CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9800 |
-0.0130 |
-1.3% |
0.9957 |
| High |
0.9949 |
0.9858 |
-0.0091 |
-0.9% |
0.9957 |
| Low |
0.9800 |
0.9800 |
0.0000 |
0.0% |
0.9796 |
| Close |
0.9808 |
0.9871 |
0.0063 |
0.6% |
0.9808 |
| Range |
0.0149 |
0.0058 |
-0.0091 |
-61.1% |
0.0161 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
32 |
66 |
34 |
106.3% |
232 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
1.0002 |
0.9903 |
|
| R3 |
0.9959 |
0.9944 |
0.9887 |
|
| R2 |
0.9901 |
0.9901 |
0.9882 |
|
| R1 |
0.9886 |
0.9886 |
0.9876 |
0.9894 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9847 |
| S1 |
0.9828 |
0.9828 |
0.9866 |
0.9836 |
| S2 |
0.9785 |
0.9785 |
0.9860 |
|
| S3 |
0.9727 |
0.9770 |
0.9855 |
|
| S4 |
0.9669 |
0.9712 |
0.9839 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0233 |
0.9897 |
|
| R3 |
1.0176 |
1.0072 |
0.9852 |
|
| R2 |
1.0015 |
1.0015 |
0.9838 |
|
| R1 |
0.9911 |
0.9911 |
0.9823 |
0.9883 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9839 |
| S1 |
0.9750 |
0.9750 |
0.9793 |
0.9722 |
| S2 |
0.9693 |
0.9693 |
0.9778 |
|
| S3 |
0.9532 |
0.9589 |
0.9764 |
|
| S4 |
0.9371 |
0.9428 |
0.9719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9955 |
0.9796 |
0.0159 |
1.6% |
0.0088 |
0.9% |
47% |
False |
False |
54 |
| 10 |
1.0012 |
0.9796 |
0.0216 |
2.2% |
0.0073 |
0.7% |
35% |
False |
False |
53 |
| 20 |
1.0012 |
0.9775 |
0.0237 |
2.4% |
0.0060 |
0.6% |
41% |
False |
False |
50 |
| 40 |
1.0012 |
0.9679 |
0.0333 |
3.4% |
0.0048 |
0.5% |
58% |
False |
False |
59 |
| 60 |
1.0012 |
0.9301 |
0.0711 |
7.2% |
0.0037 |
0.4% |
80% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
1.0010 |
|
1.618 |
0.9952 |
|
1.000 |
0.9916 |
|
0.618 |
0.9894 |
|
HIGH |
0.9858 |
|
0.618 |
0.9836 |
|
0.500 |
0.9829 |
|
0.382 |
0.9822 |
|
LOW |
0.9800 |
|
0.618 |
0.9764 |
|
1.000 |
0.9742 |
|
1.618 |
0.9706 |
|
2.618 |
0.9648 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9878 |
| PP |
0.9843 |
0.9875 |
| S1 |
0.9829 |
0.9873 |
|