CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9650 |
0.0080 |
0.8% |
0.9427 |
| High |
0.9700 |
0.9680 |
-0.0020 |
-0.2% |
0.9700 |
| Low |
0.9570 |
0.9618 |
0.0048 |
0.5% |
0.9365 |
| Close |
0.9678 |
0.9624 |
-0.0054 |
-0.6% |
0.9624 |
| Range |
0.0130 |
0.0062 |
-0.0068 |
-52.3% |
0.0335 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
124 |
84 |
-40 |
-32.3% |
783 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9787 |
0.9658 |
|
| R3 |
0.9765 |
0.9725 |
0.9641 |
|
| R2 |
0.9703 |
0.9703 |
0.9635 |
|
| R1 |
0.9663 |
0.9663 |
0.9630 |
0.9652 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9635 |
| S1 |
0.9601 |
0.9601 |
0.9618 |
0.9590 |
| S2 |
0.9579 |
0.9579 |
0.9613 |
|
| S3 |
0.9517 |
0.9539 |
0.9607 |
|
| S4 |
0.9455 |
0.9477 |
0.9590 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0431 |
0.9808 |
|
| R3 |
1.0233 |
1.0096 |
0.9716 |
|
| R2 |
0.9898 |
0.9898 |
0.9685 |
|
| R1 |
0.9761 |
0.9761 |
0.9655 |
0.9830 |
| PP |
0.9563 |
0.9563 |
0.9563 |
0.9597 |
| S1 |
0.9426 |
0.9426 |
0.9593 |
0.9495 |
| S2 |
0.9228 |
0.9228 |
0.9563 |
|
| S3 |
0.8893 |
0.9091 |
0.9532 |
|
| S4 |
0.8558 |
0.8756 |
0.9440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9365 |
0.0335 |
3.5% |
0.0105 |
1.1% |
77% |
False |
False |
156 |
| 10 |
0.9700 |
0.9365 |
0.0335 |
3.5% |
0.0103 |
1.1% |
77% |
False |
False |
133 |
| 20 |
0.9730 |
0.9230 |
0.0500 |
5.2% |
0.0101 |
1.0% |
79% |
False |
False |
174 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0095 |
1.0% |
50% |
False |
False |
120 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0076 |
0.8% |
50% |
False |
False |
106 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0063 |
0.7% |
50% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9842 |
|
1.618 |
0.9780 |
|
1.000 |
0.9742 |
|
0.618 |
0.9718 |
|
HIGH |
0.9680 |
|
0.618 |
0.9656 |
|
0.500 |
0.9649 |
|
0.382 |
0.9642 |
|
LOW |
0.9618 |
|
0.618 |
0.9580 |
|
1.000 |
0.9556 |
|
1.618 |
0.9518 |
|
2.618 |
0.9456 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9620 |
| PP |
0.9641 |
0.9617 |
| S1 |
0.9632 |
0.9613 |
|