CME Canadian Dollar Future June 2010


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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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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