CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9408 |
0.0074 |
0.8% |
0.9660 |
| High |
0.9474 |
0.9491 |
0.0017 |
0.2% |
0.9754 |
| Low |
0.9300 |
0.9380 |
0.0080 |
0.9% |
0.9300 |
| Close |
0.9407 |
0.9454 |
0.0047 |
0.5% |
0.9407 |
| Range |
0.0174 |
0.0111 |
-0.0063 |
-36.2% |
0.0454 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
3,847 |
1,766 |
-2,081 |
-54.1% |
9,024 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9775 |
0.9725 |
0.9515 |
|
| R3 |
0.9664 |
0.9614 |
0.9485 |
|
| R2 |
0.9553 |
0.9553 |
0.9474 |
|
| R1 |
0.9503 |
0.9503 |
0.9464 |
0.9528 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9454 |
| S1 |
0.9392 |
0.9392 |
0.9444 |
0.9417 |
| S2 |
0.9331 |
0.9331 |
0.9434 |
|
| S3 |
0.9220 |
0.9281 |
0.9423 |
|
| S4 |
0.9109 |
0.9170 |
0.9393 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0582 |
0.9657 |
|
| R3 |
1.0395 |
1.0128 |
0.9532 |
|
| R2 |
0.9941 |
0.9941 |
0.9490 |
|
| R1 |
0.9674 |
0.9674 |
0.9449 |
0.9581 |
| PP |
0.9487 |
0.9487 |
0.9487 |
0.9440 |
| S1 |
0.9220 |
0.9220 |
0.9365 |
0.9127 |
| S2 |
0.9033 |
0.9033 |
0.9324 |
|
| S3 |
0.8579 |
0.8766 |
0.9282 |
|
| S4 |
0.8125 |
0.8312 |
0.9157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9300 |
0.0454 |
4.8% |
0.0163 |
1.7% |
34% |
False |
False |
1,960 |
| 10 |
0.9880 |
0.9300 |
0.0580 |
6.1% |
0.0136 |
1.4% |
27% |
False |
False |
1,646 |
| 20 |
0.9990 |
0.9291 |
0.0699 |
7.4% |
0.0151 |
1.6% |
23% |
False |
False |
1,147 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0113 |
1.2% |
21% |
False |
False |
814 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0097 |
1.0% |
21% |
False |
False |
602 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0085 |
0.9% |
22% |
False |
False |
458 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0074 |
0.8% |
22% |
False |
False |
370 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0065 |
0.7% |
22% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9963 |
|
2.618 |
0.9782 |
|
1.618 |
0.9671 |
|
1.000 |
0.9602 |
|
0.618 |
0.9560 |
|
HIGH |
0.9491 |
|
0.618 |
0.9449 |
|
0.500 |
0.9436 |
|
0.382 |
0.9422 |
|
LOW |
0.9380 |
|
0.618 |
0.9311 |
|
1.000 |
0.9269 |
|
1.618 |
0.9200 |
|
2.618 |
0.9089 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9448 |
0.9448 |
| PP |
0.9442 |
0.9441 |
| S1 |
0.9436 |
0.9435 |
|