CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9850 |
0.0004 |
0.0% |
0.9949 |
| High |
0.9852 |
1.0015 |
0.0163 |
1.7% |
1.0037 |
| Low |
0.9790 |
0.9846 |
0.0056 |
0.6% |
0.9833 |
| Close |
0.9845 |
1.0006 |
0.0161 |
1.6% |
0.9846 |
| Range |
0.0062 |
0.0169 |
0.0107 |
172.6% |
0.0204 |
| ATR |
0.0075 |
0.0081 |
0.0007 |
9.1% |
0.0000 |
| Volume |
1,041 |
357 |
-684 |
-65.7% |
1,588 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0403 |
1.0099 |
|
| R3 |
1.0294 |
1.0234 |
1.0052 |
|
| R2 |
1.0125 |
1.0125 |
1.0037 |
|
| R1 |
1.0065 |
1.0065 |
1.0021 |
1.0095 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9971 |
| S1 |
0.9896 |
0.9896 |
0.9991 |
0.9926 |
| S2 |
0.9787 |
0.9787 |
0.9975 |
|
| S3 |
0.9618 |
0.9727 |
0.9960 |
|
| S4 |
0.9449 |
0.9558 |
0.9913 |
|
|
| 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% |
0.0098 |
1.0% |
87% |
False |
False |
425 |
| 10 |
1.0037 |
0.9790 |
0.0247 |
2.5% |
0.0085 |
0.9% |
87% |
False |
False |
376 |
| 20 |
1.0037 |
0.9701 |
0.0336 |
3.4% |
0.0077 |
0.8% |
91% |
False |
False |
279 |
| 40 |
1.0037 |
0.9365 |
0.0672 |
6.7% |
0.0070 |
0.7% |
95% |
False |
False |
212 |
| 60 |
1.0037 |
0.9288 |
0.0749 |
7.5% |
0.0062 |
0.6% |
96% |
False |
False |
148 |
| 80 |
1.0037 |
0.9288 |
0.0749 |
7.5% |
0.0053 |
0.5% |
96% |
False |
False |
115 |
| 100 |
1.0037 |
0.9288 |
0.0749 |
7.5% |
0.0047 |
0.5% |
96% |
False |
False |
97 |
| 120 |
1.0037 |
0.9255 |
0.0782 |
7.8% |
0.0040 |
0.4% |
96% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0457 |
|
1.618 |
1.0288 |
|
1.000 |
1.0184 |
|
0.618 |
1.0119 |
|
HIGH |
1.0015 |
|
0.618 |
0.9950 |
|
0.500 |
0.9931 |
|
0.382 |
0.9911 |
|
LOW |
0.9846 |
|
0.618 |
0.9742 |
|
1.000 |
0.9677 |
|
1.618 |
0.9573 |
|
2.618 |
0.9404 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9972 |
| PP |
0.9956 |
0.9937 |
| S1 |
0.9931 |
0.9903 |
|