CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
0.9949 |
-0.0021 |
-0.2% |
0.9897 |
| High |
0.9997 |
0.9980 |
-0.0017 |
-0.2% |
1.0010 |
| Low |
0.9918 |
0.9905 |
-0.0013 |
-0.1% |
0.9891 |
| Close |
0.9941 |
0.9959 |
0.0018 |
0.2% |
0.9941 |
| Range |
0.0079 |
0.0075 |
-0.0004 |
-5.1% |
0.0119 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
289 |
694 |
405 |
140.1% |
922 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0141 |
1.0000 |
|
| R3 |
1.0098 |
1.0066 |
0.9980 |
|
| R2 |
1.0023 |
1.0023 |
0.9973 |
|
| R1 |
0.9991 |
0.9991 |
0.9966 |
1.0007 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9956 |
| S1 |
0.9916 |
0.9916 |
0.9952 |
0.9932 |
| S2 |
0.9873 |
0.9873 |
0.9945 |
|
| S3 |
0.9798 |
0.9841 |
0.9938 |
|
| S4 |
0.9723 |
0.9766 |
0.9918 |
|
|
| 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% |
0.0074 |
0.7% |
57% |
False |
False |
310 |
| 10 |
1.0010 |
0.9787 |
0.0223 |
2.2% |
0.0067 |
0.7% |
77% |
False |
False |
240 |
| 20 |
1.0010 |
0.9701 |
0.0309 |
3.1% |
0.0071 |
0.7% |
83% |
False |
False |
266 |
| 40 |
1.0010 |
0.9365 |
0.0645 |
6.5% |
0.0066 |
0.7% |
92% |
False |
False |
157 |
| 60 |
1.0010 |
0.9288 |
0.0722 |
7.2% |
0.0055 |
0.6% |
93% |
False |
False |
112 |
| 80 |
1.0010 |
0.9288 |
0.0722 |
7.2% |
0.0048 |
0.5% |
93% |
False |
False |
88 |
| 100 |
1.0010 |
0.9288 |
0.0722 |
7.2% |
0.0043 |
0.4% |
93% |
False |
False |
74 |
| 120 |
1.0010 |
0.9255 |
0.0755 |
7.6% |
0.0037 |
0.4% |
93% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0299 |
|
2.618 |
1.0176 |
|
1.618 |
1.0101 |
|
1.000 |
1.0055 |
|
0.618 |
1.0026 |
|
HIGH |
0.9980 |
|
0.618 |
0.9951 |
|
0.500 |
0.9943 |
|
0.382 |
0.9934 |
|
LOW |
0.9905 |
|
0.618 |
0.9859 |
|
1.000 |
0.9830 |
|
1.618 |
0.9784 |
|
2.618 |
0.9709 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9954 |
0.9954 |
| PP |
0.9948 |
0.9949 |
| S1 |
0.9943 |
0.9944 |
|