CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9587 |
0.9333 |
-0.0254 |
-2.6% |
0.9659 |
| High |
0.9595 |
0.9477 |
-0.0118 |
-1.2% |
0.9760 |
| Low |
0.9328 |
0.9300 |
-0.0028 |
-0.3% |
0.9300 |
| Close |
0.9390 |
0.9410 |
0.0020 |
0.2% |
0.9410 |
| Range |
0.0267 |
0.0177 |
-0.0090 |
-33.7% |
0.0460 |
| ATR |
0.0149 |
0.0151 |
0.0002 |
1.4% |
0.0000 |
| Volume |
139,038 |
176,298 |
37,260 |
26.8% |
614,436 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9845 |
0.9507 |
|
| R3 |
0.9750 |
0.9668 |
0.9459 |
|
| R2 |
0.9573 |
0.9573 |
0.9442 |
|
| R1 |
0.9491 |
0.9491 |
0.9426 |
0.9532 |
| PP |
0.9396 |
0.9396 |
0.9396 |
0.9416 |
| S1 |
0.9314 |
0.9314 |
0.9394 |
0.9355 |
| S2 |
0.9219 |
0.9219 |
0.9378 |
|
| S3 |
0.9042 |
0.9137 |
0.9361 |
|
| S4 |
0.8865 |
0.8960 |
0.9313 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0600 |
0.9663 |
|
| R3 |
1.0410 |
1.0140 |
0.9537 |
|
| R2 |
0.9950 |
0.9950 |
0.9494 |
|
| R1 |
0.9680 |
0.9680 |
0.9452 |
0.9585 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9443 |
| S1 |
0.9220 |
0.9220 |
0.9368 |
0.9125 |
| S2 |
0.9030 |
0.9030 |
0.9326 |
|
| S3 |
0.8570 |
0.8760 |
0.9284 |
|
| S4 |
0.8110 |
0.8300 |
0.9157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9760 |
0.9300 |
0.0460 |
4.9% |
0.0171 |
1.8% |
24% |
False |
True |
122,887 |
| 10 |
0.9891 |
0.9300 |
0.0591 |
6.3% |
0.0154 |
1.6% |
19% |
False |
True |
116,722 |
| 20 |
1.0029 |
0.9293 |
0.0736 |
7.8% |
0.0158 |
1.7% |
16% |
False |
False |
111,992 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0124 |
1.3% |
15% |
False |
False |
92,232 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0111 |
1.2% |
15% |
False |
False |
75,673 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0107 |
1.1% |
17% |
False |
False |
56,940 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0103 |
1.1% |
17% |
False |
False |
45,603 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0096 |
1.0% |
17% |
False |
False |
38,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
0.9940 |
|
1.618 |
0.9763 |
|
1.000 |
0.9654 |
|
0.618 |
0.9586 |
|
HIGH |
0.9477 |
|
0.618 |
0.9409 |
|
0.500 |
0.9389 |
|
0.382 |
0.9368 |
|
LOW |
0.9300 |
|
0.618 |
0.9191 |
|
1.000 |
0.9123 |
|
1.618 |
0.9014 |
|
2.618 |
0.8837 |
|
4.250 |
0.8548 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9403 |
0.9464 |
| PP |
0.9396 |
0.9446 |
| S1 |
0.9389 |
0.9428 |
|