CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 0.9701 0.9668 -0.0033 -0.3% 0.9432
High 0.9712 0.9781 0.0069 0.7% 0.9721
Low 0.9625 0.9668 0.0043 0.4% 0.9361
Close 0.9640 0.9707 0.0067 0.7% 0.9640
Range 0.0087 0.0113 0.0026 29.9% 0.0360
ATR 0.0150 0.0150 -0.0001 -0.5% 0.0000
Volume 69,150 23,635 -45,515 -65.8% 498,961
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0058 0.9995 0.9769
R3 0.9945 0.9882 0.9738
R2 0.9832 0.9832 0.9728
R1 0.9769 0.9769 0.9717 0.9801
PP 0.9719 0.9719 0.9719 0.9734
S1 0.9656 0.9656 0.9697 0.9688
S2 0.9606 0.9606 0.9686
S3 0.9493 0.9543 0.9676
S4 0.9380 0.9430 0.9645
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0654 1.0507 0.9838
R3 1.0294 1.0147 0.9739
R2 0.9934 0.9934 0.9706
R1 0.9787 0.9787 0.9673 0.9861
PP 0.9574 0.9574 0.9574 0.9611
S1 0.9427 0.9427 0.9607 0.9501
S2 0.9214 0.9214 0.9574
S3 0.8854 0.9067 0.9541
S4 0.8494 0.8707 0.9442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9781 0.9422 0.0359 3.7% 0.0125 1.3% 79% True False 78,797
10 0.9781 0.9361 0.0420 4.3% 0.0147 1.5% 82% True False 89,432
20 0.9781 0.9213 0.0568 5.9% 0.0154 1.6% 87% True False 102,753
40 1.0069 0.9213 0.0856 8.8% 0.0148 1.5% 58% False False 105,519
60 1.0069 0.9213 0.0856 8.8% 0.0128 1.3% 58% False False 91,537
80 1.0069 0.9213 0.0856 8.8% 0.0119 1.2% 58% False False 74,858
100 1.0069 0.9213 0.0856 8.8% 0.0112 1.2% 58% False False 59,974
120 1.0069 0.9213 0.0856 8.8% 0.0106 1.1% 58% False False 50,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0261
2.618 1.0077
1.618 0.9964
1.000 0.9894
0.618 0.9851
HIGH 0.9781
0.618 0.9738
0.500 0.9725
0.382 0.9711
LOW 0.9668
0.618 0.9598
1.000 0.9555
1.618 0.9485
2.618 0.9372
4.250 0.9188
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 0.9725 0.9696
PP 0.9719 0.9684
S1 0.9713 0.9673

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

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