CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9671 |
-0.0004 |
0.0% |
0.9427 |
| High |
0.9759 |
0.9745 |
-0.0014 |
-0.1% |
0.9700 |
| Low |
0.9669 |
0.9645 |
-0.0024 |
-0.2% |
0.9365 |
| Close |
0.9689 |
0.9728 |
0.0039 |
0.4% |
0.9624 |
| Range |
0.0090 |
0.0100 |
0.0010 |
11.1% |
0.0335 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
293 |
361 |
68 |
23.2% |
783 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0006 |
0.9967 |
0.9783 |
|
| R3 |
0.9906 |
0.9867 |
0.9756 |
|
| R2 |
0.9806 |
0.9806 |
0.9746 |
|
| R1 |
0.9767 |
0.9767 |
0.9737 |
0.9787 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9716 |
| S1 |
0.9667 |
0.9667 |
0.9719 |
0.9687 |
| S2 |
0.9606 |
0.9606 |
0.9710 |
|
| S3 |
0.9506 |
0.9567 |
0.9701 |
|
| S4 |
0.9406 |
0.9467 |
0.9673 |
|
|
| 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 |
0.9526 |
0.0233 |
2.4% |
0.0096 |
1.0% |
87% |
False |
False |
180 |
| 10 |
0.9759 |
0.9365 |
0.0394 |
4.1% |
0.0103 |
1.1% |
92% |
False |
False |
184 |
| 20 |
0.9759 |
0.9230 |
0.0529 |
5.4% |
0.0102 |
1.0% |
94% |
False |
False |
201 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0096 |
1.0% |
64% |
False |
False |
133 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0077 |
0.8% |
64% |
False |
False |
114 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0065 |
0.7% |
64% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0170 |
|
2.618 |
1.0007 |
|
1.618 |
0.9907 |
|
1.000 |
0.9845 |
|
0.618 |
0.9807 |
|
HIGH |
0.9745 |
|
0.618 |
0.9707 |
|
0.500 |
0.9695 |
|
0.382 |
0.9683 |
|
LOW |
0.9645 |
|
0.618 |
0.9583 |
|
1.000 |
0.9545 |
|
1.618 |
0.9483 |
|
2.618 |
0.9383 |
|
4.250 |
0.9220 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9715 |
| PP |
0.9706 |
0.9702 |
| S1 |
0.9695 |
0.9689 |
|