CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9416 |
0.9538 |
0.0122 |
1.3% |
0.9480 |
| High |
0.9545 |
0.9642 |
0.0097 |
1.0% |
0.9669 |
| Low |
0.9416 |
0.9503 |
0.0087 |
0.9% |
0.9402 |
| Close |
0.9504 |
0.9569 |
0.0065 |
0.7% |
0.9430 |
| Range |
0.0129 |
0.0139 |
0.0010 |
7.8% |
0.0267 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
29,888 |
25,474 |
-4,414 |
-14.8% |
13,946 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9918 |
0.9645 |
|
| R3 |
0.9849 |
0.9779 |
0.9607 |
|
| R2 |
0.9710 |
0.9710 |
0.9594 |
|
| R1 |
0.9640 |
0.9640 |
0.9582 |
0.9675 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9589 |
| S1 |
0.9501 |
0.9501 |
0.9556 |
0.9536 |
| S2 |
0.9432 |
0.9432 |
0.9544 |
|
| S3 |
0.9293 |
0.9362 |
0.9531 |
|
| S4 |
0.9154 |
0.9223 |
0.9493 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0133 |
0.9577 |
|
| R3 |
1.0034 |
0.9866 |
0.9503 |
|
| R2 |
0.9767 |
0.9767 |
0.9479 |
|
| R1 |
0.9599 |
0.9599 |
0.9454 |
0.9550 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9476 |
| S1 |
0.9332 |
0.9332 |
0.9406 |
0.9283 |
| S2 |
0.9233 |
0.9233 |
0.9381 |
|
| S3 |
0.8966 |
0.9065 |
0.9357 |
|
| S4 |
0.8699 |
0.8798 |
0.9283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9669 |
0.9357 |
0.0312 |
3.3% |
0.0156 |
1.6% |
68% |
False |
False |
14,344 |
| 10 |
0.9669 |
0.9310 |
0.0359 |
3.8% |
0.0152 |
1.6% |
72% |
False |
False |
8,447 |
| 20 |
0.9880 |
0.9222 |
0.0658 |
6.9% |
0.0147 |
1.5% |
53% |
False |
False |
5,027 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0137 |
1.4% |
42% |
False |
False |
2,882 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0115 |
1.2% |
42% |
False |
False |
2,009 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0102 |
1.1% |
42% |
False |
False |
1,522 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0088 |
0.9% |
42% |
False |
False |
1,221 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0078 |
0.8% |
42% |
False |
False |
1,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0006 |
|
1.618 |
0.9867 |
|
1.000 |
0.9781 |
|
0.618 |
0.9728 |
|
HIGH |
0.9642 |
|
0.618 |
0.9589 |
|
0.500 |
0.9573 |
|
0.382 |
0.9556 |
|
LOW |
0.9503 |
|
0.618 |
0.9417 |
|
1.000 |
0.9364 |
|
1.618 |
0.9278 |
|
2.618 |
0.9139 |
|
4.250 |
0.8912 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9573 |
0.9546 |
| PP |
0.9571 |
0.9523 |
| S1 |
0.9570 |
0.9500 |
|