CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9701 |
-0.0058 |
-0.6% |
1.0006 |
| High |
0.9773 |
0.9726 |
-0.0047 |
-0.5% |
1.0029 |
| Low |
0.9657 |
0.9293 |
-0.0364 |
-3.8% |
0.9805 |
| Close |
0.9695 |
0.9407 |
-0.0288 |
-3.0% |
0.9834 |
| Range |
0.0116 |
0.0433 |
0.0317 |
273.3% |
0.0224 |
| ATR |
0.0106 |
0.0129 |
0.0023 |
22.1% |
0.0000 |
| Volume |
102,546 |
117,581 |
15,035 |
14.7% |
472,518 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0524 |
0.9645 |
|
| R3 |
1.0341 |
1.0091 |
0.9526 |
|
| R2 |
0.9908 |
0.9908 |
0.9486 |
|
| R1 |
0.9658 |
0.9658 |
0.9447 |
0.9567 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9430 |
| S1 |
0.9225 |
0.9225 |
0.9367 |
0.9134 |
| S2 |
0.9042 |
0.9042 |
0.9328 |
|
| S3 |
0.8609 |
0.8792 |
0.9288 |
|
| S4 |
0.8176 |
0.8359 |
0.9169 |
|
|
| 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 |
0.9984 |
0.9293 |
0.0691 |
7.3% |
0.0189 |
2.0% |
16% |
False |
True |
90,854 |
| 10 |
1.0031 |
0.9293 |
0.0738 |
7.8% |
0.0150 |
1.6% |
15% |
False |
True |
95,206 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0123 |
1.3% |
15% |
False |
True |
87,965 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0104 |
1.1% |
15% |
False |
True |
76,369 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0100 |
1.1% |
15% |
False |
True |
52,720 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0098 |
1.0% |
17% |
False |
False |
39,624 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0092 |
1.0% |
17% |
False |
False |
31,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1566 |
|
2.618 |
1.0860 |
|
1.618 |
1.0427 |
|
1.000 |
1.0159 |
|
0.618 |
0.9994 |
|
HIGH |
0.9726 |
|
0.618 |
0.9561 |
|
0.500 |
0.9510 |
|
0.382 |
0.9458 |
|
LOW |
0.9293 |
|
0.618 |
0.9025 |
|
1.000 |
0.8860 |
|
1.618 |
0.8592 |
|
2.618 |
0.8159 |
|
4.250 |
0.7453 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9510 |
0.9597 |
| PP |
0.9475 |
0.9533 |
| S1 |
0.9441 |
0.9470 |
|