CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
0.9951 |
0.0060 |
0.6% |
0.9998 |
| High |
0.9980 |
0.9970 |
-0.0010 |
-0.1% |
1.0018 |
| Low |
0.9885 |
0.9816 |
-0.0069 |
-0.7% |
0.9797 |
| Close |
0.9930 |
0.9827 |
-0.0103 |
-1.0% |
0.9827 |
| Range |
0.0095 |
0.0154 |
0.0059 |
62.1% |
0.0221 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.3% |
0.0000 |
| Volume |
602 |
241 |
-361 |
-60.0% |
2,408 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0234 |
0.9912 |
|
| R3 |
1.0179 |
1.0080 |
0.9869 |
|
| R2 |
1.0025 |
1.0025 |
0.9855 |
|
| R1 |
0.9926 |
0.9926 |
0.9841 |
0.9899 |
| PP |
0.9871 |
0.9871 |
0.9871 |
0.9857 |
| S1 |
0.9772 |
0.9772 |
0.9813 |
0.9745 |
| S2 |
0.9717 |
0.9717 |
0.9799 |
|
| S3 |
0.9563 |
0.9618 |
0.9785 |
|
| S4 |
0.9409 |
0.9464 |
0.9742 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0406 |
0.9949 |
|
| R3 |
1.0323 |
1.0185 |
0.9888 |
|
| R2 |
1.0102 |
1.0102 |
0.9868 |
|
| R1 |
0.9964 |
0.9964 |
0.9847 |
0.9923 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9860 |
| S1 |
0.9743 |
0.9743 |
0.9807 |
0.9702 |
| S2 |
0.9660 |
0.9660 |
0.9786 |
|
| S3 |
0.9439 |
0.9522 |
0.9766 |
|
| S4 |
0.9218 |
0.9301 |
0.9705 |
|
|
| 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% |
0.0118 |
1.2% |
14% |
False |
False |
481 |
| 10 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0105 |
1.1% |
14% |
False |
False |
811 |
| 20 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0091 |
0.9% |
14% |
False |
False |
531 |
| 40 |
1.0054 |
0.9685 |
0.0369 |
3.8% |
0.0079 |
0.8% |
38% |
False |
False |
370 |
| 60 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0070 |
0.7% |
70% |
False |
False |
257 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0061 |
0.6% |
70% |
False |
False |
197 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0052 |
0.5% |
70% |
False |
False |
163 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0047 |
0.5% |
70% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0373 |
|
1.618 |
1.0219 |
|
1.000 |
1.0124 |
|
0.618 |
1.0065 |
|
HIGH |
0.9970 |
|
0.618 |
0.9911 |
|
0.500 |
0.9893 |
|
0.382 |
0.9875 |
|
LOW |
0.9816 |
|
0.618 |
0.9721 |
|
1.000 |
0.9662 |
|
1.618 |
0.9567 |
|
2.618 |
0.9413 |
|
4.250 |
0.9162 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9893 |
0.9889 |
| PP |
0.9871 |
0.9868 |
| S1 |
0.9849 |
0.9848 |
|