CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9703 |
-0.0049 |
-0.5% |
0.9998 |
| High |
0.9767 |
0.9723 |
-0.0044 |
-0.5% |
1.0018 |
| Low |
0.9662 |
0.9291 |
-0.0371 |
-3.8% |
0.9797 |
| Close |
0.9691 |
0.9407 |
-0.0284 |
-2.9% |
0.9827 |
| Range |
0.0105 |
0.0432 |
0.0327 |
311.4% |
0.0221 |
| ATR |
0.0097 |
0.0120 |
0.0024 |
24.8% |
0.0000 |
| Volume |
688 |
571 |
-117 |
-17.0% |
2,408 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0520 |
0.9645 |
|
| R3 |
1.0338 |
1.0088 |
0.9526 |
|
| R2 |
0.9906 |
0.9906 |
0.9486 |
|
| R1 |
0.9656 |
0.9656 |
0.9447 |
0.9565 |
| PP |
0.9474 |
0.9474 |
0.9474 |
0.9428 |
| S1 |
0.9224 |
0.9224 |
0.9367 |
0.9133 |
| S2 |
0.9042 |
0.9042 |
0.9328 |
|
| S3 |
0.8610 |
0.8792 |
0.9288 |
|
| S4 |
0.8178 |
0.8360 |
0.9169 |
|
|
| 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 |
0.9970 |
0.9291 |
0.0679 |
7.2% |
0.0183 |
1.9% |
17% |
False |
True |
447 |
| 10 |
1.0018 |
0.9291 |
0.0727 |
7.7% |
0.0144 |
1.5% |
16% |
False |
True |
477 |
| 20 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0114 |
1.2% |
15% |
False |
True |
599 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0092 |
1.0% |
15% |
False |
True |
413 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0080 |
0.8% |
15% |
False |
True |
288 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0068 |
0.7% |
16% |
False |
False |
221 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0059 |
0.6% |
16% |
False |
False |
181 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0053 |
0.6% |
16% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1559 |
|
2.618 |
1.0854 |
|
1.618 |
1.0422 |
|
1.000 |
1.0155 |
|
0.618 |
0.9990 |
|
HIGH |
0.9723 |
|
0.618 |
0.9558 |
|
0.500 |
0.9507 |
|
0.382 |
0.9456 |
|
LOW |
0.9291 |
|
0.618 |
0.9024 |
|
1.000 |
0.8859 |
|
1.618 |
0.8592 |
|
2.618 |
0.8160 |
|
4.250 |
0.7455 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9507 |
0.9588 |
| PP |
0.9474 |
0.9528 |
| S1 |
0.9440 |
0.9467 |
|