CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9325 |
-0.0025 |
-0.3% |
0.9590 |
| High |
0.9350 |
0.9440 |
0.0090 |
1.0% |
0.9727 |
| Low |
0.9230 |
0.9325 |
0.0095 |
1.0% |
0.9300 |
| Close |
0.9299 |
0.9390 |
0.0091 |
1.0% |
0.9404 |
| Range |
0.0120 |
0.0115 |
-0.0005 |
-4.2% |
0.0427 |
| ATR |
0.0121 |
0.0123 |
0.0001 |
1.2% |
0.0000 |
| Volume |
476 |
163 |
-313 |
-65.8% |
801 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9730 |
0.9675 |
0.9453 |
|
| R3 |
0.9615 |
0.9560 |
0.9422 |
|
| R2 |
0.9500 |
0.9500 |
0.9411 |
|
| R1 |
0.9445 |
0.9445 |
0.9401 |
0.9473 |
| PP |
0.9385 |
0.9385 |
0.9385 |
0.9399 |
| S1 |
0.9330 |
0.9330 |
0.9379 |
0.9358 |
| S2 |
0.9270 |
0.9270 |
0.9369 |
|
| S3 |
0.9155 |
0.9215 |
0.9358 |
|
| S4 |
0.9040 |
0.9100 |
0.9327 |
|
|
| 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 |
0.9455 |
0.9230 |
0.0225 |
2.4% |
0.0101 |
1.1% |
71% |
False |
False |
357 |
| 10 |
0.9847 |
0.9230 |
0.0617 |
6.6% |
0.0095 |
1.0% |
26% |
False |
False |
203 |
| 20 |
0.9955 |
0.9230 |
0.0725 |
7.7% |
0.0104 |
1.1% |
22% |
False |
False |
139 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0079 |
0.8% |
20% |
False |
False |
113 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0063 |
0.7% |
20% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9741 |
|
1.618 |
0.9626 |
|
1.000 |
0.9555 |
|
0.618 |
0.9511 |
|
HIGH |
0.9440 |
|
0.618 |
0.9396 |
|
0.500 |
0.9383 |
|
0.382 |
0.9369 |
|
LOW |
0.9325 |
|
0.618 |
0.9254 |
|
1.000 |
0.9210 |
|
1.618 |
0.9139 |
|
2.618 |
0.9024 |
|
4.250 |
0.8836 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9388 |
0.9373 |
| PP |
0.9385 |
0.9356 |
| S1 |
0.9383 |
0.9340 |
|