CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9701 |
-0.0024 |
-0.2% |
0.9427 |
| High |
0.9758 |
0.9753 |
-0.0005 |
-0.1% |
0.9700 |
| Low |
0.9674 |
0.9657 |
-0.0017 |
-0.2% |
0.9365 |
| Close |
0.9746 |
0.9709 |
-0.0037 |
-0.4% |
0.9624 |
| Range |
0.0084 |
0.0096 |
0.0012 |
14.3% |
0.0335 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
111 |
61 |
-50 |
-45.0% |
783 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9994 |
0.9948 |
0.9762 |
|
| R3 |
0.9898 |
0.9852 |
0.9735 |
|
| R2 |
0.9802 |
0.9802 |
0.9727 |
|
| R1 |
0.9756 |
0.9756 |
0.9718 |
0.9779 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9718 |
| S1 |
0.9660 |
0.9660 |
0.9700 |
0.9683 |
| S2 |
0.9610 |
0.9610 |
0.9691 |
|
| S3 |
0.9514 |
0.9564 |
0.9683 |
|
| S4 |
0.9418 |
0.9468 |
0.9656 |
|
|
| 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 |
0.9618 |
0.0141 |
1.5% |
0.0086 |
0.9% |
65% |
False |
False |
182 |
| 10 |
0.9759 |
0.9365 |
0.0394 |
4.1% |
0.0111 |
1.1% |
87% |
False |
False |
182 |
| 20 |
0.9759 |
0.9230 |
0.0529 |
5.4% |
0.0098 |
1.0% |
91% |
False |
False |
205 |
| 40 |
0.9977 |
0.9230 |
0.0747 |
7.7% |
0.0095 |
1.0% |
64% |
False |
False |
133 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0079 |
0.8% |
61% |
False |
False |
115 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0067 |
0.7% |
61% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0161 |
|
2.618 |
1.0004 |
|
1.618 |
0.9908 |
|
1.000 |
0.9849 |
|
0.618 |
0.9812 |
|
HIGH |
0.9753 |
|
0.618 |
0.9716 |
|
0.500 |
0.9705 |
|
0.382 |
0.9694 |
|
LOW |
0.9657 |
|
0.618 |
0.9598 |
|
1.000 |
0.9561 |
|
1.618 |
0.9502 |
|
2.618 |
0.9406 |
|
4.250 |
0.9249 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9708 |
0.9707 |
| PP |
0.9706 |
0.9704 |
| S1 |
0.9705 |
0.9702 |
|