CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9671 |
0.9725 |
0.0054 |
0.6% |
0.9427 |
| High |
0.9745 |
0.9758 |
0.0013 |
0.1% |
0.9700 |
| Low |
0.9645 |
0.9674 |
0.0029 |
0.3% |
0.9365 |
| Close |
0.9728 |
0.9746 |
0.0018 |
0.2% |
0.9624 |
| Range |
0.0100 |
0.0084 |
-0.0016 |
-16.0% |
0.0335 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
361 |
111 |
-250 |
-69.3% |
783 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9946 |
0.9792 |
|
| R3 |
0.9894 |
0.9862 |
0.9769 |
|
| R2 |
0.9810 |
0.9810 |
0.9761 |
|
| R1 |
0.9778 |
0.9778 |
0.9754 |
0.9794 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9734 |
| S1 |
0.9694 |
0.9694 |
0.9738 |
0.9710 |
| S2 |
0.9642 |
0.9642 |
0.9731 |
|
| S3 |
0.9558 |
0.9610 |
0.9723 |
|
| S4 |
0.9474 |
0.9526 |
0.9700 |
|
|
| 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 |
0.9570 |
0.0189 |
1.9% |
0.0093 |
1.0% |
93% |
False |
False |
194 |
| 10 |
0.9759 |
0.9365 |
0.0394 |
4.0% |
0.0104 |
1.1% |
97% |
False |
False |
178 |
| 20 |
0.9759 |
0.9230 |
0.0529 |
5.4% |
0.0100 |
1.0% |
98% |
False |
False |
203 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0094 |
1.0% |
66% |
False |
False |
133 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0078 |
0.8% |
66% |
False |
False |
114 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0066 |
0.7% |
66% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0115 |
|
2.618 |
0.9978 |
|
1.618 |
0.9894 |
|
1.000 |
0.9842 |
|
0.618 |
0.9810 |
|
HIGH |
0.9758 |
|
0.618 |
0.9726 |
|
0.500 |
0.9716 |
|
0.382 |
0.9706 |
|
LOW |
0.9674 |
|
0.618 |
0.9622 |
|
1.000 |
0.9590 |
|
1.618 |
0.9538 |
|
2.618 |
0.9454 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9731 |
| PP |
0.9726 |
0.9717 |
| S1 |
0.9716 |
0.9702 |
|