CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9965 |
0.9968 |
0.0003 |
0.0% |
0.9919 |
| High |
0.9989 |
0.9995 |
0.0006 |
0.1% |
1.0022 |
| Low |
0.9911 |
0.9935 |
0.0024 |
0.2% |
0.9895 |
| Close |
0.9967 |
0.9975 |
0.0008 |
0.1% |
0.9949 |
| Range |
0.0078 |
0.0060 |
-0.0018 |
-23.1% |
0.0127 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
72,143 |
58,803 |
-13,340 |
-18.5% |
246,632 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0122 |
1.0008 |
|
| R3 |
1.0088 |
1.0062 |
0.9992 |
|
| R2 |
1.0028 |
1.0028 |
0.9986 |
|
| R1 |
1.0002 |
1.0002 |
0.9981 |
1.0015 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9975 |
| S1 |
0.9942 |
0.9942 |
0.9970 |
0.9955 |
| S2 |
0.9908 |
0.9908 |
0.9964 |
|
| S3 |
0.9848 |
0.9882 |
0.9959 |
|
| S4 |
0.9788 |
0.9822 |
0.9942 |
|
|
| 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% |
63% |
False |
False |
66,283 |
| 10 |
1.0022 |
0.9779 |
0.0243 |
2.4% |
0.0078 |
0.8% |
81% |
False |
False |
58,025 |
| 20 |
1.0022 |
0.9705 |
0.0317 |
3.2% |
0.0083 |
0.8% |
85% |
False |
False |
64,044 |
| 40 |
1.0022 |
0.9364 |
0.0658 |
6.6% |
0.0088 |
0.9% |
93% |
False |
False |
40,037 |
| 60 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0089 |
0.9% |
94% |
False |
False |
26,820 |
| 80 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0085 |
0.9% |
94% |
False |
False |
20,159 |
| 100 |
1.0022 |
0.9276 |
0.0746 |
7.5% |
0.0078 |
0.8% |
94% |
False |
False |
16,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0152 |
|
1.618 |
1.0092 |
|
1.000 |
1.0055 |
|
0.618 |
1.0032 |
|
HIGH |
0.9995 |
|
0.618 |
0.9972 |
|
0.500 |
0.9965 |
|
0.382 |
0.9958 |
|
LOW |
0.9935 |
|
0.618 |
0.9898 |
|
1.000 |
0.9875 |
|
1.618 |
0.9838 |
|
2.618 |
0.9778 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9972 |
0.9970 |
| PP |
0.9968 |
0.9965 |
| S1 |
0.9965 |
0.9960 |
|