CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9480 |
0.9480 |
0.0000 |
0.0% |
0.9408 |
| High |
0.9598 |
0.9634 |
0.0036 |
0.4% |
0.9566 |
| Low |
0.9461 |
0.9453 |
-0.0008 |
-0.1% |
0.9222 |
| Close |
0.9516 |
0.9610 |
0.0094 |
1.0% |
0.9509 |
| Range |
0.0137 |
0.0181 |
0.0044 |
32.1% |
0.0344 |
| ATR |
0.0145 |
0.0148 |
0.0003 |
1.7% |
0.0000 |
| Volume |
1,706 |
4,592 |
2,886 |
169.2% |
9,034 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0040 |
0.9710 |
|
| R3 |
0.9928 |
0.9859 |
0.9660 |
|
| R2 |
0.9747 |
0.9747 |
0.9643 |
|
| R1 |
0.9678 |
0.9678 |
0.9627 |
0.9713 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9583 |
| S1 |
0.9497 |
0.9497 |
0.9593 |
0.9532 |
| S2 |
0.9385 |
0.9385 |
0.9577 |
|
| S3 |
0.9204 |
0.9316 |
0.9560 |
|
| S4 |
0.9023 |
0.9135 |
0.9510 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0331 |
0.9698 |
|
| R3 |
1.0120 |
0.9987 |
0.9604 |
|
| R2 |
0.9776 |
0.9776 |
0.9572 |
|
| R1 |
0.9643 |
0.9643 |
0.9541 |
0.9710 |
| PP |
0.9432 |
0.9432 |
0.9432 |
0.9466 |
| S1 |
0.9299 |
0.9299 |
0.9477 |
0.9366 |
| S2 |
0.9088 |
0.9088 |
0.9446 |
|
| S3 |
0.8744 |
0.8955 |
0.9414 |
|
| S4 |
0.8400 |
0.8611 |
0.9320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9634 |
0.9310 |
0.0324 |
3.4% |
0.0149 |
1.5% |
93% |
True |
False |
2,551 |
| 10 |
0.9634 |
0.9222 |
0.0412 |
4.3% |
0.0159 |
1.7% |
94% |
True |
False |
2,216 |
| 20 |
0.9880 |
0.9222 |
0.0658 |
6.8% |
0.0159 |
1.7% |
59% |
False |
False |
1,700 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0127 |
1.3% |
47% |
False |
False |
1,130 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0108 |
1.1% |
47% |
False |
False |
823 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0094 |
1.0% |
47% |
False |
False |
626 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0082 |
0.9% |
47% |
False |
False |
505 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0071 |
0.7% |
47% |
False |
False |
424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0403 |
|
2.618 |
1.0108 |
|
1.618 |
0.9927 |
|
1.000 |
0.9815 |
|
0.618 |
0.9746 |
|
HIGH |
0.9634 |
|
0.618 |
0.9565 |
|
0.500 |
0.9544 |
|
0.382 |
0.9522 |
|
LOW |
0.9453 |
|
0.618 |
0.9341 |
|
1.000 |
0.9272 |
|
1.618 |
0.9160 |
|
2.618 |
0.8979 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9588 |
0.9588 |
| PP |
0.9566 |
0.9566 |
| S1 |
0.9544 |
0.9544 |
|