CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9900 |
0.0062 |
0.6% |
1.0006 |
| High |
0.9900 |
0.9900 |
0.0000 |
0.0% |
1.0029 |
| Low |
0.9816 |
0.9747 |
-0.0069 |
-0.7% |
0.9805 |
| Close |
0.9897 |
0.9754 |
-0.0143 |
-1.4% |
0.9834 |
| Range |
0.0084 |
0.0153 |
0.0069 |
82.1% |
0.0224 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.6% |
0.0000 |
| Volume |
102,212 |
56,974 |
-45,238 |
-44.3% |
472,518 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0160 |
0.9838 |
|
| R3 |
1.0106 |
1.0007 |
0.9796 |
|
| R2 |
0.9953 |
0.9953 |
0.9782 |
|
| R1 |
0.9854 |
0.9854 |
0.9768 |
0.9827 |
| PP |
0.9800 |
0.9800 |
0.9800 |
0.9787 |
| S1 |
0.9701 |
0.9701 |
0.9740 |
0.9674 |
| S2 |
0.9647 |
0.9647 |
0.9726 |
|
| S3 |
0.9494 |
0.9548 |
0.9712 |
|
| S4 |
0.9341 |
0.9395 |
0.9670 |
|
|
| 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 |
0.9988 |
0.9747 |
0.0241 |
2.5% |
0.0124 |
1.3% |
3% |
False |
True |
96,012 |
| 10 |
1.0069 |
0.9747 |
0.0322 |
3.3% |
0.0111 |
1.1% |
2% |
False |
True |
94,501 |
| 20 |
1.0069 |
0.9747 |
0.0322 |
3.3% |
0.0104 |
1.1% |
2% |
False |
True |
83,573 |
| 40 |
1.0069 |
0.9677 |
0.0392 |
4.0% |
0.0094 |
1.0% |
20% |
False |
False |
72,134 |
| 60 |
1.0069 |
0.9300 |
0.0769 |
7.9% |
0.0094 |
1.0% |
59% |
False |
False |
49,067 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0093 |
1.0% |
60% |
False |
False |
36,882 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0087 |
0.9% |
60% |
False |
False |
29,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0550 |
|
2.618 |
1.0301 |
|
1.618 |
1.0148 |
|
1.000 |
1.0053 |
|
0.618 |
0.9995 |
|
HIGH |
0.9900 |
|
0.618 |
0.9842 |
|
0.500 |
0.9824 |
|
0.382 |
0.9805 |
|
LOW |
0.9747 |
|
0.618 |
0.9652 |
|
1.000 |
0.9594 |
|
1.618 |
0.9499 |
|
2.618 |
0.9346 |
|
4.250 |
0.9097 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9866 |
| PP |
0.9800 |
0.9828 |
| S1 |
0.9777 |
0.9791 |
|