CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.9735 |
0.9685 |
-0.0050 |
-0.5% |
0.9957 |
High |
0.9736 |
0.9687 |
-0.0049 |
-0.5% |
0.9957 |
Low |
0.9660 |
0.9302 |
-0.0358 |
-3.7% |
0.9796 |
Close |
0.9676 |
0.9394 |
-0.0282 |
-2.9% |
0.9808 |
Range |
0.0076 |
0.0385 |
0.0309 |
406.6% |
0.0161 |
ATR |
0.0074 |
0.0096 |
0.0022 |
29.9% |
0.0000 |
Volume |
65 |
67 |
2 |
3.1% |
232 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0616 |
1.0390 |
0.9606 |
|
R3 |
1.0231 |
1.0005 |
0.9500 |
|
R2 |
0.9846 |
0.9846 |
0.9465 |
|
R1 |
0.9620 |
0.9620 |
0.9429 |
0.9541 |
PP |
0.9461 |
0.9461 |
0.9461 |
0.9421 |
S1 |
0.9235 |
0.9235 |
0.9359 |
0.9156 |
S2 |
0.9076 |
0.9076 |
0.9323 |
|
S3 |
0.8691 |
0.8850 |
0.9288 |
|
S4 |
0.8306 |
0.8465 |
0.9182 |
|
|
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 |
0.9949 |
0.9302 |
0.0647 |
6.9% |
0.0151 |
1.6% |
14% |
False |
True |
49 |
10 |
0.9968 |
0.9302 |
0.0666 |
7.1% |
0.0103 |
1.1% |
14% |
False |
True |
47 |
20 |
1.0012 |
0.9302 |
0.0710 |
7.6% |
0.0081 |
0.9% |
13% |
False |
True |
52 |
40 |
1.0012 |
0.9302 |
0.0710 |
7.6% |
0.0059 |
0.6% |
13% |
False |
True |
62 |
60 |
1.0012 |
0.9302 |
0.0710 |
7.6% |
0.0045 |
0.5% |
13% |
False |
True |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1323 |
2.618 |
1.0695 |
1.618 |
1.0310 |
1.000 |
1.0072 |
0.618 |
0.9925 |
HIGH |
0.9687 |
0.618 |
0.9540 |
0.500 |
0.9495 |
0.382 |
0.9449 |
LOW |
0.9302 |
0.618 |
0.9064 |
1.000 |
0.8917 |
1.618 |
0.8679 |
2.618 |
0.8294 |
4.250 |
0.7666 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9495 |
0.9562 |
PP |
0.9461 |
0.9506 |
S1 |
0.9428 |
0.9450 |
|