CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.9322 |
0.9449 |
0.0127 |
1.4% |
0.9590 |
High |
0.9455 |
0.9449 |
-0.0006 |
-0.1% |
0.9727 |
Low |
0.9300 |
0.9449 |
0.0149 |
1.6% |
0.9300 |
Close |
0.9404 |
0.9449 |
0.0045 |
0.5% |
0.9404 |
Range |
0.0155 |
0.0000 |
-0.0155 |
-100.0% |
0.0427 |
ATR |
0.0119 |
0.0114 |
-0.0005 |
-4.4% |
0.0000 |
Volume |
551 |
476 |
-75 |
-13.6% |
801 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9449 |
0.9449 |
0.9449 |
|
R3 |
0.9449 |
0.9449 |
0.9449 |
|
R2 |
0.9449 |
0.9449 |
0.9449 |
|
R1 |
0.9449 |
0.9449 |
0.9449 |
0.9449 |
PP |
0.9449 |
0.9449 |
0.9449 |
0.9449 |
S1 |
0.9449 |
0.9449 |
0.9449 |
0.9449 |
S2 |
0.9449 |
0.9449 |
0.9449 |
|
S3 |
0.9449 |
0.9449 |
0.9449 |
|
S4 |
0.9449 |
0.9449 |
0.9449 |
|
|
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% |
0.0104 |
1.1% |
35% |
False |
False |
247 |
10 |
0.9847 |
0.9300 |
0.0547 |
5.8% |
0.0082 |
0.9% |
27% |
False |
False |
162 |
20 |
0.9955 |
0.9300 |
0.0655 |
6.9% |
0.0102 |
1.1% |
23% |
False |
False |
113 |
40 |
1.0012 |
0.9300 |
0.0712 |
7.5% |
0.0075 |
0.8% |
21% |
False |
False |
97 |
60 |
1.0012 |
0.9300 |
0.0712 |
7.5% |
0.0060 |
0.6% |
21% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9449 |
2.618 |
0.9449 |
1.618 |
0.9449 |
1.000 |
0.9449 |
0.618 |
0.9449 |
HIGH |
0.9449 |
0.618 |
0.9449 |
0.500 |
0.9449 |
0.382 |
0.9449 |
LOW |
0.9449 |
0.618 |
0.9449 |
1.000 |
0.9449 |
1.618 |
0.9449 |
2.618 |
0.9449 |
4.250 |
0.9449 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9449 |
0.9425 |
PP |
0.9449 |
0.9401 |
S1 |
0.9449 |
0.9378 |
|