109 |
1.1% |
44% |
False |
False |
11,275 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0098 |
1.0% |
44% |
False |
False |
9,026 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0087 |
0.9% |
44% |
False |
False |
7,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0007 |
|
2.618 |
0.9863 |
|
1.618 |
0.9775 |
|
1.000 |
0.9721 |
|
0.618 |
0.9687 |
|
HIGH |
0.9633 |
|
0.618 |
0.9599 |
|
0.500 |
0.9589 |
|
0.382 |
0.9579 |
|
LOW |
0.9545 |
|
0.618 |
0.9491 |
|
1.000 |
0.9457 |
|
1.618 |
0.9403 |
|
2.618 |
0.9315 |
|
4.250 |
0.9171 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9589 |
0.9681 |
| PP |
0.9589 |
0.9650 |
| S1 |
0.9589 |
0.9620 |
|