CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9655 |
-0.0005 |
-0.1% |
0.9657 |
| High |
0.9686 |
0.9754 |
0.0068 |
0.7% |
0.9880 |
| Low |
0.9583 |
0.9605 |
0.0022 |
0.2% |
0.9630 |
| Close |
0.9657 |
0.9608 |
-0.0049 |
-0.5% |
0.9687 |
| Range |
0.0103 |
0.0149 |
0.0046 |
44.7% |
0.0250 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
1.0% |
0.0000 |
| Volume |
988 |
1,207 |
219 |
22.2% |
6,696 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0103 |
1.0004 |
0.9690 |
|
| R3 |
0.9954 |
0.9855 |
0.9649 |
|
| R2 |
0.9805 |
0.9805 |
0.9635 |
|
| R1 |
0.9706 |
0.9706 |
0.9622 |
0.9681 |
| PP |
0.9656 |
0.9656 |
0.9656 |
0.9643 |
| S1 |
0.9557 |
0.9557 |
0.9594 |
0.9532 |
| S2 |
0.9507 |
0.9507 |
0.9581 |
|
| S3 |
0.9358 |
0.9408 |
0.9567 |
|
| S4 |
0.9209 |
0.9259 |
0.9526 |
|
|
| 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% |
0.0115 |
1.2% |
8% |
False |
False |
1,333 |
| 10 |
0.9880 |
0.9291 |
0.0589 |
6.1% |
0.0159 |
1.6% |
54% |
False |
False |
1,184 |
| 20 |
1.0054 |
0.9291 |
0.0763 |
7.9% |
0.0132 |
1.4% |
42% |
False |
False |
965 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
7.9% |
0.0104 |
1.1% |
42% |
False |
False |
622 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
7.9% |
0.0091 |
0.9% |
42% |
False |
False |
463 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0079 |
0.8% |
42% |
False |
False |
352 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0069 |
0.7% |
42% |
False |
False |
285 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0061 |
0.6% |
42% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0144 |
|
1.618 |
0.9995 |
|
1.000 |
0.9903 |
|
0.618 |
0.9846 |
|
HIGH |
0.9754 |
|
0.618 |
0.9697 |
|
0.500 |
0.9680 |
|
0.382 |
0.9662 |
|
LOW |
0.9605 |
|
0.618 |
0.9513 |
|
1.000 |
0.9456 |
|
1.618 |
0.9364 |
|
2.618 |
0.9215 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9680 |
0.9684 |
| PP |
0.9656 |
0.9658 |
| S1 |
0.9632 |
0.9633 |
|