CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.9685 |
0.9490 |
-0.0195 |
-2.0% |
0.9800 |
High |
0.9687 |
0.9627 |
-0.0060 |
-0.6% |
0.9858 |
Low |
0.9302 |
0.9485 |
0.0183 |
2.0% |
0.9302 |
Close |
0.9394 |
0.9585 |
0.0191 |
2.0% |
0.9585 |
Range |
0.0385 |
0.0142 |
-0.0243 |
-63.1% |
0.0556 |
ATR |
0.0096 |
0.0106 |
0.0010 |
10.1% |
0.0000 |
Volume |
67 |
137 |
70 |
104.5% |
351 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9992 |
0.9930 |
0.9663 |
|
R3 |
0.9850 |
0.9788 |
0.9624 |
|
R2 |
0.9708 |
0.9708 |
0.9611 |
|
R1 |
0.9646 |
0.9646 |
0.9598 |
0.9677 |
PP |
0.9566 |
0.9566 |
0.9566 |
0.9581 |
S1 |
0.9504 |
0.9504 |
0.9572 |
0.9535 |
S2 |
0.9424 |
0.9424 |
0.9559 |
|
S3 |
0.9282 |
0.9362 |
0.9546 |
|
S4 |
0.9140 |
0.9220 |
0.9507 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1250 |
1.0973 |
0.9891 |
|
R3 |
1.0694 |
1.0417 |
0.9738 |
|
R2 |
1.0138 |
1.0138 |
0.9687 |
|
R1 |
0.9861 |
0.9861 |
0.9636 |
0.9722 |
PP |
0.9582 |
0.9582 |
0.9582 |
0.9512 |
S1 |
0.9305 |
0.9305 |
0.9534 |
0.9166 |
S2 |
0.9026 |
0.9026 |
0.9483 |
|
S3 |
0.8470 |
0.8749 |
0.9432 |
|
S4 |
0.7914 |
0.8193 |
0.9279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9858 |
0.9302 |
0.0556 |
5.8% |
0.0150 |
1.6% |
51% |
False |
False |
70 |
10 |
0.9957 |
0.9302 |
0.0655 |
6.8% |
0.0113 |
1.2% |
43% |
False |
False |
58 |
20 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0085 |
0.9% |
40% |
False |
False |
59 |
40 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0062 |
0.6% |
40% |
False |
False |
64 |
60 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0047 |
0.5% |
40% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0231 |
2.618 |
0.9999 |
1.618 |
0.9857 |
1.000 |
0.9769 |
0.618 |
0.9715 |
HIGH |
0.9627 |
0.618 |
0.9573 |
0.500 |
0.9556 |
0.382 |
0.9539 |
LOW |
0.9485 |
0.618 |
0.9397 |
1.000 |
0.9343 |
1.618 |
0.9255 |
2.618 |
0.9113 |
4.250 |
0.8882 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9575 |
0.9563 |
PP |
0.9566 |
0.9541 |
S1 |
0.9556 |
0.9519 |
|