CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9831 |
0.9885 |
0.0054 |
0.5% |
0.9998 |
| High |
0.9893 |
0.9885 |
-0.0008 |
-0.1% |
1.0018 |
| Low |
0.9808 |
0.9748 |
-0.0060 |
-0.6% |
0.9797 |
| Close |
0.9890 |
0.9749 |
-0.0141 |
-1.4% |
0.9827 |
| Range |
0.0085 |
0.0137 |
0.0052 |
61.2% |
0.0221 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
3.8% |
0.0000 |
| Volume |
519 |
216 |
-303 |
-58.4% |
2,408 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0114 |
0.9824 |
|
| R3 |
1.0068 |
0.9977 |
0.9787 |
|
| R2 |
0.9931 |
0.9931 |
0.9774 |
|
| R1 |
0.9840 |
0.9840 |
0.9762 |
0.9817 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9783 |
| S1 |
0.9703 |
0.9703 |
0.9736 |
0.9680 |
| S2 |
0.9657 |
0.9657 |
0.9724 |
|
| S3 |
0.9520 |
0.9566 |
0.9711 |
|
| S4 |
0.9383 |
0.9429 |
0.9674 |
|
|
| 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 |
0.9980 |
0.9748 |
0.0232 |
2.4% |
0.0118 |
1.2% |
0% |
False |
True |
482 |
| 10 |
1.0054 |
0.9748 |
0.0306 |
3.1% |
0.0105 |
1.1% |
0% |
False |
True |
745 |
| 20 |
1.0054 |
0.9748 |
0.0306 |
3.1% |
0.0095 |
1.0% |
0% |
False |
True |
561 |
| 40 |
1.0054 |
0.9685 |
0.0369 |
3.8% |
0.0082 |
0.8% |
17% |
False |
False |
385 |
| 60 |
1.0054 |
0.9318 |
0.0736 |
7.5% |
0.0073 |
0.7% |
59% |
False |
False |
268 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0063 |
0.6% |
60% |
False |
False |
206 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0054 |
0.6% |
60% |
False |
False |
168 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0049 |
0.5% |
60% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0467 |
|
2.618 |
1.0244 |
|
1.618 |
1.0107 |
|
1.000 |
1.0022 |
|
0.618 |
0.9970 |
|
HIGH |
0.9885 |
|
0.618 |
0.9833 |
|
0.500 |
0.9817 |
|
0.382 |
0.9800 |
|
LOW |
0.9748 |
|
0.618 |
0.9663 |
|
1.000 |
0.9611 |
|
1.618 |
0.9526 |
|
2.618 |
0.9389 |
|
4.250 |
0.9166 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9817 |
0.9859 |
| PP |
0.9794 |
0.9822 |
| S1 |
0.9772 |
0.9786 |
|