CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9559 |
0.0069 |
0.7% |
0.9449 |
| High |
0.9525 |
0.9559 |
0.0034 |
0.4% |
0.9559 |
| Low |
0.9467 |
0.9477 |
0.0010 |
0.1% |
0.9230 |
| Close |
0.9514 |
0.9501 |
-0.0013 |
-0.1% |
0.9501 |
| Range |
0.0058 |
0.0082 |
0.0024 |
41.4% |
0.0329 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
165 |
74 |
-91 |
-55.2% |
1,354 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9758 |
0.9712 |
0.9546 |
|
| R3 |
0.9676 |
0.9630 |
0.9524 |
|
| R2 |
0.9594 |
0.9594 |
0.9516 |
|
| R1 |
0.9548 |
0.9548 |
0.9509 |
0.9530 |
| PP |
0.9512 |
0.9512 |
0.9512 |
0.9504 |
| S1 |
0.9466 |
0.9466 |
0.9493 |
0.9448 |
| S2 |
0.9430 |
0.9430 |
0.9486 |
|
| S3 |
0.9348 |
0.9384 |
0.9478 |
|
| S4 |
0.9266 |
0.9302 |
0.9456 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0288 |
0.9682 |
|
| R3 |
1.0088 |
0.9959 |
0.9591 |
|
| R2 |
0.9759 |
0.9759 |
0.9561 |
|
| R1 |
0.9630 |
0.9630 |
0.9531 |
0.9695 |
| PP |
0.9430 |
0.9430 |
0.9430 |
0.9462 |
| S1 |
0.9301 |
0.9301 |
0.9471 |
0.9366 |
| S2 |
0.9101 |
0.9101 |
0.9441 |
|
| S3 |
0.8772 |
0.8972 |
0.9411 |
|
| S4 |
0.8443 |
0.8643 |
0.9320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9559 |
0.9230 |
0.0329 |
3.5% |
0.0075 |
0.8% |
82% |
True |
False |
270 |
| 10 |
0.9727 |
0.9230 |
0.0497 |
5.2% |
0.0097 |
1.0% |
55% |
False |
False |
215 |
| 20 |
0.9858 |
0.9230 |
0.0628 |
6.6% |
0.0101 |
1.1% |
43% |
False |
False |
147 |
| 40 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0081 |
0.8% |
35% |
False |
False |
107 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0065 |
0.7% |
35% |
False |
False |
87 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0053 |
0.6% |
35% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9908 |
|
2.618 |
0.9774 |
|
1.618 |
0.9692 |
|
1.000 |
0.9641 |
|
0.618 |
0.9610 |
|
HIGH |
0.9559 |
|
0.618 |
0.9528 |
|
0.500 |
0.9518 |
|
0.382 |
0.9508 |
|
LOW |
0.9477 |
|
0.618 |
0.9426 |
|
1.000 |
0.9395 |
|
1.618 |
0.9344 |
|
2.618 |
0.9262 |
|
4.250 |
0.9129 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9518 |
0.9481 |
| PP |
0.9512 |
0.9462 |
| S1 |
0.9507 |
0.9442 |
|