CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
0.9846 |
-0.0105 |
-1.1% |
0.9949 |
| High |
0.9973 |
0.9852 |
-0.0121 |
-1.2% |
1.0037 |
| Low |
0.9833 |
0.9790 |
-0.0043 |
-0.4% |
0.9833 |
| Close |
0.9846 |
0.9845 |
-0.0001 |
0.0% |
0.9846 |
| Range |
0.0140 |
0.0062 |
-0.0078 |
-55.7% |
0.0204 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
113 |
1,041 |
928 |
821.2% |
1,588 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9992 |
0.9879 |
|
| R3 |
0.9953 |
0.9930 |
0.9862 |
|
| R2 |
0.9891 |
0.9891 |
0.9856 |
|
| R1 |
0.9868 |
0.9868 |
0.9851 |
0.9849 |
| PP |
0.9829 |
0.9829 |
0.9829 |
0.9819 |
| S1 |
0.9806 |
0.9806 |
0.9839 |
0.9787 |
| S2 |
0.9767 |
0.9767 |
0.9834 |
|
| S3 |
0.9705 |
0.9744 |
0.9828 |
|
| S4 |
0.9643 |
0.9682 |
0.9811 |
|
|
| 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 |
0.9790 |
0.0247 |
2.5% |
0.0075 |
0.8% |
22% |
False |
True |
387 |
| 10 |
1.0037 |
0.9790 |
0.0247 |
2.5% |
0.0075 |
0.8% |
22% |
False |
True |
348 |
| 20 |
1.0037 |
0.9701 |
0.0336 |
3.4% |
0.0072 |
0.7% |
43% |
False |
False |
270 |
| 40 |
1.0037 |
0.9365 |
0.0672 |
6.8% |
0.0069 |
0.7% |
71% |
False |
False |
204 |
| 60 |
1.0037 |
0.9288 |
0.0749 |
7.6% |
0.0059 |
0.6% |
74% |
False |
False |
143 |
| 80 |
1.0037 |
0.9288 |
0.0749 |
7.6% |
0.0051 |
0.5% |
74% |
False |
False |
111 |
| 100 |
1.0037 |
0.9288 |
0.0749 |
7.6% |
0.0046 |
0.5% |
74% |
False |
False |
93 |
| 120 |
1.0037 |
0.9255 |
0.0782 |
7.9% |
0.0039 |
0.4% |
75% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0116 |
|
2.618 |
1.0014 |
|
1.618 |
0.9952 |
|
1.000 |
0.9914 |
|
0.618 |
0.9890 |
|
HIGH |
0.9852 |
|
0.618 |
0.9828 |
|
0.500 |
0.9821 |
|
0.382 |
0.9814 |
|
LOW |
0.9790 |
|
0.618 |
0.9752 |
|
1.000 |
0.9728 |
|
1.618 |
0.9690 |
|
2.618 |
0.9628 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9901 |
| PP |
0.9829 |
0.9882 |
| S1 |
0.9821 |
0.9864 |
|