CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9976 |
0.9998 |
0.0022 |
0.2% |
0.9846 |
| High |
1.0017 |
1.0018 |
0.0001 |
0.0% |
1.0054 |
| Low |
0.9929 |
0.9972 |
0.0043 |
0.4% |
0.9790 |
| Close |
0.9989 |
0.9974 |
-0.0015 |
-0.2% |
0.9989 |
| Range |
0.0088 |
0.0046 |
-0.0042 |
-47.7% |
0.0264 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
377 |
628 |
251 |
66.6% |
5,711 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0096 |
0.9999 |
|
| R3 |
1.0080 |
1.0050 |
0.9987 |
|
| R2 |
1.0034 |
1.0034 |
0.9982 |
|
| R1 |
1.0004 |
1.0004 |
0.9978 |
0.9996 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9984 |
| S1 |
0.9958 |
0.9958 |
0.9970 |
0.9950 |
| S2 |
0.9942 |
0.9942 |
0.9966 |
|
| S3 |
0.9896 |
0.9912 |
0.9961 |
|
| S4 |
0.9850 |
0.9866 |
0.9949 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0627 |
1.0134 |
|
| R3 |
1.0472 |
1.0363 |
1.0062 |
|
| R2 |
1.0208 |
1.0208 |
1.0037 |
|
| R1 |
1.0099 |
1.0099 |
1.0013 |
1.0154 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9972 |
| S1 |
0.9835 |
0.9835 |
0.9965 |
0.9890 |
| S2 |
0.9680 |
0.9680 |
0.9941 |
|
| S3 |
0.9416 |
0.9571 |
0.9916 |
|
| S4 |
0.9152 |
0.9307 |
0.9844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0054 |
0.9846 |
0.0208 |
2.1% |
0.0090 |
0.9% |
62% |
False |
False |
1,059 |
| 10 |
1.0054 |
0.9790 |
0.0264 |
2.6% |
0.0083 |
0.8% |
70% |
False |
False |
723 |
| 20 |
1.0054 |
0.9787 |
0.0267 |
2.7% |
0.0075 |
0.8% |
70% |
False |
False |
481 |
| 40 |
1.0054 |
0.9579 |
0.0475 |
4.8% |
0.0071 |
0.7% |
83% |
False |
False |
330 |
| 60 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0064 |
0.6% |
90% |
False |
False |
229 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0055 |
0.6% |
90% |
False |
False |
176 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0048 |
0.5% |
90% |
False |
False |
146 |
| 120 |
1.0054 |
0.9278 |
0.0776 |
7.8% |
0.0042 |
0.4% |
90% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0214 |
|
2.618 |
1.0138 |
|
1.618 |
1.0092 |
|
1.000 |
1.0064 |
|
0.618 |
1.0046 |
|
HIGH |
1.0018 |
|
0.618 |
1.0000 |
|
0.500 |
0.9995 |
|
0.382 |
0.9990 |
|
LOW |
0.9972 |
|
0.618 |
0.9944 |
|
1.000 |
0.9926 |
|
1.618 |
0.9898 |
|
2.618 |
0.9852 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9975 |
| PP |
0.9988 |
0.9974 |
| S1 |
0.9981 |
0.9974 |
|