CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
0.9831 |
-0.0120 |
-1.2% |
0.9998 |
| High |
0.9970 |
0.9893 |
-0.0077 |
-0.8% |
1.0018 |
| Low |
0.9816 |
0.9808 |
-0.0008 |
-0.1% |
0.9797 |
| Close |
0.9827 |
0.9890 |
0.0063 |
0.6% |
0.9827 |
| Range |
0.0154 |
0.0085 |
-0.0069 |
-44.8% |
0.0221 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
241 |
519 |
278 |
115.4% |
2,408 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
1.0089 |
0.9937 |
|
| R3 |
1.0034 |
1.0004 |
0.9913 |
|
| R2 |
0.9949 |
0.9949 |
0.9906 |
|
| R1 |
0.9919 |
0.9919 |
0.9898 |
0.9934 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9871 |
| S1 |
0.9834 |
0.9834 |
0.9882 |
0.9849 |
| S2 |
0.9779 |
0.9779 |
0.9874 |
|
| S3 |
0.9694 |
0.9749 |
0.9867 |
|
| S4 |
0.9609 |
0.9664 |
0.9843 |
|
|
| 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 |
0.9990 |
0.9797 |
0.0193 |
2.0% |
0.0125 |
1.3% |
48% |
False |
False |
459 |
| 10 |
1.0054 |
0.9797 |
0.0257 |
2.6% |
0.0108 |
1.1% |
36% |
False |
False |
759 |
| 20 |
1.0054 |
0.9790 |
0.0264 |
2.7% |
0.0091 |
0.9% |
38% |
False |
False |
554 |
| 40 |
1.0054 |
0.9685 |
0.0369 |
3.7% |
0.0080 |
0.8% |
56% |
False |
False |
382 |
| 60 |
1.0054 |
0.9318 |
0.0736 |
7.4% |
0.0071 |
0.7% |
78% |
False |
False |
265 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0062 |
0.6% |
79% |
False |
False |
204 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0053 |
0.5% |
79% |
False |
False |
167 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0048 |
0.5% |
79% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0116 |
|
1.618 |
1.0031 |
|
1.000 |
0.9978 |
|
0.618 |
0.9946 |
|
HIGH |
0.9893 |
|
0.618 |
0.9861 |
|
0.500 |
0.9851 |
|
0.382 |
0.9840 |
|
LOW |
0.9808 |
|
0.618 |
0.9755 |
|
1.000 |
0.9723 |
|
1.618 |
0.9670 |
|
2.618 |
0.9585 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9877 |
0.9894 |
| PP |
0.9864 |
0.9893 |
| S1 |
0.9851 |
0.9891 |
|