CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9693 |
0.9610 |
-0.0083 |
-0.9% |
0.9675 |
| High |
0.9693 |
0.9611 |
-0.0082 |
-0.8% |
0.9780 |
| Low |
0.9547 |
0.9540 |
-0.0007 |
-0.1% |
0.9645 |
| Close |
0.9613 |
0.9581 |
-0.0032 |
-0.3% |
0.9767 |
| Range |
0.0146 |
0.0071 |
-0.0075 |
-51.4% |
0.0135 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
232 |
514 |
282 |
121.6% |
884 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9790 |
0.9757 |
0.9620 |
|
| R3 |
0.9719 |
0.9686 |
0.9601 |
|
| R2 |
0.9648 |
0.9648 |
0.9594 |
|
| R1 |
0.9615 |
0.9615 |
0.9588 |
0.9596 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9568 |
| S1 |
0.9544 |
0.9544 |
0.9574 |
0.9525 |
| S2 |
0.9506 |
0.9506 |
0.9568 |
|
| S3 |
0.9435 |
0.9473 |
0.9561 |
|
| S4 |
0.9364 |
0.9402 |
0.9542 |
|
|
| 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 |
0.9540 |
0.0301 |
3.1% |
0.0100 |
1.0% |
14% |
False |
True |
208 |
| 10 |
0.9841 |
0.9540 |
0.0301 |
3.1% |
0.0093 |
1.0% |
14% |
False |
True |
195 |
| 20 |
0.9841 |
0.9365 |
0.0476 |
5.0% |
0.0098 |
1.0% |
45% |
False |
False |
168 |
| 40 |
0.9955 |
0.9230 |
0.0725 |
7.6% |
0.0101 |
1.1% |
48% |
False |
False |
154 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0085 |
0.9% |
45% |
False |
False |
131 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0072 |
0.7% |
45% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9913 |
|
2.618 |
0.9797 |
|
1.618 |
0.9726 |
|
1.000 |
0.9682 |
|
0.618 |
0.9655 |
|
HIGH |
0.9611 |
|
0.618 |
0.9584 |
|
0.500 |
0.9576 |
|
0.382 |
0.9567 |
|
LOW |
0.9540 |
|
0.618 |
0.9496 |
|
1.000 |
0.9469 |
|
1.618 |
0.9425 |
|
2.618 |
0.9354 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9579 |
0.9670 |
| PP |
0.9577 |
0.9640 |
| S1 |
0.9576 |
0.9611 |
|