CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9529 |
0.9507 |
-0.0022 |
-0.2% |
0.9415 |
| High |
0.9575 |
0.9601 |
0.0026 |
0.3% |
0.9575 |
| Low |
0.9483 |
0.9466 |
-0.0017 |
-0.2% |
0.9213 |
| Close |
0.9513 |
0.9521 |
0.0008 |
0.1% |
0.9513 |
| Range |
0.0092 |
0.0135 |
0.0043 |
46.7% |
0.0362 |
| ATR |
0.0154 |
0.0152 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
100,576 |
85,864 |
-14,712 |
-14.6% |
546,301 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9934 |
0.9863 |
0.9595 |
|
| R3 |
0.9799 |
0.9728 |
0.9558 |
|
| R2 |
0.9664 |
0.9664 |
0.9546 |
|
| R1 |
0.9593 |
0.9593 |
0.9533 |
0.9629 |
| PP |
0.9529 |
0.9529 |
0.9529 |
0.9547 |
| S1 |
0.9458 |
0.9458 |
0.9509 |
0.9494 |
| S2 |
0.9394 |
0.9394 |
0.9496 |
|
| S3 |
0.9259 |
0.9323 |
0.9484 |
|
| S4 |
0.9124 |
0.9188 |
0.9447 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0378 |
0.9712 |
|
| R3 |
1.0158 |
1.0016 |
0.9613 |
|
| R2 |
0.9796 |
0.9796 |
0.9579 |
|
| R1 |
0.9654 |
0.9654 |
0.9546 |
0.9725 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9469 |
| S1 |
0.9292 |
0.9292 |
0.9480 |
0.9363 |
| S2 |
0.9072 |
0.9072 |
0.9447 |
|
| S3 |
0.8710 |
0.8930 |
0.9413 |
|
| S4 |
0.8348 |
0.8568 |
0.9314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9601 |
0.9213 |
0.0388 |
4.1% |
0.0157 |
1.7% |
79% |
True |
False |
95,983 |
| 10 |
0.9760 |
0.9213 |
0.0547 |
5.7% |
0.0164 |
1.7% |
56% |
False |
False |
114,173 |
| 20 |
0.9900 |
0.9213 |
0.0687 |
7.2% |
0.0168 |
1.8% |
45% |
False |
False |
114,863 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0134 |
1.4% |
36% |
False |
False |
98,769 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0117 |
1.2% |
36% |
False |
False |
85,748 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0111 |
1.2% |
36% |
False |
False |
64,811 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0107 |
1.1% |
36% |
False |
False |
51,913 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0100 |
1.0% |
36% |
False |
False |
43,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
0.9954 |
|
1.618 |
0.9819 |
|
1.000 |
0.9736 |
|
0.618 |
0.9684 |
|
HIGH |
0.9601 |
|
0.618 |
0.9549 |
|
0.500 |
0.9534 |
|
0.382 |
0.9518 |
|
LOW |
0.9466 |
|
0.618 |
0.9383 |
|
1.000 |
0.9331 |
|
1.618 |
0.9248 |
|
2.618 |
0.9113 |
|
4.250 |
0.8892 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9534 |
0.9504 |
| PP |
0.9529 |
0.9486 |
| S1 |
0.9525 |
0.9469 |
|