CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9979 |
0.9965 |
-0.0014 |
-0.1% |
0.9919 |
| High |
1.0008 |
0.9989 |
-0.0019 |
-0.2% |
1.0022 |
| Low |
0.9918 |
0.9911 |
-0.0007 |
-0.1% |
0.9895 |
| Close |
0.9949 |
0.9967 |
0.0018 |
0.2% |
0.9949 |
| Range |
0.0090 |
0.0078 |
-0.0012 |
-13.3% |
0.0127 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
68,194 |
72,143 |
3,949 |
5.8% |
246,632 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0156 |
1.0010 |
|
| R3 |
1.0112 |
1.0078 |
0.9988 |
|
| R2 |
1.0034 |
1.0034 |
0.9981 |
|
| R1 |
1.0000 |
1.0000 |
0.9974 |
1.0017 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9964 |
| S1 |
0.9922 |
0.9922 |
0.9960 |
0.9939 |
| S2 |
0.9878 |
0.9878 |
0.9953 |
|
| S3 |
0.9800 |
0.9844 |
0.9946 |
|
| S4 |
0.9722 |
0.9766 |
0.9924 |
|
|
| 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% |
0.0079 |
0.8% |
57% |
False |
False |
62,326 |
| 10 |
1.0022 |
0.9722 |
0.0300 |
3.0% |
0.0082 |
0.8% |
82% |
False |
False |
60,745 |
| 20 |
1.0022 |
0.9705 |
0.0317 |
3.2% |
0.0083 |
0.8% |
83% |
False |
False |
65,705 |
| 40 |
1.0022 |
0.9364 |
0.0658 |
6.6% |
0.0087 |
0.9% |
92% |
False |
False |
38,577 |
| 60 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0089 |
0.9% |
93% |
False |
False |
25,842 |
| 80 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0085 |
0.9% |
93% |
False |
False |
19,424 |
| 100 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0078 |
0.8% |
93% |
False |
False |
15,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0193 |
|
1.618 |
1.0115 |
|
1.000 |
1.0067 |
|
0.618 |
1.0037 |
|
HIGH |
0.9989 |
|
0.618 |
0.9959 |
|
0.500 |
0.9950 |
|
0.382 |
0.9941 |
|
LOW |
0.9911 |
|
0.618 |
0.9863 |
|
1.000 |
0.9833 |
|
1.618 |
0.9785 |
|
2.618 |
0.9707 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9961 |
0.9962 |
| PP |
0.9956 |
0.9957 |
| S1 |
0.9950 |
0.9952 |
|