CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9919 |
0.9978 |
0.0059 |
0.6% |
0.9749 |
High |
0.9988 |
1.0012 |
0.0024 |
0.2% |
0.9933 |
Low |
0.9896 |
0.9952 |
0.0056 |
0.6% |
0.9722 |
Close |
0.9967 |
1.0000 |
0.0033 |
0.3% |
0.9912 |
Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0211 |
ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
7,143 |
39,016 |
31,873 |
446.2% |
288,683 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0168 |
1.0144 |
1.0033 |
|
R3 |
1.0108 |
1.0084 |
1.0017 |
|
R2 |
1.0048 |
1.0048 |
1.0011 |
|
R1 |
1.0024 |
1.0024 |
1.0006 |
1.0036 |
PP |
0.9988 |
0.9988 |
0.9988 |
0.9994 |
S1 |
0.9964 |
0.9964 |
0.9995 |
0.9976 |
S2 |
0.9928 |
0.9928 |
0.9989 |
|
S3 |
0.9868 |
0.9904 |
0.9984 |
|
S4 |
0.9808 |
0.9844 |
0.9967 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0489 |
1.0411 |
1.0028 |
|
R3 |
1.0278 |
1.0200 |
0.9970 |
|
R2 |
1.0067 |
1.0067 |
0.9951 |
|
R1 |
0.9989 |
0.9989 |
0.9931 |
1.0028 |
PP |
0.9856 |
0.9856 |
0.9856 |
0.9875 |
S1 |
0.9778 |
0.9778 |
0.9893 |
0.9817 |
S2 |
0.9645 |
0.9645 |
0.9873 |
|
S3 |
0.9434 |
0.9567 |
0.9854 |
|
S4 |
0.9223 |
0.9356 |
0.9796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0012 |
0.9779 |
0.0233 |
2.3% |
0.0076 |
0.8% |
95% |
True |
False |
49,767 |
10 |
1.0012 |
0.9705 |
0.0307 |
3.1% |
0.0085 |
0.9% |
96% |
True |
False |
63,229 |
20 |
1.0012 |
0.9677 |
0.0335 |
3.4% |
0.0084 |
0.8% |
96% |
True |
False |
60,695 |
40 |
1.0012 |
0.9300 |
0.0712 |
7.1% |
0.0088 |
0.9% |
98% |
True |
False |
31,815 |
60 |
1.0012 |
0.9276 |
0.0736 |
7.4% |
0.0089 |
0.9% |
98% |
True |
False |
21,319 |
80 |
1.0012 |
0.9276 |
0.0736 |
7.4% |
0.0083 |
0.8% |
98% |
True |
False |
16,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0267 |
2.618 |
1.0169 |
1.618 |
1.0109 |
1.000 |
1.0072 |
0.618 |
1.0049 |
HIGH |
1.0012 |
0.618 |
0.9989 |
0.500 |
0.9982 |
0.382 |
0.9975 |
LOW |
0.9952 |
0.618 |
0.9915 |
1.000 |
0.9892 |
1.618 |
0.9855 |
2.618 |
0.9795 |
4.250 |
0.9697 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9994 |
0.9975 |
PP |
0.9988 |
0.9950 |
S1 |
0.9982 |
0.9925 |
|