CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9978 |
0.0018 |
0.2% |
0.9760 |
| High |
1.0002 |
1.0010 |
0.0008 |
0.1% |
0.9917 |
| Low |
0.9942 |
0.9935 |
-0.0007 |
-0.1% |
0.9760 |
| Close |
0.9991 |
0.9954 |
-0.0037 |
-0.4% |
0.9888 |
| Range |
0.0060 |
0.0075 |
0.0015 |
25.0% |
0.0157 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
82 |
202 |
120 |
146.3% |
1,174 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0148 |
0.9995 |
|
| R3 |
1.0116 |
1.0073 |
0.9975 |
|
| R2 |
1.0041 |
1.0041 |
0.9968 |
|
| R1 |
0.9998 |
0.9998 |
0.9961 |
0.9982 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9959 |
| S1 |
0.9923 |
0.9923 |
0.9947 |
0.9907 |
| S2 |
0.9891 |
0.9891 |
0.9940 |
|
| S3 |
0.9816 |
0.9848 |
0.9933 |
|
| S4 |
0.9741 |
0.9773 |
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 |
1.0010 |
0.9839 |
0.0171 |
1.7% |
0.0067 |
0.7% |
67% |
True |
False |
152 |
| 10 |
1.0010 |
0.9701 |
0.0309 |
3.1% |
0.0066 |
0.7% |
82% |
True |
False |
189 |
| 20 |
1.0010 |
0.9685 |
0.0325 |
3.3% |
0.0070 |
0.7% |
83% |
True |
False |
217 |
| 40 |
1.0010 |
0.9350 |
0.0660 |
6.6% |
0.0062 |
0.6% |
92% |
True |
False |
126 |
| 60 |
1.0010 |
0.9288 |
0.0722 |
7.3% |
0.0052 |
0.5% |
92% |
True |
False |
91 |
| 80 |
1.0010 |
0.9288 |
0.0722 |
7.3% |
0.0045 |
0.4% |
92% |
True |
False |
73 |
| 100 |
1.0010 |
0.9288 |
0.0722 |
7.3% |
0.0040 |
0.4% |
92% |
True |
False |
62 |
| 120 |
1.0010 |
0.9255 |
0.0755 |
7.6% |
0.0035 |
0.3% |
93% |
True |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0206 |
|
1.618 |
1.0131 |
|
1.000 |
1.0085 |
|
0.618 |
1.0056 |
|
HIGH |
1.0010 |
|
0.618 |
0.9981 |
|
0.500 |
0.9973 |
|
0.382 |
0.9964 |
|
LOW |
0.9935 |
|
0.618 |
0.9889 |
|
1.000 |
0.9860 |
|
1.618 |
0.9814 |
|
2.618 |
0.9739 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9954 |
| PP |
0.9966 |
0.9954 |
| S1 |
0.9960 |
0.9954 |
|