CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9740 |
-0.0040 |
-0.4% |
0.9675 |
| High |
0.9841 |
0.9800 |
-0.0041 |
-0.4% |
0.9780 |
| Low |
0.9730 |
0.9700 |
-0.0030 |
-0.3% |
0.9645 |
| Close |
0.9754 |
0.9702 |
-0.0052 |
-0.5% |
0.9767 |
| Range |
0.0111 |
0.0100 |
-0.0011 |
-9.9% |
0.0135 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
55 |
185 |
130 |
236.4% |
884 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0034 |
0.9968 |
0.9757 |
|
| R3 |
0.9934 |
0.9868 |
0.9730 |
|
| R2 |
0.9834 |
0.9834 |
0.9720 |
|
| R1 |
0.9768 |
0.9768 |
0.9711 |
0.9751 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9726 |
| S1 |
0.9668 |
0.9668 |
0.9693 |
0.9651 |
| S2 |
0.9634 |
0.9634 |
0.9684 |
|
| S3 |
0.9534 |
0.9568 |
0.9675 |
|
| S4 |
0.9434 |
0.9468 |
0.9647 |
|
|
| 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 |
0.9657 |
0.0184 |
1.9% |
0.0093 |
1.0% |
24% |
False |
False |
94 |
| 10 |
0.9841 |
0.9526 |
0.0315 |
3.2% |
0.0094 |
1.0% |
56% |
False |
False |
137 |
| 20 |
0.9841 |
0.9230 |
0.0611 |
6.3% |
0.0099 |
1.0% |
77% |
False |
False |
163 |
| 40 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0100 |
1.0% |
65% |
False |
False |
138 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0083 |
0.9% |
60% |
False |
False |
119 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0070 |
0.7% |
60% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0062 |
|
1.618 |
0.9962 |
|
1.000 |
0.9900 |
|
0.618 |
0.9862 |
|
HIGH |
0.9800 |
|
0.618 |
0.9762 |
|
0.500 |
0.9750 |
|
0.382 |
0.9738 |
|
LOW |
0.9700 |
|
0.618 |
0.9638 |
|
1.000 |
0.9600 |
|
1.618 |
0.9538 |
|
2.618 |
0.9438 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9771 |
| PP |
0.9734 |
0.9748 |
| S1 |
0.9718 |
0.9725 |
|