CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9687 |
0.0187 |
2.0% |
0.9838 |
| High |
0.9674 |
0.9795 |
0.0121 |
1.3% |
0.9900 |
| Low |
0.9461 |
0.9591 |
0.0130 |
1.4% |
0.9293 |
| Close |
0.9591 |
0.9760 |
0.0169 |
1.8% |
0.9591 |
| Range |
0.0213 |
0.0204 |
-0.0009 |
-4.2% |
0.0607 |
| ATR |
0.0139 |
0.0144 |
0.0005 |
3.3% |
0.0000 |
| Volume |
220,783 |
194,265 |
-26,518 |
-12.0% |
600,096 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0248 |
0.9872 |
|
| R3 |
1.0123 |
1.0044 |
0.9816 |
|
| R2 |
0.9919 |
0.9919 |
0.9797 |
|
| R1 |
0.9840 |
0.9840 |
0.9779 |
0.9880 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9735 |
| S1 |
0.9636 |
0.9636 |
0.9741 |
0.9676 |
| S2 |
0.9511 |
0.9511 |
0.9723 |
|
| S3 |
0.9307 |
0.9432 |
0.9704 |
|
| S4 |
0.9103 |
0.9228 |
0.9648 |
|
|
| 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 |
6.2% |
0.0224 |
2.3% |
77% |
False |
False |
138,429 |
| 10 |
1.0001 |
0.9293 |
0.0708 |
7.3% |
0.0177 |
1.8% |
66% |
False |
False |
116,948 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0136 |
1.4% |
60% |
False |
False |
101,701 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0109 |
1.1% |
60% |
False |
False |
83,703 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0103 |
1.1% |
60% |
False |
False |
59,618 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0100 |
1.0% |
61% |
False |
False |
44,807 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0095 |
1.0% |
61% |
False |
False |
35,879 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0087 |
0.9% |
61% |
False |
False |
29,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0662 |
|
2.618 |
1.0329 |
|
1.618 |
1.0125 |
|
1.000 |
0.9999 |
|
0.618 |
0.9921 |
|
HIGH |
0.9795 |
|
0.618 |
0.9717 |
|
0.500 |
0.9693 |
|
0.382 |
0.9669 |
|
LOW |
0.9591 |
|
0.618 |
0.9465 |
|
1.000 |
0.9387 |
|
1.618 |
0.9261 |
|
2.618 |
0.9057 |
|
4.250 |
0.8724 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9738 |
0.9688 |
| PP |
0.9715 |
0.9616 |
| S1 |
0.9693 |
0.9544 |
|