CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9740 |
0.9693 |
-0.0047 |
-0.5% |
0.9675 |
| High |
0.9800 |
0.9693 |
-0.0107 |
-1.1% |
0.9780 |
| Low |
0.9700 |
0.9547 |
-0.0153 |
-1.6% |
0.9645 |
| Close |
0.9702 |
0.9613 |
-0.0089 |
-0.9% |
0.9767 |
| Range |
0.0100 |
0.0146 |
0.0046 |
46.0% |
0.0135 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.9% |
0.0000 |
| Volume |
185 |
232 |
47 |
25.4% |
884 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9980 |
0.9693 |
|
| R3 |
0.9910 |
0.9834 |
0.9653 |
|
| R2 |
0.9764 |
0.9764 |
0.9640 |
|
| R1 |
0.9688 |
0.9688 |
0.9626 |
0.9653 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9600 |
| S1 |
0.9542 |
0.9542 |
0.9600 |
0.9507 |
| S2 |
0.9472 |
0.9472 |
0.9586 |
|
| S3 |
0.9326 |
0.9396 |
0.9573 |
|
| S4 |
0.9180 |
0.9250 |
0.9533 |
|
|
| 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 |
0.9547 |
0.0294 |
3.1% |
0.0105 |
1.1% |
22% |
False |
True |
118 |
| 10 |
0.9841 |
0.9547 |
0.0294 |
3.1% |
0.0099 |
1.0% |
22% |
False |
True |
156 |
| 20 |
0.9841 |
0.9325 |
0.0516 |
5.4% |
0.0100 |
1.0% |
56% |
False |
False |
150 |
| 40 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0101 |
1.1% |
53% |
False |
False |
144 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0085 |
0.9% |
49% |
False |
False |
123 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0071 |
0.7% |
49% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0314 |
|
2.618 |
1.0075 |
|
1.618 |
0.9929 |
|
1.000 |
0.9839 |
|
0.618 |
0.9783 |
|
HIGH |
0.9693 |
|
0.618 |
0.9637 |
|
0.500 |
0.9620 |
|
0.382 |
0.9603 |
|
LOW |
0.9547 |
|
0.618 |
0.9457 |
|
1.000 |
0.9401 |
|
1.618 |
0.9311 |
|
2.618 |
0.9165 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9620 |
0.9694 |
| PP |
0.9618 |
0.9667 |
| S1 |
0.9615 |
0.9640 |
|