CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9427 |
0.9417 |
-0.0010 |
-0.1% |
0.9583 |
| High |
0.9494 |
0.9525 |
0.0031 |
0.3% |
0.9611 |
| Low |
0.9365 |
0.9417 |
0.0052 |
0.6% |
0.9400 |
| Close |
0.9446 |
0.9496 |
0.0050 |
0.5% |
0.9422 |
| Range |
0.0129 |
0.0108 |
-0.0021 |
-16.3% |
0.0211 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
433 |
100 |
-333 |
-76.9% |
475 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9803 |
0.9758 |
0.9555 |
|
| R3 |
0.9695 |
0.9650 |
0.9526 |
|
| R2 |
0.9587 |
0.9587 |
0.9516 |
|
| R1 |
0.9542 |
0.9542 |
0.9506 |
0.9565 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9491 |
| S1 |
0.9434 |
0.9434 |
0.9486 |
0.9457 |
| S2 |
0.9371 |
0.9371 |
0.9476 |
|
| S3 |
0.9263 |
0.9326 |
0.9466 |
|
| S4 |
0.9155 |
0.9218 |
0.9437 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
0.9977 |
0.9538 |
|
| R3 |
0.9900 |
0.9766 |
0.9480 |
|
| R2 |
0.9689 |
0.9689 |
0.9461 |
|
| R1 |
0.9555 |
0.9555 |
0.9441 |
0.9517 |
| PP |
0.9478 |
0.9478 |
0.9478 |
0.9458 |
| S1 |
0.9344 |
0.9344 |
0.9403 |
0.9306 |
| S2 |
0.9267 |
0.9267 |
0.9383 |
|
| S3 |
0.9056 |
0.9133 |
0.9364 |
|
| S4 |
0.8845 |
0.8922 |
0.9306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9611 |
0.9365 |
0.0246 |
2.6% |
0.0111 |
1.2% |
53% |
False |
False |
189 |
| 10 |
0.9611 |
0.9230 |
0.0381 |
4.0% |
0.0104 |
1.1% |
70% |
False |
False |
188 |
| 20 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0093 |
1.0% |
43% |
False |
False |
175 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0090 |
1.0% |
34% |
False |
False |
119 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0073 |
0.8% |
34% |
False |
False |
102 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0060 |
0.6% |
34% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9984 |
|
2.618 |
0.9808 |
|
1.618 |
0.9700 |
|
1.000 |
0.9633 |
|
0.618 |
0.9592 |
|
HIGH |
0.9525 |
|
0.618 |
0.9484 |
|
0.500 |
0.9471 |
|
0.382 |
0.9458 |
|
LOW |
0.9417 |
|
0.618 |
0.9350 |
|
1.000 |
0.9309 |
|
1.618 |
0.9242 |
|
2.618 |
0.9134 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9488 |
0.9493 |
| PP |
0.9479 |
0.9490 |
| S1 |
0.9471 |
0.9488 |
|