CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.9480 |
0.9620 |
0.0140 |
1.5% |
0.9408 |
High |
0.9634 |
0.9669 |
0.0035 |
0.4% |
0.9566 |
Low |
0.9453 |
0.9551 |
0.0098 |
1.0% |
0.9222 |
Close |
0.9610 |
0.9594 |
-0.0016 |
-0.2% |
0.9509 |
Range |
0.0181 |
0.0118 |
-0.0063 |
-34.8% |
0.0344 |
ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
4,592 |
2,523 |
-2,069 |
-45.1% |
9,034 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9959 |
0.9894 |
0.9659 |
|
R3 |
0.9841 |
0.9776 |
0.9626 |
|
R2 |
0.9723 |
0.9723 |
0.9616 |
|
R1 |
0.9658 |
0.9658 |
0.9605 |
0.9632 |
PP |
0.9605 |
0.9605 |
0.9605 |
0.9591 |
S1 |
0.9540 |
0.9540 |
0.9583 |
0.9514 |
S2 |
0.9487 |
0.9487 |
0.9572 |
|
S3 |
0.9369 |
0.9422 |
0.9562 |
|
S4 |
0.9251 |
0.9304 |
0.9529 |
|
|
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 |
0.9669 |
0.9338 |
0.0331 |
3.5% |
0.0145 |
1.5% |
77% |
True |
False |
2,602 |
10 |
0.9669 |
0.9222 |
0.0447 |
4.7% |
0.0157 |
1.6% |
83% |
True |
False |
2,333 |
20 |
0.9880 |
0.9222 |
0.0658 |
6.9% |
0.0159 |
1.7% |
57% |
False |
False |
1,792 |
40 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0128 |
1.3% |
45% |
False |
False |
1,188 |
60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0109 |
1.1% |
45% |
False |
False |
864 |
80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0095 |
1.0% |
45% |
False |
False |
657 |
100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0082 |
0.9% |
45% |
False |
False |
530 |
120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0072 |
0.8% |
45% |
False |
False |
444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0171 |
2.618 |
0.9978 |
1.618 |
0.9860 |
1.000 |
0.9787 |
0.618 |
0.9742 |
HIGH |
0.9669 |
0.618 |
0.9624 |
0.500 |
0.9610 |
0.382 |
0.9596 |
LOW |
0.9551 |
0.618 |
0.9478 |
1.000 |
0.9433 |
1.618 |
0.9360 |
2.618 |
0.9242 |
4.250 |
0.9050 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9610 |
0.9583 |
PP |
0.9605 |
0.9572 |
S1 |
0.9599 |
0.9561 |
|