CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9650 |
0.9675 |
0.0025 |
0.3% |
0.9427 |
| High |
0.9680 |
0.9759 |
0.0079 |
0.8% |
0.9700 |
| Low |
0.9618 |
0.9669 |
0.0051 |
0.5% |
0.9365 |
| Close |
0.9624 |
0.9689 |
0.0065 |
0.7% |
0.9624 |
| Range |
0.0062 |
0.0090 |
0.0028 |
45.2% |
0.0335 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
1.0% |
0.0000 |
| Volume |
84 |
293 |
209 |
248.8% |
783 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9976 |
0.9922 |
0.9739 |
|
| R3 |
0.9886 |
0.9832 |
0.9714 |
|
| R2 |
0.9796 |
0.9796 |
0.9706 |
|
| R1 |
0.9742 |
0.9742 |
0.9697 |
0.9769 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9719 |
| S1 |
0.9652 |
0.9652 |
0.9681 |
0.9679 |
| S2 |
0.9616 |
0.9616 |
0.9673 |
|
| S3 |
0.9526 |
0.9562 |
0.9664 |
|
| S4 |
0.9436 |
0.9472 |
0.9640 |
|
|
| 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 |
0.9759 |
0.9417 |
0.0342 |
3.5% |
0.0097 |
1.0% |
80% |
True |
False |
128 |
| 10 |
0.9759 |
0.9365 |
0.0394 |
4.1% |
0.0104 |
1.1% |
82% |
True |
False |
155 |
| 20 |
0.9759 |
0.9230 |
0.0529 |
5.5% |
0.0101 |
1.0% |
87% |
True |
False |
185 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0094 |
1.0% |
59% |
False |
False |
127 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0076 |
0.8% |
59% |
False |
False |
110 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0064 |
0.7% |
59% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0142 |
|
2.618 |
0.9995 |
|
1.618 |
0.9905 |
|
1.000 |
0.9849 |
|
0.618 |
0.9815 |
|
HIGH |
0.9759 |
|
0.618 |
0.9725 |
|
0.500 |
0.9714 |
|
0.382 |
0.9703 |
|
LOW |
0.9669 |
|
0.618 |
0.9613 |
|
1.000 |
0.9579 |
|
1.618 |
0.9523 |
|
2.618 |
0.9433 |
|
4.250 |
0.9287 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9681 |
| PP |
0.9706 |
0.9673 |
| S1 |
0.9697 |
0.9665 |
|