CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9723 |
0.9590 |
-0.0133 |
-1.4% |
0.9696 |
| High |
0.9730 |
0.9653 |
-0.0077 |
-0.8% |
0.9847 |
| Low |
0.9636 |
0.9575 |
-0.0061 |
-0.6% |
0.9636 |
| Close |
0.9675 |
0.9645 |
-0.0030 |
-0.3% |
0.9675 |
| Range |
0.0094 |
0.0078 |
-0.0016 |
-17.0% |
0.0211 |
| ATR |
0.0107 |
0.0107 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
84 |
38 |
-46 |
-54.8% |
442 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9858 |
0.9830 |
0.9688 |
|
| R3 |
0.9780 |
0.9752 |
0.9666 |
|
| R2 |
0.9702 |
0.9702 |
0.9659 |
|
| R1 |
0.9674 |
0.9674 |
0.9652 |
0.9688 |
| PP |
0.9624 |
0.9624 |
0.9624 |
0.9632 |
| S1 |
0.9596 |
0.9596 |
0.9638 |
0.9610 |
| S2 |
0.9546 |
0.9546 |
0.9631 |
|
| S3 |
0.9468 |
0.9518 |
0.9624 |
|
| S4 |
0.9390 |
0.9440 |
0.9602 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0225 |
0.9791 |
|
| R3 |
1.0141 |
1.0014 |
0.9733 |
|
| R2 |
0.9930 |
0.9930 |
0.9714 |
|
| R1 |
0.9803 |
0.9803 |
0.9694 |
0.9761 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9699 |
| S1 |
0.9592 |
0.9592 |
0.9656 |
0.9550 |
| S2 |
0.9508 |
0.9508 |
0.9636 |
|
| S3 |
0.9297 |
0.9381 |
0.9617 |
|
| S4 |
0.9086 |
0.9170 |
0.9559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9847 |
0.9575 |
0.0272 |
2.8% |
0.0059 |
0.6% |
26% |
False |
True |
77 |
| 10 |
0.9847 |
0.9302 |
0.0545 |
5.7% |
0.0107 |
1.1% |
63% |
False |
False |
76 |
| 20 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0090 |
0.9% |
48% |
False |
False |
64 |
| 40 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0065 |
0.7% |
48% |
False |
False |
71 |
| 60 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0053 |
0.5% |
48% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9985 |
|
2.618 |
0.9857 |
|
1.618 |
0.9779 |
|
1.000 |
0.9731 |
|
0.618 |
0.9701 |
|
HIGH |
0.9653 |
|
0.618 |
0.9623 |
|
0.500 |
0.9614 |
|
0.382 |
0.9605 |
|
LOW |
0.9575 |
|
0.618 |
0.9527 |
|
1.000 |
0.9497 |
|
1.618 |
0.9449 |
|
2.618 |
0.9371 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9635 |
0.9711 |
| PP |
0.9624 |
0.9689 |
| S1 |
0.9614 |
0.9667 |
|