CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9990 |
-0.0015 |
-0.1% |
0.9949 |
| High |
1.0054 |
1.0020 |
-0.0034 |
-0.3% |
1.0037 |
| Low |
0.9976 |
0.9951 |
-0.0025 |
-0.3% |
0.9833 |
| Close |
0.9985 |
0.9997 |
0.0012 |
0.1% |
0.9846 |
| Range |
0.0078 |
0.0069 |
-0.0009 |
-11.5% |
0.0204 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3,326 |
610 |
-2,716 |
-81.7% |
1,588 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0166 |
1.0035 |
|
| R3 |
1.0127 |
1.0097 |
1.0016 |
|
| R2 |
1.0058 |
1.0058 |
1.0010 |
|
| R1 |
1.0028 |
1.0028 |
1.0003 |
1.0043 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9997 |
| S1 |
0.9959 |
0.9959 |
0.9991 |
0.9974 |
| S2 |
0.9920 |
0.9920 |
0.9984 |
|
| S3 |
0.9851 |
0.9890 |
0.9978 |
|
| S4 |
0.9782 |
0.9821 |
0.9959 |
|
|
| 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 |
1.0054 |
0.9790 |
0.0264 |
2.6% |
0.0104 |
1.0% |
78% |
False |
False |
1,089 |
| 10 |
1.0054 |
0.9790 |
0.0264 |
2.6% |
0.0085 |
0.8% |
78% |
False |
False |
721 |
| 20 |
1.0054 |
0.9701 |
0.0353 |
3.5% |
0.0076 |
0.8% |
84% |
False |
False |
457 |
| 40 |
1.0054 |
0.9470 |
0.0584 |
5.8% |
0.0071 |
0.7% |
90% |
False |
False |
310 |
| 60 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0063 |
0.6% |
93% |
False |
False |
213 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0055 |
0.5% |
93% |
False |
False |
164 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0046 |
0.5% |
93% |
False |
False |
136 |
| 120 |
1.0054 |
0.9255 |
0.0799 |
8.0% |
0.0041 |
0.4% |
93% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0201 |
|
1.618 |
1.0132 |
|
1.000 |
1.0089 |
|
0.618 |
1.0063 |
|
HIGH |
1.0020 |
|
0.618 |
0.9994 |
|
0.500 |
0.9986 |
|
0.382 |
0.9977 |
|
LOW |
0.9951 |
|
0.618 |
0.9908 |
|
1.000 |
0.9882 |
|
1.618 |
0.9839 |
|
2.618 |
0.9770 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9981 |
| PP |
0.9989 |
0.9966 |
| S1 |
0.9986 |
0.9950 |
|