CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9701 |
0.9500 |
-0.0201 |
-2.1% |
0.9838 |
| High |
0.9726 |
0.9674 |
-0.0052 |
-0.5% |
0.9900 |
| Low |
0.9293 |
0.9461 |
0.0168 |
1.8% |
0.9293 |
| Close |
0.9407 |
0.9591 |
0.0184 |
2.0% |
0.9591 |
| Range |
0.0433 |
0.0213 |
-0.0220 |
-50.8% |
0.0607 |
| ATR |
0.0129 |
0.0139 |
0.0010 |
7.6% |
0.0000 |
| Volume |
117,581 |
220,783 |
103,202 |
87.8% |
600,096 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0116 |
0.9708 |
|
| R3 |
1.0001 |
0.9903 |
0.9650 |
|
| R2 |
0.9788 |
0.9788 |
0.9630 |
|
| R1 |
0.9690 |
0.9690 |
0.9611 |
0.9739 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9600 |
| S1 |
0.9477 |
0.9477 |
0.9571 |
0.9526 |
| S2 |
0.9362 |
0.9362 |
0.9552 |
|
| S3 |
0.9149 |
0.9264 |
0.9532 |
|
| S4 |
0.8936 |
0.9051 |
0.9474 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1110 |
0.9925 |
|
| R3 |
1.0809 |
1.0503 |
0.9758 |
|
| R2 |
1.0202 |
1.0202 |
0.9702 |
|
| R1 |
0.9896 |
0.9896 |
0.9647 |
0.9746 |
| PP |
0.9595 |
0.9595 |
0.9595 |
0.9519 |
| S1 |
0.9289 |
0.9289 |
0.9535 |
0.9139 |
| S2 |
0.8988 |
0.8988 |
0.9480 |
|
| S3 |
0.8381 |
0.8682 |
0.9424 |
|
| S4 |
0.7774 |
0.8075 |
0.9257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9293 |
0.0607 |
6.3% |
0.0200 |
2.1% |
49% |
False |
False |
120,019 |
| 10 |
1.0029 |
0.9293 |
0.0736 |
7.7% |
0.0162 |
1.7% |
40% |
False |
False |
107,261 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0129 |
1.3% |
38% |
False |
False |
95,594 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0107 |
1.1% |
38% |
False |
False |
80,663 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0101 |
1.1% |
38% |
False |
False |
56,393 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0099 |
1.0% |
40% |
False |
False |
42,381 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0093 |
1.0% |
40% |
False |
False |
33,938 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0086 |
0.9% |
40% |
False |
False |
28,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0232 |
|
1.618 |
1.0019 |
|
1.000 |
0.9887 |
|
0.618 |
0.9806 |
|
HIGH |
0.9674 |
|
0.618 |
0.9593 |
|
0.500 |
0.9568 |
|
0.382 |
0.9542 |
|
LOW |
0.9461 |
|
0.618 |
0.9329 |
|
1.000 |
0.9248 |
|
1.618 |
0.9116 |
|
2.618 |
0.8903 |
|
4.250 |
0.8556 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9583 |
0.9572 |
| PP |
0.9575 |
0.9552 |
| S1 |
0.9568 |
0.9533 |
|