CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9783 |
0.9659 |
-0.0124 |
-1.3% |
0.9687 |
| High |
0.9794 |
0.9691 |
-0.0103 |
-1.1% |
0.9891 |
| Low |
0.9634 |
0.9579 |
-0.0055 |
-0.6% |
0.9591 |
| Close |
0.9690 |
0.9660 |
-0.0030 |
-0.3% |
0.9690 |
| Range |
0.0160 |
0.0112 |
-0.0048 |
-30.0% |
0.0300 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
76,603 |
104,871 |
28,268 |
36.9% |
552,791 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9979 |
0.9932 |
0.9722 |
|
| R3 |
0.9867 |
0.9820 |
0.9691 |
|
| R2 |
0.9755 |
0.9755 |
0.9681 |
|
| R1 |
0.9708 |
0.9708 |
0.9670 |
0.9732 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9655 |
| S1 |
0.9596 |
0.9596 |
0.9650 |
0.9620 |
| S2 |
0.9531 |
0.9531 |
0.9639 |
|
| S3 |
0.9419 |
0.9484 |
0.9629 |
|
| S4 |
0.9307 |
0.9372 |
0.9598 |
|
|
| 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 |
0.9579 |
0.0312 |
3.2% |
0.0118 |
1.2% |
26% |
False |
True |
92,679 |
| 10 |
0.9900 |
0.9293 |
0.0607 |
6.3% |
0.0171 |
1.8% |
60% |
False |
False |
115,554 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0143 |
1.5% |
47% |
False |
False |
107,130 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0115 |
1.2% |
47% |
False |
False |
87,192 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.0% |
0.0106 |
1.1% |
47% |
False |
False |
67,290 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0101 |
1.1% |
48% |
False |
False |
50,586 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0097 |
1.0% |
48% |
False |
False |
40,510 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0091 |
0.9% |
48% |
False |
False |
33,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
0.9984 |
|
1.618 |
0.9872 |
|
1.000 |
0.9803 |
|
0.618 |
0.9760 |
|
HIGH |
0.9691 |
|
0.618 |
0.9648 |
|
0.500 |
0.9635 |
|
0.382 |
0.9622 |
|
LOW |
0.9579 |
|
0.618 |
0.9510 |
|
1.000 |
0.9467 |
|
1.618 |
0.9398 |
|
2.618 |
0.9286 |
|
4.250 |
0.9103 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9652 |
0.9735 |
| PP |
0.9643 |
0.9710 |
| S1 |
0.9635 |
0.9685 |
|