CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9640 |
0.9631 |
-0.0009 |
-0.1% |
0.9780 |
| High |
0.9670 |
0.9631 |
-0.0039 |
-0.4% |
0.9841 |
| Low |
0.9636 |
0.9448 |
-0.0188 |
-2.0% |
0.9540 |
| Close |
0.9651 |
0.9467 |
-0.0184 |
-1.9% |
0.9641 |
| Range |
0.0034 |
0.0183 |
0.0149 |
438.2% |
0.0301 |
| ATR |
0.0102 |
0.0110 |
0.0007 |
7.0% |
0.0000 |
| Volume |
92 |
81 |
-11 |
-12.0% |
1,224 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0064 |
0.9949 |
0.9568 |
|
| R3 |
0.9881 |
0.9766 |
0.9517 |
|
| R2 |
0.9698 |
0.9698 |
0.9501 |
|
| R1 |
0.9583 |
0.9583 |
0.9484 |
0.9549 |
| PP |
0.9515 |
0.9515 |
0.9515 |
0.9499 |
| S1 |
0.9400 |
0.9400 |
0.9450 |
0.9366 |
| S2 |
0.9332 |
0.9332 |
0.9433 |
|
| S3 |
0.9149 |
0.9217 |
0.9417 |
|
| S4 |
0.8966 |
0.9034 |
0.9366 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0577 |
1.0410 |
0.9807 |
|
| R3 |
1.0276 |
1.0109 |
0.9724 |
|
| R2 |
0.9975 |
0.9975 |
0.9696 |
|
| R1 |
0.9808 |
0.9808 |
0.9669 |
0.9741 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9641 |
| S1 |
0.9507 |
0.9507 |
0.9613 |
0.9440 |
| S2 |
0.9373 |
0.9373 |
0.9586 |
|
| S3 |
0.9072 |
0.9206 |
0.9558 |
|
| S4 |
0.8771 |
0.8905 |
0.9475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9693 |
0.9448 |
0.0245 |
2.6% |
0.0100 |
1.1% |
8% |
False |
True |
231 |
| 10 |
0.9841 |
0.9448 |
0.0393 |
4.2% |
0.0096 |
1.0% |
5% |
False |
True |
162 |
| 20 |
0.9841 |
0.9365 |
0.0476 |
5.0% |
0.0100 |
1.1% |
21% |
False |
False |
173 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0102 |
1.1% |
38% |
False |
False |
160 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0088 |
0.9% |
30% |
False |
False |
123 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0075 |
0.8% |
30% |
False |
False |
109 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0063 |
0.7% |
30% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0409 |
|
2.618 |
1.0110 |
|
1.618 |
0.9927 |
|
1.000 |
0.9814 |
|
0.618 |
0.9744 |
|
HIGH |
0.9631 |
|
0.618 |
0.9561 |
|
0.500 |
0.9540 |
|
0.382 |
0.9518 |
|
LOW |
0.9448 |
|
0.618 |
0.9335 |
|
1.000 |
0.9265 |
|
1.618 |
0.9152 |
|
2.618 |
0.8969 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9559 |
| PP |
0.9515 |
0.9528 |
| S1 |
0.9491 |
0.9498 |
|