CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9428 |
0.0029 |
0.3% |
0.9640 |
| High |
0.9438 |
0.9450 |
0.0012 |
0.1% |
0.9670 |
| Low |
0.9356 |
0.9375 |
0.0019 |
0.2% |
0.9356 |
| Close |
0.9423 |
0.9385 |
-0.0038 |
-0.4% |
0.9385 |
| Range |
0.0082 |
0.0075 |
-0.0007 |
-8.5% |
0.0314 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
665 |
180 |
-485 |
-72.9% |
1,494 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9582 |
0.9426 |
|
| R3 |
0.9553 |
0.9507 |
0.9406 |
|
| R2 |
0.9478 |
0.9478 |
0.9399 |
|
| R1 |
0.9432 |
0.9432 |
0.9392 |
0.9418 |
| PP |
0.9403 |
0.9403 |
0.9403 |
0.9396 |
| S1 |
0.9357 |
0.9357 |
0.9378 |
0.9343 |
| S2 |
0.9328 |
0.9328 |
0.9371 |
|
| S3 |
0.9253 |
0.9282 |
0.9364 |
|
| S4 |
0.9178 |
0.9207 |
0.9344 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0213 |
0.9558 |
|
| R3 |
1.0098 |
0.9899 |
0.9471 |
|
| R2 |
0.9784 |
0.9784 |
0.9443 |
|
| R1 |
0.9585 |
0.9585 |
0.9414 |
0.9528 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9442 |
| S1 |
0.9271 |
0.9271 |
0.9356 |
0.9214 |
| S2 |
0.9156 |
0.9156 |
0.9327 |
|
| S3 |
0.8842 |
0.8957 |
0.9299 |
|
| S4 |
0.8528 |
0.8643 |
0.9212 |
|
|
| 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% |
0.0104 |
1.1% |
9% |
False |
False |
298 |
| 10 |
0.9841 |
0.9356 |
0.0485 |
5.2% |
0.0102 |
1.1% |
6% |
False |
False |
271 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.2% |
0.0099 |
1.1% |
6% |
False |
False |
219 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.6% |
0.0096 |
1.0% |
25% |
False |
False |
189 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0091 |
1.0% |
20% |
False |
False |
144 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0077 |
0.8% |
20% |
False |
False |
126 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0065 |
0.7% |
20% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9646 |
|
1.618 |
0.9571 |
|
1.000 |
0.9525 |
|
0.618 |
0.9496 |
|
HIGH |
0.9450 |
|
0.618 |
0.9421 |
|
0.500 |
0.9413 |
|
0.382 |
0.9404 |
|
LOW |
0.9375 |
|
0.618 |
0.9329 |
|
1.000 |
0.9300 |
|
1.618 |
0.9254 |
|
2.618 |
0.9179 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9413 |
0.9441 |
| PP |
0.9403 |
0.9422 |
| S1 |
0.9394 |
0.9404 |
|