CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9455 |
0.9399 |
-0.0056 |
-0.6% |
0.9780 |
| High |
0.9526 |
0.9438 |
-0.0088 |
-0.9% |
0.9841 |
| Low |
0.9379 |
0.9356 |
-0.0023 |
-0.2% |
0.9540 |
| Close |
0.9395 |
0.9423 |
0.0028 |
0.3% |
0.9641 |
| Range |
0.0147 |
0.0082 |
-0.0065 |
-44.2% |
0.0301 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
476 |
665 |
189 |
39.7% |
1,224 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9652 |
0.9619 |
0.9468 |
|
| R3 |
0.9570 |
0.9537 |
0.9446 |
|
| R2 |
0.9488 |
0.9488 |
0.9438 |
|
| R1 |
0.9455 |
0.9455 |
0.9431 |
0.9472 |
| PP |
0.9406 |
0.9406 |
0.9406 |
0.9414 |
| S1 |
0.9373 |
0.9373 |
0.9415 |
0.9390 |
| S2 |
0.9324 |
0.9324 |
0.9408 |
|
| S3 |
0.9242 |
0.9291 |
0.9400 |
|
| S4 |
0.9160 |
0.9209 |
0.9378 |
|
|
| 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 |
0.9670 |
0.9356 |
0.0314 |
3.3% |
0.0103 |
1.1% |
21% |
False |
True |
310 |
| 10 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0101 |
1.1% |
14% |
False |
True |
259 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0106 |
1.1% |
14% |
False |
True |
220 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0103 |
1.1% |
31% |
False |
False |
187 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0091 |
1.0% |
25% |
False |
False |
141 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0077 |
0.8% |
25% |
False |
False |
123 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0065 |
0.7% |
25% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9787 |
|
2.618 |
0.9653 |
|
1.618 |
0.9571 |
|
1.000 |
0.9520 |
|
0.618 |
0.9489 |
|
HIGH |
0.9438 |
|
0.618 |
0.9407 |
|
0.500 |
0.9397 |
|
0.382 |
0.9387 |
|
LOW |
0.9356 |
|
0.618 |
0.9305 |
|
1.000 |
0.9274 |
|
1.618 |
0.9223 |
|
2.618 |
0.9141 |
|
4.250 |
0.9008 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9414 |
0.9494 |
| PP |
0.9406 |
0.9470 |
| S1 |
0.9397 |
0.9447 |
|