CME Canadian Dollar Future December 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 |
0.9535 |
0.9578 |
0.0043 |
0.5% |
0.9449 |
| High |
0.9611 |
0.9578 |
-0.0033 |
-0.3% |
0.9559 |
| Low |
0.9533 |
0.9548 |
0.0015 |
0.2% |
0.9230 |
| Close |
0.9602 |
0.9584 |
-0.0018 |
-0.2% |
0.9501 |
| Range |
0.0078 |
0.0030 |
-0.0048 |
-61.5% |
0.0329 |
| ATR |
0.0118 |
0.0114 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
174 |
24 |
-150 |
-86.2% |
1,354 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9660 |
0.9652 |
0.9601 |
|
| R3 |
0.9630 |
0.9622 |
0.9592 |
|
| R2 |
0.9600 |
0.9600 |
0.9590 |
|
| R1 |
0.9592 |
0.9592 |
0.9587 |
0.9596 |
| PP |
0.9570 |
0.9570 |
0.9570 |
0.9572 |
| S1 |
0.9562 |
0.9562 |
0.9581 |
0.9566 |
| S2 |
0.9540 |
0.9540 |
0.9579 |
|
| S3 |
0.9510 |
0.9532 |
0.9576 |
|
| S4 |
0.9480 |
0.9502 |
0.9568 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0288 |
0.9682 |
|
| R3 |
1.0088 |
0.9959 |
0.9591 |
|
| R2 |
0.9759 |
0.9759 |
0.9561 |
|
| R1 |
0.9630 |
0.9630 |
0.9531 |
0.9695 |
| PP |
0.9430 |
0.9430 |
0.9430 |
0.9462 |
| S1 |
0.9301 |
0.9301 |
0.9471 |
0.9366 |
| S2 |
0.9101 |
0.9101 |
0.9441 |
|
| S3 |
0.8772 |
0.8972 |
0.9411 |
|
| S4 |
0.8443 |
0.8643 |
0.9320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9611 |
0.9467 |
0.0144 |
1.5% |
0.0071 |
0.7% |
81% |
False |
False |
100 |
| 10 |
0.9611 |
0.9230 |
0.0381 |
4.0% |
0.0086 |
0.9% |
93% |
False |
False |
228 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0101 |
1.1% |
57% |
False |
False |
153 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0083 |
0.9% |
45% |
False |
False |
101 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0067 |
0.7% |
45% |
False |
False |
91 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0054 |
0.6% |
45% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9706 |
|
2.618 |
0.9657 |
|
1.618 |
0.9627 |
|
1.000 |
0.9608 |
|
0.618 |
0.9597 |
|
HIGH |
0.9578 |
|
0.618 |
0.9567 |
|
0.500 |
0.9563 |
|
0.382 |
0.9559 |
|
LOW |
0.9548 |
|
0.618 |
0.9529 |
|
1.000 |
0.9518 |
|
1.618 |
0.9499 |
|
2.618 |
0.9469 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9577 |
0.9571 |
| PP |
0.9570 |
0.9558 |
| S1 |
0.9563 |
0.9545 |
|