CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9897 |
-0.0008 |
-0.1% |
0.9760 |
| High |
0.9905 |
0.9980 |
0.0075 |
0.8% |
0.9917 |
| Low |
0.9868 |
0.9897 |
0.0029 |
0.3% |
0.9760 |
| Close |
0.9888 |
0.9959 |
0.0071 |
0.7% |
0.9888 |
| Range |
0.0037 |
0.0083 |
0.0046 |
124.3% |
0.0157 |
| ATR |
0.0071 |
0.0073 |
0.0001 |
2.1% |
0.0000 |
| Volume |
177 |
62 |
-115 |
-65.0% |
1,174 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0160 |
1.0005 |
|
| R3 |
1.0111 |
1.0077 |
0.9982 |
|
| R2 |
1.0028 |
1.0028 |
0.9974 |
|
| R1 |
0.9994 |
0.9994 |
0.9967 |
1.0011 |
| PP |
0.9945 |
0.9945 |
0.9945 |
0.9954 |
| S1 |
0.9911 |
0.9911 |
0.9951 |
0.9928 |
| S2 |
0.9862 |
0.9862 |
0.9944 |
|
| S3 |
0.9779 |
0.9828 |
0.9936 |
|
| S4 |
0.9696 |
0.9745 |
0.9913 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0264 |
0.9974 |
|
| R3 |
1.0169 |
1.0107 |
0.9931 |
|
| R2 |
1.0012 |
1.0012 |
0.9917 |
|
| R1 |
0.9950 |
0.9950 |
0.9902 |
0.9981 |
| PP |
0.9855 |
0.9855 |
0.9855 |
0.9871 |
| S1 |
0.9793 |
0.9793 |
0.9874 |
0.9824 |
| S2 |
0.9698 |
0.9698 |
0.9859 |
|
| S3 |
0.9541 |
0.9636 |
0.9845 |
|
| S4 |
0.9384 |
0.9479 |
0.9802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9980 |
0.9787 |
0.0193 |
1.9% |
0.0061 |
0.6% |
89% |
True |
False |
170 |
| 10 |
0.9980 |
0.9701 |
0.0279 |
2.8% |
0.0069 |
0.7% |
92% |
True |
False |
191 |
| 20 |
0.9980 |
0.9685 |
0.0295 |
3.0% |
0.0069 |
0.7% |
93% |
True |
False |
209 |
| 40 |
0.9980 |
0.9318 |
0.0662 |
6.6% |
0.0060 |
0.6% |
97% |
True |
False |
120 |
| 60 |
0.9980 |
0.9288 |
0.0692 |
6.9% |
0.0052 |
0.5% |
97% |
True |
False |
87 |
| 80 |
0.9980 |
0.9288 |
0.0692 |
6.9% |
0.0043 |
0.4% |
97% |
True |
False |
70 |
| 100 |
0.9980 |
0.9288 |
0.0692 |
6.9% |
0.0039 |
0.4% |
97% |
True |
False |
59 |
| 120 |
0.9980 |
0.9255 |
0.0725 |
7.3% |
0.0034 |
0.3% |
97% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0197 |
|
1.618 |
1.0114 |
|
1.000 |
1.0063 |
|
0.618 |
1.0031 |
|
HIGH |
0.9980 |
|
0.618 |
0.9948 |
|
0.500 |
0.9939 |
|
0.382 |
0.9929 |
|
LOW |
0.9897 |
|
0.618 |
0.9846 |
|
1.000 |
0.9814 |
|
1.618 |
0.9763 |
|
2.618 |
0.9680 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9952 |
0.9943 |
| PP |
0.9945 |
0.9926 |
| S1 |
0.9939 |
0.9910 |
|