CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9660 |
-0.0124 |
-1.3% |
0.9657 |
| High |
0.9784 |
0.9686 |
-0.0098 |
-1.0% |
0.9880 |
| Low |
0.9632 |
0.9583 |
-0.0049 |
-0.5% |
0.9630 |
| Close |
0.9687 |
0.9657 |
-0.0030 |
-0.3% |
0.9687 |
| Range |
0.0152 |
0.0103 |
-0.0049 |
-32.2% |
0.0250 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
3,044 |
988 |
-2,056 |
-67.5% |
6,696 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9907 |
0.9714 |
|
| R3 |
0.9848 |
0.9804 |
0.9685 |
|
| R2 |
0.9745 |
0.9745 |
0.9676 |
|
| R1 |
0.9701 |
0.9701 |
0.9666 |
0.9672 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9627 |
| S1 |
0.9598 |
0.9598 |
0.9648 |
0.9569 |
| S2 |
0.9539 |
0.9539 |
0.9638 |
|
| S3 |
0.9436 |
0.9495 |
0.9629 |
|
| S4 |
0.9333 |
0.9392 |
0.9600 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0335 |
0.9825 |
|
| R3 |
1.0232 |
1.0085 |
0.9756 |
|
| R2 |
0.9982 |
0.9982 |
0.9733 |
|
| R1 |
0.9835 |
0.9835 |
0.9710 |
0.9909 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9769 |
| S1 |
0.9585 |
0.9585 |
0.9664 |
0.9659 |
| S2 |
0.9482 |
0.9482 |
0.9641 |
|
| S3 |
0.9232 |
0.9335 |
0.9618 |
|
| S4 |
0.8982 |
0.9085 |
0.9550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9880 |
0.9583 |
0.0297 |
3.1% |
0.0110 |
1.1% |
25% |
False |
True |
1,333 |
| 10 |
0.9885 |
0.9291 |
0.0594 |
6.2% |
0.0157 |
1.6% |
62% |
False |
False |
1,085 |
| 20 |
1.0054 |
0.9291 |
0.0763 |
7.9% |
0.0133 |
1.4% |
48% |
False |
False |
922 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
7.9% |
0.0102 |
1.1% |
48% |
False |
False |
596 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
7.9% |
0.0090 |
0.9% |
48% |
False |
False |
443 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0078 |
0.8% |
48% |
False |
False |
338 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0068 |
0.7% |
48% |
False |
False |
274 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0060 |
0.6% |
48% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
0.9956 |
|
1.618 |
0.9853 |
|
1.000 |
0.9789 |
|
0.618 |
0.9750 |
|
HIGH |
0.9686 |
|
0.618 |
0.9647 |
|
0.500 |
0.9635 |
|
0.382 |
0.9622 |
|
LOW |
0.9583 |
|
0.618 |
0.9519 |
|
1.000 |
0.9480 |
|
1.618 |
0.9416 |
|
2.618 |
0.9313 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9650 |
0.9732 |
| PP |
0.9642 |
0.9707 |
| S1 |
0.9635 |
0.9682 |
|