CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.9798 |
0.9811 |
0.0013 |
0.1% |
0.9838 |
High |
0.9849 |
0.9891 |
0.0042 |
0.4% |
0.9900 |
Low |
0.9758 |
0.9795 |
0.0037 |
0.4% |
0.9293 |
Close |
0.9806 |
0.9829 |
0.0023 |
0.2% |
0.9591 |
Range |
0.0091 |
0.0096 |
0.0005 |
5.5% |
0.0607 |
ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.2% |
0.0000 |
Volume |
99,813 |
74,791 |
-25,022 |
-25.1% |
600,096 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0126 |
1.0074 |
0.9882 |
|
R3 |
1.0030 |
0.9978 |
0.9855 |
|
R2 |
0.9934 |
0.9934 |
0.9847 |
|
R1 |
0.9882 |
0.9882 |
0.9838 |
0.9908 |
PP |
0.9838 |
0.9838 |
0.9838 |
0.9852 |
S1 |
0.9786 |
0.9786 |
0.9820 |
0.9812 |
S2 |
0.9742 |
0.9742 |
0.9811 |
|
S3 |
0.9646 |
0.9690 |
0.9803 |
|
S4 |
0.9550 |
0.9594 |
0.9776 |
|
|
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 |
0.9891 |
0.9461 |
0.0430 |
4.4% |
0.0147 |
1.5% |
86% |
True |
False |
139,394 |
10 |
0.9984 |
0.9293 |
0.0691 |
7.0% |
0.0168 |
1.7% |
78% |
False |
False |
115,124 |
20 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0141 |
1.4% |
69% |
False |
False |
107,132 |
40 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0112 |
1.1% |
69% |
False |
False |
85,469 |
60 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0106 |
1.1% |
69% |
False |
False |
64,290 |
80 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0100 |
1.0% |
70% |
False |
False |
48,326 |
100 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0097 |
1.0% |
70% |
False |
False |
38,696 |
120 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0089 |
0.9% |
70% |
False |
False |
32,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0299 |
2.618 |
1.0142 |
1.618 |
1.0046 |
1.000 |
0.9987 |
0.618 |
0.9950 |
HIGH |
0.9891 |
0.618 |
0.9854 |
0.500 |
0.9843 |
0.382 |
0.9832 |
LOW |
0.9795 |
0.618 |
0.9736 |
1.000 |
0.9699 |
1.618 |
0.9640 |
2.618 |
0.9544 |
4.250 |
0.9387 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9843 |
0.9821 |
PP |
0.9838 |
0.9813 |
S1 |
0.9834 |
0.9806 |
|