CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9405 |
0.9384 |
-0.0021 |
-0.2% |
0.9659 |
| High |
0.9411 |
0.9452 |
0.0041 |
0.4% |
0.9760 |
| Low |
0.9213 |
0.9296 |
0.0083 |
0.9% |
0.9300 |
| Close |
0.9296 |
0.9393 |
0.0097 |
1.0% |
0.9410 |
| Range |
0.0198 |
0.0156 |
-0.0042 |
-21.2% |
0.0460 |
| ATR |
0.0155 |
0.0155 |
0.0000 |
0.1% |
0.0000 |
| Volume |
66,202 |
126,564 |
60,362 |
91.2% |
614,436 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9848 |
0.9777 |
0.9479 |
|
| R3 |
0.9692 |
0.9621 |
0.9436 |
|
| R2 |
0.9536 |
0.9536 |
0.9422 |
|
| R1 |
0.9465 |
0.9465 |
0.9407 |
0.9501 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9398 |
| S1 |
0.9309 |
0.9309 |
0.9379 |
0.9345 |
| S2 |
0.9224 |
0.9224 |
0.9364 |
|
| S3 |
0.9068 |
0.9153 |
0.9350 |
|
| S4 |
0.8912 |
0.8997 |
0.9307 |
|
|
| 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 |
0.9595 |
0.9213 |
0.0382 |
4.1% |
0.0182 |
1.9% |
47% |
False |
False |
132,070 |
| 10 |
0.9891 |
0.9213 |
0.0678 |
7.2% |
0.0158 |
1.7% |
27% |
False |
False |
111,084 |
| 20 |
0.9988 |
0.9213 |
0.0775 |
8.3% |
0.0163 |
1.7% |
23% |
False |
False |
115,166 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0129 |
1.4% |
21% |
False |
False |
95,344 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0113 |
1.2% |
21% |
False |
False |
81,342 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0110 |
1.2% |
21% |
False |
False |
61,234 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0105 |
1.1% |
21% |
False |
False |
49,048 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.1% |
0.0099 |
1.0% |
21% |
False |
False |
40,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0115 |
|
2.618 |
0.9860 |
|
1.618 |
0.9704 |
|
1.000 |
0.9608 |
|
0.618 |
0.9548 |
|
HIGH |
0.9452 |
|
0.618 |
0.9392 |
|
0.500 |
0.9374 |
|
0.382 |
0.9356 |
|
LOW |
0.9296 |
|
0.618 |
0.9200 |
|
1.000 |
0.9140 |
|
1.618 |
0.9044 |
|
2.618 |
0.8888 |
|
4.250 |
0.8633 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9387 |
0.9380 |
| PP |
0.9380 |
0.9366 |
| S1 |
0.9374 |
0.9353 |
|