CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9490 |
0.0165 |
1.8% |
0.9590 |
| High |
0.9440 |
0.9525 |
0.0085 |
0.9% |
0.9727 |
| Low |
0.9325 |
0.9467 |
0.0142 |
1.5% |
0.9300 |
| Close |
0.9390 |
0.9514 |
0.0124 |
1.3% |
0.9404 |
| Range |
0.0115 |
0.0058 |
-0.0057 |
-49.6% |
0.0427 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.7% |
0.0000 |
| Volume |
163 |
165 |
2 |
1.2% |
801 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9653 |
0.9546 |
|
| R3 |
0.9618 |
0.9595 |
0.9530 |
|
| R2 |
0.9560 |
0.9560 |
0.9525 |
|
| R1 |
0.9537 |
0.9537 |
0.9519 |
0.9549 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9508 |
| S1 |
0.9479 |
0.9479 |
0.9509 |
0.9491 |
| S2 |
0.9444 |
0.9444 |
0.9503 |
|
| S3 |
0.9386 |
0.9421 |
0.9498 |
|
| S4 |
0.9328 |
0.9363 |
0.9482 |
|
|
| 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 |
0.9525 |
0.9230 |
0.0295 |
3.1% |
0.0090 |
0.9% |
96% |
True |
False |
366 |
| 10 |
0.9730 |
0.9230 |
0.0500 |
5.3% |
0.0099 |
1.0% |
57% |
False |
False |
216 |
| 20 |
0.9949 |
0.9230 |
0.0719 |
7.6% |
0.0105 |
1.1% |
39% |
False |
False |
145 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0079 |
0.8% |
36% |
False |
False |
115 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0064 |
0.7% |
36% |
False |
False |
86 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0052 |
0.5% |
36% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9677 |
|
1.618 |
0.9619 |
|
1.000 |
0.9583 |
|
0.618 |
0.9561 |
|
HIGH |
0.9525 |
|
0.618 |
0.9503 |
|
0.500 |
0.9496 |
|
0.382 |
0.9489 |
|
LOW |
0.9467 |
|
0.618 |
0.9431 |
|
1.000 |
0.9409 |
|
1.618 |
0.9373 |
|
2.618 |
0.9315 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9508 |
0.9469 |
| PP |
0.9502 |
0.9423 |
| S1 |
0.9496 |
0.9378 |
|