CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
0.9991 |
-0.0015 |
-0.1% |
0.9854 |
| High |
1.0029 |
1.0001 |
-0.0028 |
-0.3% |
1.0069 |
| Low |
0.9975 |
0.9821 |
-0.0154 |
-1.5% |
0.9789 |
| Close |
0.9984 |
0.9858 |
-0.0126 |
-1.3% |
0.9999 |
| Range |
0.0054 |
0.0180 |
0.0126 |
233.3% |
0.0280 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
7.2% |
0.0000 |
| Volume |
97,395 |
54,248 |
-43,147 |
-44.3% |
540,304 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0326 |
0.9957 |
|
| R3 |
1.0253 |
1.0146 |
0.9908 |
|
| R2 |
1.0073 |
1.0073 |
0.9891 |
|
| R1 |
0.9966 |
0.9966 |
0.9875 |
0.9930 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9875 |
| S1 |
0.9786 |
0.9786 |
0.9842 |
0.9750 |
| S2 |
0.9713 |
0.9713 |
0.9825 |
|
| S3 |
0.9533 |
0.9606 |
0.9809 |
|
| S4 |
0.9353 |
0.9426 |
0.9759 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0676 |
1.0153 |
|
| R3 |
1.0512 |
1.0396 |
1.0076 |
|
| R2 |
1.0232 |
1.0232 |
1.0050 |
|
| R1 |
1.0116 |
1.0116 |
1.0025 |
1.0174 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9982 |
| S1 |
0.9836 |
0.9836 |
0.9973 |
0.9894 |
| S2 |
0.9672 |
0.9672 |
0.9948 |
|
| S3 |
0.9392 |
0.9556 |
0.9922 |
|
| S4 |
0.9112 |
0.9276 |
0.9845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0069 |
0.9821 |
0.0248 |
2.5% |
0.0099 |
1.0% |
15% |
False |
True |
92,991 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0106 |
1.1% |
25% |
False |
False |
85,998 |
| 20 |
1.0069 |
0.9779 |
0.0290 |
2.9% |
0.0092 |
0.9% |
27% |
False |
False |
72,011 |
| 40 |
1.0069 |
0.9574 |
0.0495 |
5.0% |
0.0088 |
0.9% |
57% |
False |
False |
61,238 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0091 |
0.9% |
73% |
False |
False |
41,099 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0089 |
0.9% |
73% |
False |
False |
30,897 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0084 |
0.9% |
73% |
False |
False |
24,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0472 |
|
1.618 |
1.0292 |
|
1.000 |
1.0181 |
|
0.618 |
1.0112 |
|
HIGH |
1.0001 |
|
0.618 |
0.9932 |
|
0.500 |
0.9911 |
|
0.382 |
0.9890 |
|
LOW |
0.9821 |
|
0.618 |
0.9710 |
|
1.000 |
0.9641 |
|
1.618 |
0.9530 |
|
2.618 |
0.9350 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9911 |
0.9926 |
| PP |
0.9893 |
0.9903 |
| S1 |
0.9876 |
0.9881 |
|