CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9991 |
0.9837 |
-0.0154 |
-1.5% |
0.9854 |
| High |
1.0001 |
0.9927 |
-0.0074 |
-0.7% |
1.0069 |
| Low |
0.9821 |
0.9805 |
-0.0016 |
-0.2% |
0.9789 |
| Close |
0.9858 |
0.9921 |
0.0063 |
0.6% |
0.9999 |
| Range |
0.0180 |
0.0122 |
-0.0058 |
-32.2% |
0.0280 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.9% |
0.0000 |
| Volume |
54,248 |
129,888 |
75,640 |
139.4% |
540,304 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0208 |
0.9988 |
|
| R3 |
1.0128 |
1.0086 |
0.9955 |
|
| R2 |
1.0006 |
1.0006 |
0.9943 |
|
| R1 |
0.9964 |
0.9964 |
0.9932 |
0.9985 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9895 |
| S1 |
0.9842 |
0.9842 |
0.9910 |
0.9863 |
| S2 |
0.9762 |
0.9762 |
0.9899 |
|
| S3 |
0.9640 |
0.9720 |
0.9887 |
|
| S4 |
0.9518 |
0.9598 |
0.9854 |
|
|
| 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 |
1.0038 |
0.9805 |
0.0233 |
2.3% |
0.0106 |
1.1% |
50% |
False |
True |
94,245 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0111 |
1.1% |
47% |
False |
False |
93,699 |
| 20 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0095 |
1.0% |
47% |
False |
False |
75,523 |
| 40 |
1.0069 |
0.9649 |
0.0420 |
4.2% |
0.0088 |
0.9% |
65% |
False |
False |
64,430 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0092 |
0.9% |
81% |
False |
False |
43,256 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0090 |
0.9% |
81% |
False |
False |
32,519 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0086 |
0.9% |
81% |
False |
False |
26,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0446 |
|
2.618 |
1.0246 |
|
1.618 |
1.0124 |
|
1.000 |
1.0049 |
|
0.618 |
1.0002 |
|
HIGH |
0.9927 |
|
0.618 |
0.9880 |
|
0.500 |
0.9866 |
|
0.382 |
0.9852 |
|
LOW |
0.9805 |
|
0.618 |
0.9730 |
|
1.000 |
0.9683 |
|
1.618 |
0.9608 |
|
2.618 |
0.9486 |
|
4.250 |
0.9287 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9920 |
| PP |
0.9884 |
0.9918 |
| S1 |
0.9866 |
0.9917 |
|