CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9979 |
0.9854 |
-0.0125 |
-1.3% |
0.9965 |
| High |
0.9995 |
0.9865 |
-0.0130 |
-1.3% |
1.0047 |
| Low |
0.9836 |
0.9789 |
-0.0047 |
-0.5% |
0.9836 |
| Close |
0.9853 |
0.9851 |
-0.0002 |
0.0% |
0.9853 |
| Range |
0.0159 |
0.0076 |
-0.0083 |
-52.2% |
0.0211 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
53,543 |
127,966 |
74,423 |
139.0% |
298,981 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0033 |
0.9893 |
|
| R3 |
0.9987 |
0.9957 |
0.9872 |
|
| R2 |
0.9911 |
0.9911 |
0.9865 |
|
| R1 |
0.9881 |
0.9881 |
0.9858 |
0.9858 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9824 |
| S1 |
0.9805 |
0.9805 |
0.9844 |
0.9782 |
| S2 |
0.9759 |
0.9759 |
0.9837 |
|
| S3 |
0.9683 |
0.9729 |
0.9830 |
|
| S4 |
0.9607 |
0.9653 |
0.9809 |
|
|
| 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 |
0.9789 |
0.0258 |
2.6% |
0.0088 |
0.9% |
24% |
False |
True |
70,960 |
| 10 |
1.0047 |
0.9789 |
0.0258 |
2.6% |
0.0084 |
0.8% |
24% |
False |
True |
66,643 |
| 20 |
1.0047 |
0.9705 |
0.0342 |
3.5% |
0.0086 |
0.9% |
43% |
False |
False |
67,253 |
| 40 |
1.0047 |
0.9364 |
0.0683 |
6.9% |
0.0088 |
0.9% |
71% |
False |
False |
47,370 |
| 60 |
1.0047 |
0.9276 |
0.0771 |
7.8% |
0.0088 |
0.9% |
75% |
False |
False |
31,739 |
| 80 |
1.0047 |
0.9276 |
0.0771 |
7.8% |
0.0086 |
0.9% |
75% |
False |
False |
23,855 |
| 100 |
1.0047 |
0.9276 |
0.0771 |
7.8% |
0.0081 |
0.8% |
75% |
False |
False |
19,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
1.0064 |
|
1.618 |
0.9988 |
|
1.000 |
0.9941 |
|
0.618 |
0.9912 |
|
HIGH |
0.9865 |
|
0.618 |
0.9836 |
|
0.500 |
0.9827 |
|
0.382 |
0.9818 |
|
LOW |
0.9789 |
|
0.618 |
0.9742 |
|
1.000 |
0.9713 |
|
1.618 |
0.9666 |
|
2.618 |
0.9590 |
|
4.250 |
0.9466 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9843 |
0.9913 |
| PP |
0.9835 |
0.9892 |
| S1 |
0.9827 |
0.9872 |
|