CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9798 |
0.0029 |
0.3% |
0.9838 |
| High |
0.9853 |
0.9849 |
-0.0004 |
0.0% |
0.9900 |
| Low |
0.9720 |
0.9758 |
0.0038 |
0.4% |
0.9293 |
| Close |
0.9815 |
0.9806 |
-0.0009 |
-0.1% |
0.9591 |
| Range |
0.0133 |
0.0091 |
-0.0042 |
-31.6% |
0.0607 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
107,319 |
99,813 |
-7,506 |
-7.0% |
600,096 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0033 |
0.9856 |
|
| R3 |
0.9986 |
0.9942 |
0.9831 |
|
| R2 |
0.9895 |
0.9895 |
0.9823 |
|
| R1 |
0.9851 |
0.9851 |
0.9814 |
0.9873 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9816 |
| S1 |
0.9760 |
0.9760 |
0.9798 |
0.9782 |
| S2 |
0.9713 |
0.9713 |
0.9789 |
|
| S3 |
0.9622 |
0.9669 |
0.9781 |
|
| S4 |
0.9531 |
0.9578 |
0.9756 |
|
|
| 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 |
0.9853 |
0.9293 |
0.0560 |
5.7% |
0.0215 |
2.2% |
92% |
False |
False |
147,952 |
| 10 |
0.9988 |
0.9293 |
0.0695 |
7.1% |
0.0169 |
1.7% |
74% |
False |
False |
119,248 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0140 |
1.4% |
66% |
False |
False |
106,473 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0112 |
1.1% |
66% |
False |
False |
85,080 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0105 |
1.1% |
66% |
False |
False |
63,057 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0101 |
1.0% |
67% |
False |
False |
47,394 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0096 |
1.0% |
67% |
False |
False |
37,950 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0089 |
0.9% |
67% |
False |
False |
31,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0087 |
|
1.618 |
0.9996 |
|
1.000 |
0.9940 |
|
0.618 |
0.9905 |
|
HIGH |
0.9849 |
|
0.618 |
0.9814 |
|
0.500 |
0.9804 |
|
0.382 |
0.9793 |
|
LOW |
0.9758 |
|
0.618 |
0.9702 |
|
1.000 |
0.9667 |
|
1.618 |
0.9611 |
|
2.618 |
0.9520 |
|
4.250 |
0.9371 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9805 |
0.9778 |
| PP |
0.9804 |
0.9750 |
| S1 |
0.9804 |
0.9722 |
|