CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9415 |
0.0082 |
0.9% |
0.9659 |
| High |
0.9477 |
0.9493 |
0.0016 |
0.2% |
0.9760 |
| Low |
0.9300 |
0.9380 |
0.0080 |
0.9% |
0.9300 |
| Close |
0.9410 |
0.9455 |
0.0045 |
0.5% |
0.9410 |
| Range |
0.0177 |
0.0113 |
-0.0064 |
-36.2% |
0.0460 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
176,298 |
152,250 |
-24,048 |
-13.6% |
614,436 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9731 |
0.9517 |
|
| R3 |
0.9669 |
0.9618 |
0.9486 |
|
| R2 |
0.9556 |
0.9556 |
0.9476 |
|
| R1 |
0.9505 |
0.9505 |
0.9465 |
0.9531 |
| PP |
0.9443 |
0.9443 |
0.9443 |
0.9455 |
| S1 |
0.9392 |
0.9392 |
0.9445 |
0.9418 |
| S2 |
0.9330 |
0.9330 |
0.9434 |
|
| S3 |
0.9217 |
0.9279 |
0.9424 |
|
| S4 |
0.9104 |
0.9166 |
0.9393 |
|
|
| 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% |
34% |
False |
False |
132,363 |
| 10 |
0.9891 |
0.9300 |
0.0591 |
6.3% |
0.0145 |
1.5% |
26% |
False |
False |
112,521 |
| 20 |
1.0001 |
0.9293 |
0.0708 |
7.5% |
0.0161 |
1.7% |
23% |
False |
False |
114,734 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0125 |
1.3% |
21% |
False |
False |
94,167 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.2% |
0.0112 |
1.2% |
21% |
False |
False |
78,186 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0107 |
1.1% |
23% |
False |
False |
58,834 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0103 |
1.1% |
23% |
False |
False |
47,124 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0096 |
1.0% |
23% |
False |
False |
39,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9789 |
|
1.618 |
0.9676 |
|
1.000 |
0.9606 |
|
0.618 |
0.9563 |
|
HIGH |
0.9493 |
|
0.618 |
0.9450 |
|
0.500 |
0.9437 |
|
0.382 |
0.9423 |
|
LOW |
0.9380 |
|
0.618 |
0.9310 |
|
1.000 |
0.9267 |
|
1.618 |
0.9197 |
|
2.618 |
0.9084 |
|
4.250 |
0.8900 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9449 |
0.9453 |
| PP |
0.9443 |
0.9450 |
| S1 |
0.9437 |
0.9448 |
|