CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9780 |
0.0056 |
0.6% |
0.9675 |
| High |
0.9780 |
0.9841 |
0.0061 |
0.6% |
0.9780 |
| Low |
0.9708 |
0.9730 |
0.0022 |
0.2% |
0.9645 |
| Close |
0.9767 |
0.9754 |
-0.0013 |
-0.1% |
0.9767 |
| Range |
0.0072 |
0.0111 |
0.0039 |
54.2% |
0.0135 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.0% |
0.0000 |
| Volume |
58 |
55 |
-3 |
-5.2% |
884 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0108 |
1.0042 |
0.9815 |
|
| R3 |
0.9997 |
0.9931 |
0.9785 |
|
| R2 |
0.9886 |
0.9886 |
0.9774 |
|
| R1 |
0.9820 |
0.9820 |
0.9764 |
0.9798 |
| PP |
0.9775 |
0.9775 |
0.9775 |
0.9764 |
| S1 |
0.9709 |
0.9709 |
0.9744 |
0.9687 |
| S2 |
0.9664 |
0.9664 |
0.9734 |
|
| S3 |
0.9553 |
0.9598 |
0.9723 |
|
| S4 |
0.9442 |
0.9487 |
0.9693 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0086 |
0.9841 |
|
| R3 |
1.0001 |
0.9951 |
0.9804 |
|
| R2 |
0.9866 |
0.9866 |
0.9792 |
|
| R1 |
0.9816 |
0.9816 |
0.9779 |
0.9841 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9743 |
| S1 |
0.9681 |
0.9681 |
0.9755 |
0.9706 |
| S2 |
0.9596 |
0.9596 |
0.9742 |
|
| S3 |
0.9461 |
0.9546 |
0.9730 |
|
| S4 |
0.9326 |
0.9411 |
0.9693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9841 |
0.9645 |
0.0196 |
2.0% |
0.0093 |
0.9% |
56% |
True |
False |
129 |
| 10 |
0.9841 |
0.9417 |
0.0424 |
4.3% |
0.0095 |
1.0% |
79% |
True |
False |
128 |
| 20 |
0.9841 |
0.9230 |
0.0611 |
6.3% |
0.0094 |
1.0% |
86% |
True |
False |
177 |
| 40 |
0.9957 |
0.9230 |
0.0727 |
7.5% |
0.0098 |
1.0% |
72% |
False |
False |
134 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0081 |
0.8% |
67% |
False |
False |
116 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0068 |
0.7% |
67% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0132 |
|
1.618 |
1.0021 |
|
1.000 |
0.9952 |
|
0.618 |
0.9910 |
|
HIGH |
0.9841 |
|
0.618 |
0.9799 |
|
0.500 |
0.9786 |
|
0.382 |
0.9772 |
|
LOW |
0.9730 |
|
0.618 |
0.9661 |
|
1.000 |
0.9619 |
|
1.618 |
0.9550 |
|
2.618 |
0.9439 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9786 |
0.9752 |
| PP |
0.9775 |
0.9751 |
| S1 |
0.9765 |
0.9749 |
|