CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9846 |
0.0041 |
0.4% |
0.9839 |
| High |
0.9872 |
0.9933 |
0.0061 |
0.6% |
0.9855 |
| Low |
0.9803 |
0.9838 |
0.0035 |
0.4% |
0.9705 |
| Close |
0.9851 |
0.9912 |
0.0061 |
0.6% |
0.9722 |
| Range |
0.0069 |
0.0095 |
0.0026 |
37.7% |
0.0150 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.7% |
0.0000 |
| Volume |
60,658 |
82,354 |
21,696 |
35.8% |
382,817 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0141 |
0.9964 |
|
| R3 |
1.0084 |
1.0046 |
0.9938 |
|
| R2 |
0.9989 |
0.9989 |
0.9929 |
|
| R1 |
0.9951 |
0.9951 |
0.9921 |
0.9970 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9904 |
| S1 |
0.9856 |
0.9856 |
0.9903 |
0.9875 |
| S2 |
0.9799 |
0.9799 |
0.9895 |
|
| S3 |
0.9704 |
0.9761 |
0.9886 |
|
| S4 |
0.9609 |
0.9666 |
0.9860 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0116 |
0.9805 |
|
| R3 |
1.0061 |
0.9966 |
0.9763 |
|
| R2 |
0.9911 |
0.9911 |
0.9750 |
|
| R1 |
0.9816 |
0.9816 |
0.9736 |
0.9789 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9747 |
| S1 |
0.9666 |
0.9666 |
0.9708 |
0.9639 |
| S2 |
0.9611 |
0.9611 |
0.9695 |
|
| S3 |
0.9461 |
0.9516 |
0.9681 |
|
| S4 |
0.9311 |
0.9366 |
0.9640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9933 |
0.9705 |
0.0228 |
2.3% |
0.0085 |
0.9% |
91% |
True |
False |
72,707 |
| 10 |
0.9938 |
0.9705 |
0.0233 |
2.4% |
0.0092 |
0.9% |
89% |
False |
False |
72,584 |
| 20 |
0.9938 |
0.9677 |
0.0261 |
2.6% |
0.0082 |
0.8% |
90% |
False |
False |
60,058 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0089 |
0.9% |
96% |
False |
False |
30,688 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0089 |
0.9% |
96% |
False |
False |
20,562 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0083 |
0.8% |
96% |
False |
False |
15,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0337 |
|
2.618 |
1.0182 |
|
1.618 |
1.0087 |
|
1.000 |
1.0028 |
|
0.618 |
0.9992 |
|
HIGH |
0.9933 |
|
0.618 |
0.9897 |
|
0.500 |
0.9886 |
|
0.382 |
0.9874 |
|
LOW |
0.9838 |
|
0.618 |
0.9779 |
|
1.000 |
0.9743 |
|
1.618 |
0.9684 |
|
2.618 |
0.9589 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9893 |
| PP |
0.9894 |
0.9875 |
| S1 |
0.9886 |
0.9856 |
|