CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9800 |
0.9813 |
0.0013 |
0.1% |
0.9957 |
| High |
0.9858 |
0.9821 |
-0.0037 |
-0.4% |
0.9957 |
| Low |
0.9800 |
0.9733 |
-0.0067 |
-0.7% |
0.9796 |
| Close |
0.9871 |
0.9733 |
-0.0138 |
-1.4% |
0.9808 |
| Range |
0.0058 |
0.0088 |
0.0030 |
51.7% |
0.0161 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.1% |
0.0000 |
| Volume |
66 |
16 |
-50 |
-75.8% |
232 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9968 |
0.9781 |
|
| R3 |
0.9938 |
0.9880 |
0.9757 |
|
| R2 |
0.9850 |
0.9850 |
0.9749 |
|
| R1 |
0.9792 |
0.9792 |
0.9741 |
0.9777 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9755 |
| S1 |
0.9704 |
0.9704 |
0.9725 |
0.9689 |
| S2 |
0.9674 |
0.9674 |
0.9717 |
|
| S3 |
0.9586 |
0.9616 |
0.9709 |
|
| S4 |
0.9498 |
0.9528 |
0.9685 |
|
|
| 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 |
0.9733 |
0.0222 |
2.3% |
0.0085 |
0.9% |
0% |
False |
True |
57 |
| 10 |
1.0012 |
0.9733 |
0.0279 |
2.9% |
0.0065 |
0.7% |
0% |
False |
True |
46 |
| 20 |
1.0012 |
0.9733 |
0.0279 |
2.9% |
0.0062 |
0.6% |
0% |
False |
True |
50 |
| 40 |
1.0012 |
0.9679 |
0.0333 |
3.4% |
0.0049 |
0.5% |
16% |
False |
False |
59 |
| 60 |
1.0012 |
0.9354 |
0.0658 |
6.8% |
0.0037 |
0.4% |
58% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0051 |
|
1.618 |
0.9963 |
|
1.000 |
0.9909 |
|
0.618 |
0.9875 |
|
HIGH |
0.9821 |
|
0.618 |
0.9787 |
|
0.500 |
0.9777 |
|
0.382 |
0.9767 |
|
LOW |
0.9733 |
|
0.618 |
0.9679 |
|
1.000 |
0.9645 |
|
1.618 |
0.9591 |
|
2.618 |
0.9503 |
|
4.250 |
0.9359 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9777 |
0.9841 |
| PP |
0.9762 |
0.9805 |
| S1 |
0.9748 |
0.9769 |
|