CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
0.9979 |
-0.0031 |
-0.3% |
0.9965 |
| High |
1.0036 |
0.9995 |
-0.0041 |
-0.4% |
1.0047 |
| Low |
0.9963 |
0.9836 |
-0.0127 |
-1.3% |
0.9836 |
| Close |
0.9977 |
0.9853 |
-0.0124 |
-1.2% |
0.9853 |
| Range |
0.0073 |
0.0159 |
0.0086 |
117.8% |
0.0211 |
| ATR |
0.0082 |
0.0087 |
0.0006 |
6.7% |
0.0000 |
| Volume |
61,615 |
53,543 |
-8,072 |
-13.1% |
298,981 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0271 |
0.9940 |
|
| R3 |
1.0213 |
1.0112 |
0.9897 |
|
| R2 |
1.0054 |
1.0054 |
0.9882 |
|
| R1 |
0.9953 |
0.9953 |
0.9868 |
0.9924 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9880 |
| S1 |
0.9794 |
0.9794 |
0.9838 |
0.9765 |
| S2 |
0.9736 |
0.9736 |
0.9824 |
|
| S3 |
0.9577 |
0.9635 |
0.9809 |
|
| S4 |
0.9418 |
0.9476 |
0.9766 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0410 |
0.9969 |
|
| R3 |
1.0334 |
1.0199 |
0.9911 |
|
| R2 |
1.0123 |
1.0123 |
0.9892 |
|
| R1 |
0.9988 |
0.9988 |
0.9872 |
0.9950 |
| PP |
0.9912 |
0.9912 |
0.9912 |
0.9893 |
| S1 |
0.9777 |
0.9777 |
0.9834 |
0.9739 |
| S2 |
0.9701 |
0.9701 |
0.9814 |
|
| S3 |
0.9490 |
0.9566 |
0.9795 |
|
| S4 |
0.9279 |
0.9355 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0047 |
0.9836 |
0.0211 |
2.1% |
0.0088 |
0.9% |
8% |
False |
True |
59,796 |
| 10 |
1.0047 |
0.9836 |
0.0211 |
2.1% |
0.0085 |
0.9% |
8% |
False |
True |
54,561 |
| 20 |
1.0047 |
0.9705 |
0.0342 |
3.5% |
0.0089 |
0.9% |
43% |
False |
False |
63,572 |
| 40 |
1.0047 |
0.9364 |
0.0683 |
6.9% |
0.0089 |
0.9% |
72% |
False |
False |
44,197 |
| 60 |
1.0047 |
0.9276 |
0.0771 |
7.8% |
0.0088 |
0.9% |
75% |
False |
False |
29,611 |
| 80 |
1.0047 |
0.9276 |
0.0771 |
7.8% |
0.0086 |
0.9% |
75% |
False |
False |
22,256 |
| 100 |
1.0047 |
0.9276 |
0.0771 |
7.8% |
0.0080 |
0.8% |
75% |
False |
False |
17,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0671 |
|
2.618 |
1.0411 |
|
1.618 |
1.0252 |
|
1.000 |
1.0154 |
|
0.618 |
1.0093 |
|
HIGH |
0.9995 |
|
0.618 |
0.9934 |
|
0.500 |
0.9916 |
|
0.382 |
0.9897 |
|
LOW |
0.9836 |
|
0.618 |
0.9738 |
|
1.000 |
0.9677 |
|
1.618 |
0.9579 |
|
2.618 |
0.9420 |
|
4.250 |
0.9160 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9916 |
0.9942 |
| PP |
0.9895 |
0.9912 |
| S1 |
0.9874 |
0.9883 |
|