CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9597 |
-0.0130 |
-1.3% |
0.9696 |
| High |
0.9727 |
0.9597 |
-0.0130 |
-1.3% |
0.9847 |
| Low |
0.9600 |
0.9475 |
-0.0125 |
-1.3% |
0.9636 |
| Close |
0.9597 |
0.9531 |
-0.0066 |
-0.7% |
0.9675 |
| Range |
0.0127 |
0.0122 |
-0.0005 |
-3.9% |
0.0211 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.9% |
0.0000 |
| Volume |
61 |
29 |
-32 |
-52.5% |
442 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9900 |
0.9838 |
0.9598 |
|
| R3 |
0.9778 |
0.9716 |
0.9565 |
|
| R2 |
0.9656 |
0.9656 |
0.9553 |
|
| R1 |
0.9594 |
0.9594 |
0.9542 |
0.9564 |
| PP |
0.9534 |
0.9534 |
0.9534 |
0.9520 |
| S1 |
0.9472 |
0.9472 |
0.9520 |
0.9442 |
| S2 |
0.9412 |
0.9412 |
0.9509 |
|
| S3 |
0.9290 |
0.9350 |
0.9497 |
|
| S4 |
0.9168 |
0.9228 |
0.9464 |
|
|
| 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 |
0.9475 |
0.0372 |
3.9% |
0.0088 |
0.9% |
15% |
False |
True |
48 |
| 10 |
0.9847 |
0.9302 |
0.0545 |
5.7% |
0.0116 |
1.2% |
42% |
False |
False |
77 |
| 20 |
0.9977 |
0.9302 |
0.0675 |
7.1% |
0.0092 |
1.0% |
34% |
False |
False |
62 |
| 40 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0070 |
0.7% |
32% |
False |
False |
69 |
| 60 |
1.0012 |
0.9302 |
0.0710 |
7.4% |
0.0056 |
0.6% |
32% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0116 |
|
2.618 |
0.9916 |
|
1.618 |
0.9794 |
|
1.000 |
0.9719 |
|
0.618 |
0.9672 |
|
HIGH |
0.9597 |
|
0.618 |
0.9550 |
|
0.500 |
0.9536 |
|
0.382 |
0.9522 |
|
LOW |
0.9475 |
|
0.618 |
0.9400 |
|
1.000 |
0.9353 |
|
1.618 |
0.9278 |
|
2.618 |
0.9156 |
|
4.250 |
0.8957 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9536 |
0.9601 |
| PP |
0.9534 |
0.9578 |
| S1 |
0.9533 |
0.9554 |
|