CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9482 |
-0.0221 |
-2.3% |
0.9831 |
| High |
0.9723 |
0.9666 |
-0.0057 |
-0.6% |
0.9893 |
| Low |
0.9291 |
0.9474 |
0.0183 |
2.0% |
0.9291 |
| Close |
0.9407 |
0.9591 |
0.0184 |
2.0% |
0.9591 |
| Range |
0.0432 |
0.0192 |
-0.0240 |
-55.6% |
0.0602 |
| ATR |
0.0120 |
0.0130 |
0.0010 |
8.2% |
0.0000 |
| Volume |
571 |
1,699 |
1,128 |
197.5% |
3,693 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0064 |
0.9697 |
|
| R3 |
0.9961 |
0.9872 |
0.9644 |
|
| R2 |
0.9769 |
0.9769 |
0.9626 |
|
| R1 |
0.9680 |
0.9680 |
0.9609 |
0.9725 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9599 |
| S1 |
0.9488 |
0.9488 |
0.9573 |
0.9533 |
| S2 |
0.9385 |
0.9385 |
0.9556 |
|
| S3 |
0.9193 |
0.9296 |
0.9538 |
|
| S4 |
0.9001 |
0.9104 |
0.9485 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1096 |
0.9922 |
|
| R3 |
1.0796 |
1.0494 |
0.9757 |
|
| R2 |
1.0194 |
1.0194 |
0.9701 |
|
| R1 |
0.9892 |
0.9892 |
0.9646 |
0.9742 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9517 |
| S1 |
0.9290 |
0.9290 |
0.9536 |
0.9140 |
| S2 |
0.8990 |
0.8990 |
0.9481 |
|
| S3 |
0.8388 |
0.8688 |
0.9425 |
|
| S4 |
0.7786 |
0.8086 |
0.9260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9893 |
0.9291 |
0.0602 |
6.3% |
0.0190 |
2.0% |
50% |
False |
False |
738 |
| 10 |
1.0018 |
0.9291 |
0.0727 |
7.6% |
0.0154 |
1.6% |
41% |
False |
False |
610 |
| 20 |
1.0054 |
0.9291 |
0.0763 |
8.0% |
0.0120 |
1.2% |
39% |
False |
False |
670 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
8.0% |
0.0095 |
1.0% |
39% |
False |
False |
453 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
8.0% |
0.0082 |
0.9% |
39% |
False |
False |
317 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0071 |
0.7% |
40% |
False |
False |
242 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0061 |
0.6% |
40% |
False |
False |
197 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0055 |
0.6% |
40% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0482 |
|
2.618 |
1.0169 |
|
1.618 |
0.9977 |
|
1.000 |
0.9858 |
|
0.618 |
0.9785 |
|
HIGH |
0.9666 |
|
0.618 |
0.9593 |
|
0.500 |
0.9570 |
|
0.382 |
0.9547 |
|
LOW |
0.9474 |
|
0.618 |
0.9355 |
|
1.000 |
0.9282 |
|
1.618 |
0.9163 |
|
2.618 |
0.8971 |
|
4.250 |
0.8658 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9584 |
0.9570 |
| PP |
0.9577 |
0.9550 |
| S1 |
0.9570 |
0.9529 |
|