CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9783 |
-0.0028 |
-0.3% |
0.9687 |
| High |
0.9891 |
0.9794 |
-0.0097 |
-1.0% |
0.9891 |
| Low |
0.9795 |
0.9634 |
-0.0161 |
-1.6% |
0.9591 |
| Close |
0.9829 |
0.9690 |
-0.0139 |
-1.4% |
0.9690 |
| Range |
0.0096 |
0.0160 |
0.0064 |
66.7% |
0.0300 |
| ATR |
0.0136 |
0.0140 |
0.0004 |
3.1% |
0.0000 |
| Volume |
74,791 |
76,603 |
1,812 |
2.4% |
552,791 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0098 |
0.9778 |
|
| R3 |
1.0026 |
0.9938 |
0.9734 |
|
| R2 |
0.9866 |
0.9866 |
0.9719 |
|
| R1 |
0.9778 |
0.9778 |
0.9705 |
0.9742 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9688 |
| S1 |
0.9618 |
0.9618 |
0.9675 |
0.9582 |
| S2 |
0.9546 |
0.9546 |
0.9661 |
|
| S3 |
0.9386 |
0.9458 |
0.9646 |
|
| S4 |
0.9226 |
0.9298 |
0.9602 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0457 |
0.9855 |
|
| R3 |
1.0324 |
1.0157 |
0.9773 |
|
| R2 |
1.0024 |
1.0024 |
0.9745 |
|
| R1 |
0.9857 |
0.9857 |
0.9718 |
0.9941 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9766 |
| S1 |
0.9557 |
0.9557 |
0.9663 |
0.9641 |
| S2 |
0.9424 |
0.9424 |
0.9635 |
|
| S3 |
0.9124 |
0.9257 |
0.9608 |
|
| S4 |
0.8824 |
0.8957 |
0.9525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9891 |
0.9591 |
0.0300 |
3.1% |
0.0137 |
1.4% |
33% |
False |
False |
110,558 |
| 10 |
0.9900 |
0.9293 |
0.0607 |
6.3% |
0.0168 |
1.7% |
65% |
False |
False |
115,288 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0141 |
1.5% |
51% |
False |
False |
108,285 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0115 |
1.2% |
51% |
False |
False |
85,929 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0107 |
1.1% |
51% |
False |
False |
65,560 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0102 |
1.0% |
52% |
False |
False |
49,279 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0097 |
1.0% |
52% |
False |
False |
39,462 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0091 |
0.9% |
52% |
False |
False |
32,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0474 |
|
2.618 |
1.0213 |
|
1.618 |
1.0053 |
|
1.000 |
0.9954 |
|
0.618 |
0.9893 |
|
HIGH |
0.9794 |
|
0.618 |
0.9733 |
|
0.500 |
0.9714 |
|
0.382 |
0.9695 |
|
LOW |
0.9634 |
|
0.618 |
0.9535 |
|
1.000 |
0.9474 |
|
1.618 |
0.9375 |
|
2.618 |
0.9215 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9763 |
| PP |
0.9706 |
0.9738 |
| S1 |
0.9698 |
0.9714 |
|