CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
0.9979 |
0.0032 |
0.3% |
0.9919 |
| High |
0.9982 |
1.0008 |
0.0026 |
0.3% |
1.0022 |
| Low |
0.9895 |
0.9918 |
0.0023 |
0.2% |
0.9895 |
| Close |
0.9968 |
0.9949 |
-0.0019 |
-0.2% |
0.9949 |
| Range |
0.0087 |
0.0090 |
0.0003 |
3.4% |
0.0127 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.4% |
0.0000 |
| Volume |
74,358 |
68,194 |
-6,164 |
-8.3% |
246,632 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0179 |
0.9999 |
|
| R3 |
1.0138 |
1.0089 |
0.9974 |
|
| R2 |
1.0048 |
1.0048 |
0.9966 |
|
| R1 |
0.9999 |
0.9999 |
0.9957 |
0.9979 |
| PP |
0.9958 |
0.9958 |
0.9958 |
0.9948 |
| S1 |
0.9909 |
0.9909 |
0.9941 |
0.9889 |
| S2 |
0.9868 |
0.9868 |
0.9933 |
|
| S3 |
0.9778 |
0.9819 |
0.9924 |
|
| S4 |
0.9688 |
0.9729 |
0.9900 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0270 |
1.0019 |
|
| R3 |
1.0209 |
1.0143 |
0.9984 |
|
| R2 |
1.0082 |
1.0082 |
0.9972 |
|
| R1 |
1.0016 |
1.0016 |
0.9961 |
1.0049 |
| PP |
0.9955 |
0.9955 |
0.9955 |
0.9972 |
| S1 |
0.9889 |
0.9889 |
0.9937 |
0.9922 |
| S2 |
0.9828 |
0.9828 |
0.9926 |
|
| S3 |
0.9701 |
0.9762 |
0.9914 |
|
| S4 |
0.9574 |
0.9635 |
0.9879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0022 |
0.9895 |
0.0127 |
1.3% |
0.0082 |
0.8% |
43% |
False |
False |
49,326 |
| 10 |
1.0022 |
0.9705 |
0.0317 |
3.2% |
0.0084 |
0.8% |
77% |
False |
False |
61,016 |
| 20 |
1.0022 |
0.9705 |
0.0317 |
3.2% |
0.0084 |
0.8% |
77% |
False |
False |
65,732 |
| 40 |
1.0022 |
0.9364 |
0.0658 |
6.6% |
0.0087 |
0.9% |
89% |
False |
False |
36,792 |
| 60 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0089 |
0.9% |
90% |
False |
False |
24,643 |
| 80 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0085 |
0.8% |
90% |
False |
False |
18,525 |
| 100 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0077 |
0.8% |
90% |
False |
False |
14,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0244 |
|
1.618 |
1.0154 |
|
1.000 |
1.0098 |
|
0.618 |
1.0064 |
|
HIGH |
1.0008 |
|
0.618 |
0.9974 |
|
0.500 |
0.9963 |
|
0.382 |
0.9952 |
|
LOW |
0.9918 |
|
0.618 |
0.9862 |
|
1.000 |
0.9828 |
|
1.618 |
0.9772 |
|
2.618 |
0.9682 |
|
4.250 |
0.9536 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9959 |
| PP |
0.9958 |
0.9955 |
| S1 |
0.9954 |
0.9952 |
|