CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9682 |
0.0014 |
0.1% |
0.9432 |
| High |
0.9781 |
0.9741 |
-0.0040 |
-0.4% |
0.9721 |
| Low |
0.9668 |
0.9665 |
-0.0003 |
0.0% |
0.9361 |
| Close |
0.9707 |
0.9709 |
0.0002 |
0.0% |
0.9640 |
| Range |
0.0113 |
0.0076 |
-0.0037 |
-32.7% |
0.0360 |
| ATR |
0.0150 |
0.0145 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
23,635 |
7,105 |
-16,530 |
-69.9% |
498,961 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9897 |
0.9751 |
|
| R3 |
0.9857 |
0.9821 |
0.9730 |
|
| R2 |
0.9781 |
0.9781 |
0.9723 |
|
| R1 |
0.9745 |
0.9745 |
0.9716 |
0.9763 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9714 |
| S1 |
0.9669 |
0.9669 |
0.9702 |
0.9687 |
| S2 |
0.9629 |
0.9629 |
0.9695 |
|
| S3 |
0.9553 |
0.9593 |
0.9688 |
|
| S4 |
0.9477 |
0.9517 |
0.9667 |
|
|
| 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 |
0.9507 |
0.0274 |
2.8% |
0.0115 |
1.2% |
74% |
False |
False |
58,523 |
| 10 |
0.9781 |
0.9361 |
0.0420 |
4.3% |
0.0141 |
1.4% |
83% |
False |
False |
81,556 |
| 20 |
0.9781 |
0.9213 |
0.0568 |
5.9% |
0.0152 |
1.6% |
87% |
False |
False |
97,864 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0148 |
1.5% |
58% |
False |
False |
102,497 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0127 |
1.3% |
58% |
False |
False |
90,749 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0118 |
1.2% |
58% |
False |
False |
74,933 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0112 |
1.1% |
58% |
False |
False |
60,042 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
8.8% |
0.0107 |
1.1% |
58% |
False |
False |
50,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0064 |
|
2.618 |
0.9940 |
|
1.618 |
0.9864 |
|
1.000 |
0.9817 |
|
0.618 |
0.9788 |
|
HIGH |
0.9741 |
|
0.618 |
0.9712 |
|
0.500 |
0.9703 |
|
0.382 |
0.9694 |
|
LOW |
0.9665 |
|
0.618 |
0.9618 |
|
1.000 |
0.9589 |
|
1.618 |
0.9542 |
|
2.618 |
0.9466 |
|
4.250 |
0.9342 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9707 |
0.9707 |
| PP |
0.9705 |
0.9705 |
| S1 |
0.9703 |
0.9703 |
|