CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9985 |
0.9947 |
-0.0038 |
-0.4% |
0.9749 |
| High |
1.0022 |
0.9982 |
-0.0040 |
-0.4% |
0.9933 |
| Low |
0.9940 |
0.9895 |
-0.0045 |
-0.5% |
0.9722 |
| Close |
0.9962 |
0.9968 |
0.0006 |
0.1% |
0.9912 |
| Range |
0.0082 |
0.0087 |
0.0005 |
6.1% |
0.0211 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
| Volume |
57,921 |
74,358 |
16,437 |
28.4% |
288,683 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0176 |
1.0016 |
|
| R3 |
1.0122 |
1.0089 |
0.9992 |
|
| R2 |
1.0035 |
1.0035 |
0.9984 |
|
| R1 |
1.0002 |
1.0002 |
0.9976 |
1.0019 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9957 |
| S1 |
0.9915 |
0.9915 |
0.9960 |
0.9932 |
| S2 |
0.9861 |
0.9861 |
0.9952 |
|
| S3 |
0.9774 |
0.9828 |
0.9944 |
|
| S4 |
0.9687 |
0.9741 |
0.9920 |
|
|
| 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 |
0.9838 |
0.0184 |
1.8% |
0.0083 |
0.8% |
71% |
False |
False |
52,158 |
| 10 |
1.0022 |
0.9705 |
0.0317 |
3.2% |
0.0083 |
0.8% |
83% |
False |
False |
63,447 |
| 20 |
1.0022 |
0.9677 |
0.0345 |
3.5% |
0.0085 |
0.8% |
84% |
False |
False |
64,773 |
| 40 |
1.0022 |
0.9364 |
0.0658 |
6.6% |
0.0088 |
0.9% |
92% |
False |
False |
35,098 |
| 60 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0089 |
0.9% |
93% |
False |
False |
23,510 |
| 80 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0084 |
0.8% |
93% |
False |
False |
17,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0352 |
|
2.618 |
1.0210 |
|
1.618 |
1.0123 |
|
1.000 |
1.0069 |
|
0.618 |
1.0036 |
|
HIGH |
0.9982 |
|
0.618 |
0.9949 |
|
0.500 |
0.9939 |
|
0.382 |
0.9928 |
|
LOW |
0.9895 |
|
0.618 |
0.9841 |
|
1.000 |
0.9808 |
|
1.618 |
0.9754 |
|
2.618 |
0.9667 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9958 |
0.9965 |
| PP |
0.9948 |
0.9962 |
| S1 |
0.9939 |
0.9959 |
|