CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9482 |
0.9657 |
0.0175 |
1.8% |
0.9831 |
| High |
0.9666 |
0.9787 |
0.0121 |
1.3% |
0.9893 |
| Low |
0.9474 |
0.9630 |
0.0156 |
1.6% |
0.9291 |
| Close |
0.9591 |
0.9755 |
0.0164 |
1.7% |
0.9591 |
| Range |
0.0192 |
0.0157 |
-0.0035 |
-18.2% |
0.0602 |
| ATR |
0.0130 |
0.0135 |
0.0005 |
3.6% |
0.0000 |
| Volume |
1,699 |
1,017 |
-682 |
-40.1% |
3,693 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0132 |
0.9841 |
|
| R3 |
1.0038 |
0.9975 |
0.9798 |
|
| R2 |
0.9881 |
0.9881 |
0.9784 |
|
| R1 |
0.9818 |
0.9818 |
0.9769 |
0.9850 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9740 |
| S1 |
0.9661 |
0.9661 |
0.9741 |
0.9693 |
| S2 |
0.9567 |
0.9567 |
0.9726 |
|
| S3 |
0.9410 |
0.9504 |
0.9712 |
|
| S4 |
0.9253 |
0.9347 |
0.9669 |
|
|
| 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 |
0.9885 |
0.9291 |
0.0594 |
6.1% |
0.0205 |
2.1% |
78% |
False |
False |
838 |
| 10 |
0.9990 |
0.9291 |
0.0699 |
7.2% |
0.0165 |
1.7% |
66% |
False |
False |
649 |
| 20 |
1.0054 |
0.9291 |
0.0763 |
7.8% |
0.0124 |
1.3% |
61% |
False |
False |
686 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
7.8% |
0.0097 |
1.0% |
61% |
False |
False |
476 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
7.8% |
0.0085 |
0.9% |
61% |
False |
False |
333 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0072 |
0.7% |
61% |
False |
False |
255 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0063 |
0.6% |
61% |
False |
False |
207 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0056 |
0.6% |
61% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0198 |
|
1.618 |
1.0041 |
|
1.000 |
0.9944 |
|
0.618 |
0.9884 |
|
HIGH |
0.9787 |
|
0.618 |
0.9727 |
|
0.500 |
0.9709 |
|
0.382 |
0.9690 |
|
LOW |
0.9630 |
|
0.618 |
0.9533 |
|
1.000 |
0.9473 |
|
1.618 |
0.9376 |
|
2.618 |
0.9219 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9683 |
| PP |
0.9724 |
0.9611 |
| S1 |
0.9709 |
0.9539 |
|