CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9831 |
0.9891 |
0.0060 |
0.6% |
0.9846 |
| High |
0.9915 |
0.9980 |
0.0065 |
0.7% |
1.0054 |
| Low |
0.9797 |
0.9885 |
0.0088 |
0.9% |
0.9790 |
| Close |
0.9913 |
0.9930 |
0.0017 |
0.2% |
0.9989 |
| Range |
0.0118 |
0.0095 |
-0.0023 |
-19.5% |
0.0264 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
| Volume |
832 |
602 |
-230 |
-27.6% |
5,711 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0168 |
0.9982 |
|
| R3 |
1.0122 |
1.0073 |
0.9956 |
|
| R2 |
1.0027 |
1.0027 |
0.9947 |
|
| R1 |
0.9978 |
0.9978 |
0.9939 |
1.0003 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9944 |
| S1 |
0.9883 |
0.9883 |
0.9921 |
0.9908 |
| S2 |
0.9837 |
0.9837 |
0.9913 |
|
| S3 |
0.9742 |
0.9788 |
0.9904 |
|
| S4 |
0.9647 |
0.9693 |
0.9878 |
|
|
| 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 |
1.0018 |
0.9797 |
0.0221 |
2.2% |
0.0104 |
1.1% |
60% |
False |
False |
508 |
| 10 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0104 |
1.0% |
53% |
False |
False |
799 |
| 20 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0085 |
0.9% |
53% |
False |
False |
528 |
| 40 |
1.0054 |
0.9680 |
0.0374 |
3.8% |
0.0076 |
0.8% |
67% |
False |
False |
365 |
| 60 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0069 |
0.7% |
84% |
False |
False |
253 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0060 |
0.6% |
84% |
False |
False |
195 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0051 |
0.5% |
84% |
False |
False |
161 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0046 |
0.5% |
84% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0229 |
|
1.618 |
1.0134 |
|
1.000 |
1.0075 |
|
0.618 |
1.0039 |
|
HIGH |
0.9980 |
|
0.618 |
0.9944 |
|
0.500 |
0.9933 |
|
0.382 |
0.9921 |
|
LOW |
0.9885 |
|
0.618 |
0.9826 |
|
1.000 |
0.9790 |
|
1.618 |
0.9731 |
|
2.618 |
0.9636 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9918 |
| PP |
0.9932 |
0.9906 |
| S1 |
0.9931 |
0.9894 |
|