CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
0.9831 |
-0.0159 |
-1.6% |
0.9846 |
| High |
0.9990 |
0.9915 |
-0.0075 |
-0.8% |
1.0054 |
| Low |
0.9815 |
0.9797 |
-0.0018 |
-0.2% |
0.9790 |
| Close |
0.9850 |
0.9913 |
0.0063 |
0.6% |
0.9989 |
| Range |
0.0175 |
0.0118 |
-0.0057 |
-32.6% |
0.0264 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.7% |
0.0000 |
| Volume |
105 |
832 |
727 |
692.4% |
5,711 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0189 |
0.9978 |
|
| R3 |
1.0111 |
1.0071 |
0.9945 |
|
| R2 |
0.9993 |
0.9993 |
0.9935 |
|
| R1 |
0.9953 |
0.9953 |
0.9924 |
0.9973 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9885 |
| S1 |
0.9835 |
0.9835 |
0.9902 |
0.9855 |
| S2 |
0.9757 |
0.9757 |
0.9891 |
|
| S3 |
0.9639 |
0.9717 |
0.9881 |
|
| S4 |
0.9521 |
0.9599 |
0.9848 |
|
|
| 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 |
1.0020 |
0.9797 |
0.0223 |
2.2% |
0.0099 |
1.0% |
52% |
False |
True |
510 |
| 10 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0100 |
1.0% |
47% |
False |
False |
765 |
| 20 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0084 |
0.9% |
47% |
False |
False |
510 |
| 40 |
1.0054 |
0.9680 |
0.0374 |
3.8% |
0.0074 |
0.7% |
62% |
False |
False |
351 |
| 60 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0067 |
0.7% |
82% |
False |
False |
243 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0059 |
0.6% |
82% |
False |
False |
187 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0050 |
0.5% |
82% |
False |
False |
155 |
| 120 |
1.0054 |
0.9278 |
0.0776 |
7.8% |
0.0045 |
0.5% |
82% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0224 |
|
1.618 |
1.0106 |
|
1.000 |
1.0033 |
|
0.618 |
0.9988 |
|
HIGH |
0.9915 |
|
0.618 |
0.9870 |
|
0.500 |
0.9856 |
|
0.382 |
0.9842 |
|
LOW |
0.9797 |
|
0.618 |
0.9724 |
|
1.000 |
0.9679 |
|
1.618 |
0.9606 |
|
2.618 |
0.9488 |
|
4.250 |
0.9296 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9911 |
| PP |
0.9875 |
0.9909 |
| S1 |
0.9856 |
0.9908 |
|