CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.9440 |
0.9322 |
-0.0118 |
-1.3% |
0.9590 |
High |
0.9440 |
0.9455 |
0.0015 |
0.2% |
0.9727 |
Low |
0.9323 |
0.9300 |
-0.0023 |
-0.2% |
0.9300 |
Close |
0.9382 |
0.9404 |
0.0022 |
0.2% |
0.9404 |
Range |
0.0117 |
0.0155 |
0.0038 |
32.5% |
0.0427 |
ATR |
0.0116 |
0.0119 |
0.0003 |
2.4% |
0.0000 |
Volume |
122 |
551 |
429 |
351.6% |
801 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9851 |
0.9783 |
0.9489 |
|
R3 |
0.9696 |
0.9628 |
0.9447 |
|
R2 |
0.9541 |
0.9541 |
0.9432 |
|
R1 |
0.9473 |
0.9473 |
0.9418 |
0.9507 |
PP |
0.9386 |
0.9386 |
0.9386 |
0.9404 |
S1 |
0.9318 |
0.9318 |
0.9390 |
0.9352 |
S2 |
0.9231 |
0.9231 |
0.9376 |
|
S3 |
0.9076 |
0.9163 |
0.9361 |
|
S4 |
0.8921 |
0.9008 |
0.9319 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0758 |
1.0508 |
0.9639 |
|
R3 |
1.0331 |
1.0081 |
0.9521 |
|
R2 |
0.9904 |
0.9904 |
0.9482 |
|
R1 |
0.9654 |
0.9654 |
0.9443 |
0.9566 |
PP |
0.9477 |
0.9477 |
0.9477 |
0.9433 |
S1 |
0.9227 |
0.9227 |
0.9365 |
0.9139 |
S2 |
0.9050 |
0.9050 |
0.9326 |
|
S3 |
0.8623 |
0.8800 |
0.9287 |
|
S4 |
0.8196 |
0.8373 |
0.9169 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9727 |
0.9300 |
0.0427 |
4.5% |
0.0120 |
1.3% |
24% |
False |
True |
160 |
10 |
0.9847 |
0.9300 |
0.0547 |
5.8% |
0.0090 |
1.0% |
19% |
False |
True |
124 |
20 |
0.9957 |
0.9300 |
0.0657 |
7.0% |
0.0102 |
1.1% |
16% |
False |
True |
91 |
40 |
1.0012 |
0.9300 |
0.0712 |
7.6% |
0.0075 |
0.8% |
15% |
False |
True |
86 |
60 |
1.0012 |
0.9300 |
0.0712 |
7.6% |
0.0060 |
0.6% |
15% |
False |
True |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0114 |
2.618 |
0.9861 |
1.618 |
0.9706 |
1.000 |
0.9610 |
0.618 |
0.9551 |
HIGH |
0.9455 |
0.618 |
0.9396 |
0.500 |
0.9378 |
0.382 |
0.9359 |
LOW |
0.9300 |
0.618 |
0.9204 |
1.000 |
0.9145 |
1.618 |
0.9049 |
2.618 |
0.8894 |
4.250 |
0.8641 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9395 |
0.9449 |
PP |
0.9386 |
0.9434 |
S1 |
0.9378 |
0.9419 |
|