CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9932 |
0.9970 |
0.0038 |
0.4% |
0.9897 |
| High |
0.9972 |
0.9997 |
0.0025 |
0.3% |
1.0010 |
| Low |
0.9891 |
0.9918 |
0.0027 |
0.3% |
0.9891 |
| Close |
0.9961 |
0.9941 |
-0.0020 |
-0.2% |
0.9941 |
| Range |
0.0081 |
0.0079 |
-0.0002 |
-2.5% |
0.0119 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
287 |
289 |
2 |
0.7% |
922 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0144 |
0.9984 |
|
| R3 |
1.0110 |
1.0065 |
0.9963 |
|
| R2 |
1.0031 |
1.0031 |
0.9955 |
|
| R1 |
0.9986 |
0.9986 |
0.9948 |
0.9969 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9944 |
| S1 |
0.9907 |
0.9907 |
0.9934 |
0.9890 |
| S2 |
0.9873 |
0.9873 |
0.9927 |
|
| S3 |
0.9794 |
0.9828 |
0.9919 |
|
| S4 |
0.9715 |
0.9749 |
0.9898 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0242 |
1.0006 |
|
| R3 |
1.0185 |
1.0123 |
0.9974 |
|
| R2 |
1.0066 |
1.0066 |
0.9963 |
|
| R1 |
1.0004 |
1.0004 |
0.9952 |
1.0035 |
| PP |
0.9947 |
0.9947 |
0.9947 |
0.9963 |
| S1 |
0.9885 |
0.9885 |
0.9930 |
0.9916 |
| S2 |
0.9828 |
0.9828 |
0.9919 |
|
| S3 |
0.9709 |
0.9766 |
0.9908 |
|
| S4 |
0.9590 |
0.9647 |
0.9876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0010 |
0.9891 |
0.0119 |
1.2% |
0.0076 |
0.8% |
42% |
False |
False |
184 |
| 10 |
1.0010 |
0.9760 |
0.0250 |
2.5% |
0.0066 |
0.7% |
72% |
False |
False |
209 |
| 20 |
1.0010 |
0.9701 |
0.0309 |
3.1% |
0.0070 |
0.7% |
78% |
False |
False |
236 |
| 40 |
1.0010 |
0.9365 |
0.0645 |
6.5% |
0.0064 |
0.6% |
89% |
False |
False |
140 |
| 60 |
1.0010 |
0.9288 |
0.0722 |
7.3% |
0.0054 |
0.5% |
90% |
False |
False |
100 |
| 80 |
1.0010 |
0.9288 |
0.0722 |
7.3% |
0.0047 |
0.5% |
90% |
False |
False |
79 |
| 100 |
1.0010 |
0.9288 |
0.0722 |
7.3% |
0.0042 |
0.4% |
90% |
False |
False |
67 |
| 120 |
1.0010 |
0.9255 |
0.0755 |
7.6% |
0.0036 |
0.4% |
91% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0204 |
|
1.618 |
1.0125 |
|
1.000 |
1.0076 |
|
0.618 |
1.0046 |
|
HIGH |
0.9997 |
|
0.618 |
0.9967 |
|
0.500 |
0.9958 |
|
0.382 |
0.9948 |
|
LOW |
0.9918 |
|
0.618 |
0.9869 |
|
1.000 |
0.9839 |
|
1.618 |
0.9790 |
|
2.618 |
0.9711 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9958 |
0.9951 |
| PP |
0.9952 |
0.9947 |
| S1 |
0.9947 |
0.9944 |
|