CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
1.0012 |
0.0037 |
0.4% |
0.9897 |
| High |
1.0037 |
1.0012 |
-0.0025 |
-0.2% |
1.0010 |
| Low |
0.9975 |
0.9955 |
-0.0020 |
-0.2% |
0.9891 |
| Close |
0.9996 |
0.9968 |
-0.0028 |
-0.3% |
0.9941 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0119 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
350 |
265 |
-85 |
-24.3% |
922 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0116 |
0.9999 |
|
| R3 |
1.0092 |
1.0059 |
0.9984 |
|
| R2 |
1.0035 |
1.0035 |
0.9978 |
|
| R1 |
1.0002 |
1.0002 |
0.9973 |
0.9990 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9973 |
| S1 |
0.9945 |
0.9945 |
0.9963 |
0.9933 |
| S2 |
0.9921 |
0.9921 |
0.9958 |
|
| S3 |
0.9864 |
0.9888 |
0.9952 |
|
| S4 |
0.9807 |
0.9831 |
0.9937 |
|
|
| 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 |
1.0037 |
0.9905 |
0.0132 |
1.3% |
0.0065 |
0.7% |
48% |
False |
False |
352 |
| 10 |
1.0037 |
0.9868 |
0.0169 |
1.7% |
0.0066 |
0.7% |
59% |
False |
False |
257 |
| 20 |
1.0037 |
0.9701 |
0.0336 |
3.4% |
0.0071 |
0.7% |
79% |
False |
False |
263 |
| 40 |
1.0037 |
0.9365 |
0.0672 |
6.7% |
0.0067 |
0.7% |
90% |
False |
False |
176 |
| 60 |
1.0037 |
0.9288 |
0.0749 |
7.5% |
0.0057 |
0.6% |
91% |
False |
False |
124 |
| 80 |
1.0037 |
0.9288 |
0.0749 |
7.5% |
0.0050 |
0.5% |
91% |
False |
False |
97 |
| 100 |
1.0037 |
0.9288 |
0.0749 |
7.5% |
0.0044 |
0.4% |
91% |
False |
False |
82 |
| 120 |
1.0037 |
0.9255 |
0.0782 |
7.8% |
0.0038 |
0.4% |
91% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0161 |
|
1.618 |
1.0104 |
|
1.000 |
1.0069 |
|
0.618 |
1.0047 |
|
HIGH |
1.0012 |
|
0.618 |
0.9990 |
|
0.500 |
0.9984 |
|
0.382 |
0.9977 |
|
LOW |
0.9955 |
|
0.618 |
0.9920 |
|
1.000 |
0.9898 |
|
1.618 |
0.9863 |
|
2.618 |
0.9806 |
|
4.250 |
0.9713 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9984 |
0.9982 |
| PP |
0.9978 |
0.9977 |
| S1 |
0.9973 |
0.9973 |
|