CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9978 |
0.9985 |
0.0007 |
0.1% |
0.9749 |
| High |
1.0012 |
1.0022 |
0.0010 |
0.1% |
0.9933 |
| Low |
0.9952 |
0.9940 |
-0.0012 |
-0.1% |
0.9722 |
| Close |
1.0000 |
0.9962 |
-0.0038 |
-0.4% |
0.9912 |
| Range |
0.0060 |
0.0082 |
0.0022 |
36.7% |
0.0211 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39,016 |
57,921 |
18,905 |
48.5% |
288,683 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0173 |
1.0007 |
|
| R3 |
1.0139 |
1.0091 |
0.9985 |
|
| R2 |
1.0057 |
1.0057 |
0.9977 |
|
| R1 |
1.0009 |
1.0009 |
0.9970 |
0.9992 |
| PP |
0.9975 |
0.9975 |
0.9975 |
0.9966 |
| S1 |
0.9927 |
0.9927 |
0.9954 |
0.9910 |
| S2 |
0.9893 |
0.9893 |
0.9947 |
|
| S3 |
0.9811 |
0.9845 |
0.9939 |
|
| S4 |
0.9729 |
0.9763 |
0.9917 |
|
|
| 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 |
1.0022 |
0.9803 |
0.0219 |
2.2% |
0.0080 |
0.8% |
73% |
True |
False |
49,418 |
| 10 |
1.0022 |
0.9705 |
0.0317 |
3.2% |
0.0086 |
0.9% |
81% |
True |
False |
62,244 |
| 20 |
1.0022 |
0.9677 |
0.0345 |
3.5% |
0.0084 |
0.8% |
83% |
True |
False |
62,372 |
| 40 |
1.0022 |
0.9339 |
0.0683 |
6.9% |
0.0088 |
0.9% |
91% |
True |
False |
33,253 |
| 60 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0089 |
0.9% |
92% |
True |
False |
22,275 |
| 80 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0084 |
0.8% |
92% |
True |
False |
16,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0371 |
|
2.618 |
1.0237 |
|
1.618 |
1.0155 |
|
1.000 |
1.0104 |
|
0.618 |
1.0073 |
|
HIGH |
1.0022 |
|
0.618 |
0.9991 |
|
0.500 |
0.9981 |
|
0.382 |
0.9971 |
|
LOW |
0.9940 |
|
0.618 |
0.9889 |
|
1.000 |
0.9858 |
|
1.618 |
0.9807 |
|
2.618 |
0.9725 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9961 |
| PP |
0.9975 |
0.9960 |
| S1 |
0.9968 |
0.9959 |
|