CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9944 |
0.9838 |
-0.0106 |
-1.1% |
1.0006 |
| High |
0.9984 |
0.9900 |
-0.0084 |
-0.8% |
1.0029 |
| Low |
0.9823 |
0.9816 |
-0.0007 |
-0.1% |
0.9805 |
| Close |
0.9834 |
0.9897 |
0.0063 |
0.6% |
0.9834 |
| Range |
0.0161 |
0.0084 |
-0.0077 |
-47.8% |
0.0224 |
| ATR |
0.0103 |
0.0101 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
74,957 |
102,212 |
27,255 |
36.4% |
472,518 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0094 |
0.9943 |
|
| R3 |
1.0039 |
1.0010 |
0.9920 |
|
| R2 |
0.9955 |
0.9955 |
0.9912 |
|
| R1 |
0.9926 |
0.9926 |
0.9905 |
0.9941 |
| PP |
0.9871 |
0.9871 |
0.9871 |
0.9878 |
| S1 |
0.9842 |
0.9842 |
0.9889 |
0.9857 |
| S2 |
0.9787 |
0.9787 |
0.9882 |
|
| S3 |
0.9703 |
0.9758 |
0.9874 |
|
| S4 |
0.9619 |
0.9674 |
0.9851 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0422 |
0.9957 |
|
| R3 |
1.0337 |
1.0198 |
0.9896 |
|
| R2 |
1.0113 |
1.0113 |
0.9875 |
|
| R1 |
0.9974 |
0.9974 |
0.9855 |
0.9932 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9868 |
| S1 |
0.9750 |
0.9750 |
0.9813 |
0.9708 |
| S2 |
0.9665 |
0.9665 |
0.9793 |
|
| S3 |
0.9441 |
0.9526 |
0.9772 |
|
| S4 |
0.9217 |
0.9302 |
0.9711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0001 |
0.9805 |
0.0196 |
2.0% |
0.0130 |
1.3% |
47% |
False |
False |
95,467 |
| 10 |
1.0069 |
0.9805 |
0.0264 |
2.7% |
0.0115 |
1.2% |
35% |
False |
False |
98,706 |
| 20 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0099 |
1.0% |
39% |
False |
False |
82,675 |
| 40 |
1.0069 |
0.9677 |
0.0392 |
4.0% |
0.0091 |
0.9% |
56% |
False |
False |
71,190 |
| 60 |
1.0069 |
0.9300 |
0.0769 |
7.8% |
0.0092 |
0.9% |
78% |
False |
False |
48,126 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0092 |
0.9% |
78% |
False |
False |
36,175 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0086 |
0.9% |
78% |
False |
False |
28,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0257 |
|
2.618 |
1.0120 |
|
1.618 |
1.0036 |
|
1.000 |
0.9984 |
|
0.618 |
0.9952 |
|
HIGH |
0.9900 |
|
0.618 |
0.9868 |
|
0.500 |
0.9858 |
|
0.382 |
0.9848 |
|
LOW |
0.9816 |
|
0.618 |
0.9764 |
|
1.000 |
0.9732 |
|
1.618 |
0.9680 |
|
2.618 |
0.9596 |
|
4.250 |
0.9459 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9902 |
| PP |
0.9871 |
0.9900 |
| S1 |
0.9858 |
0.9899 |
|