CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
0.9951 |
-0.0061 |
-0.6% |
0.9949 |
| High |
1.0012 |
0.9973 |
-0.0039 |
-0.4% |
1.0037 |
| Low |
0.9955 |
0.9833 |
-0.0122 |
-1.2% |
0.9833 |
| Close |
0.9968 |
0.9846 |
-0.0122 |
-1.2% |
0.9846 |
| Range |
0.0057 |
0.0140 |
0.0083 |
145.6% |
0.0204 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0000 |
| Volume |
265 |
113 |
-152 |
-57.4% |
1,588 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0215 |
0.9923 |
|
| R3 |
1.0164 |
1.0075 |
0.9885 |
|
| R2 |
1.0024 |
1.0024 |
0.9872 |
|
| R1 |
0.9935 |
0.9935 |
0.9859 |
0.9910 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9871 |
| S1 |
0.9795 |
0.9795 |
0.9833 |
0.9770 |
| S2 |
0.9744 |
0.9744 |
0.9820 |
|
| S3 |
0.9604 |
0.9655 |
0.9808 |
|
| S4 |
0.9464 |
0.9515 |
0.9769 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0386 |
0.9958 |
|
| R3 |
1.0313 |
1.0182 |
0.9902 |
|
| R2 |
1.0109 |
1.0109 |
0.9883 |
|
| R1 |
0.9978 |
0.9978 |
0.9865 |
0.9942 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9887 |
| S1 |
0.9774 |
0.9774 |
0.9827 |
0.9738 |
| S2 |
0.9701 |
0.9701 |
0.9809 |
|
| S3 |
0.9497 |
0.9570 |
0.9790 |
|
| S4 |
0.9293 |
0.9366 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0037 |
0.9833 |
0.0204 |
2.1% |
0.0078 |
0.8% |
6% |
False |
True |
317 |
| 10 |
1.0037 |
0.9833 |
0.0204 |
2.1% |
0.0077 |
0.8% |
6% |
False |
True |
251 |
| 20 |
1.0037 |
0.9701 |
0.0336 |
3.4% |
0.0072 |
0.7% |
43% |
False |
False |
238 |
| 40 |
1.0037 |
0.9365 |
0.0672 |
6.8% |
0.0069 |
0.7% |
72% |
False |
False |
178 |
| 60 |
1.0037 |
0.9288 |
0.0749 |
7.6% |
0.0059 |
0.6% |
74% |
False |
False |
126 |
| 80 |
1.0037 |
0.9288 |
0.0749 |
7.6% |
0.0051 |
0.5% |
74% |
False |
False |
99 |
| 100 |
1.0037 |
0.9288 |
0.0749 |
7.6% |
0.0045 |
0.5% |
74% |
False |
False |
83 |
| 120 |
1.0037 |
0.9255 |
0.0782 |
7.9% |
0.0039 |
0.4% |
76% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0340 |
|
1.618 |
1.0200 |
|
1.000 |
1.0113 |
|
0.618 |
1.0060 |
|
HIGH |
0.9973 |
|
0.618 |
0.9920 |
|
0.500 |
0.9903 |
|
0.382 |
0.9886 |
|
LOW |
0.9833 |
|
0.618 |
0.9746 |
|
1.000 |
0.9693 |
|
1.618 |
0.9606 |
|
2.618 |
0.9466 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9935 |
| PP |
0.9884 |
0.9905 |
| S1 |
0.9865 |
0.9876 |
|