CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9919 |
0.0073 |
0.7% |
0.9749 |
| High |
0.9933 |
0.9988 |
0.0055 |
0.6% |
0.9933 |
| Low |
0.9838 |
0.9896 |
0.0058 |
0.6% |
0.9722 |
| Close |
0.9912 |
0.9967 |
0.0055 |
0.6% |
0.9912 |
| Range |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0211 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
82,354 |
7,143 |
-75,211 |
-91.3% |
288,683 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0189 |
1.0018 |
|
| R3 |
1.0134 |
1.0097 |
0.9992 |
|
| R2 |
1.0042 |
1.0042 |
0.9984 |
|
| R1 |
1.0005 |
1.0005 |
0.9975 |
1.0024 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9960 |
| S1 |
0.9913 |
0.9913 |
0.9959 |
0.9932 |
| S2 |
0.9858 |
0.9858 |
0.9950 |
|
| S3 |
0.9766 |
0.9821 |
0.9942 |
|
| S4 |
0.9674 |
0.9729 |
0.9916 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0411 |
1.0028 |
|
| R3 |
1.0278 |
1.0200 |
0.9970 |
|
| R2 |
1.0067 |
1.0067 |
0.9951 |
|
| R1 |
0.9989 |
0.9989 |
0.9931 |
1.0028 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9875 |
| S1 |
0.9778 |
0.9778 |
0.9893 |
0.9817 |
| S2 |
0.9645 |
0.9645 |
0.9873 |
|
| S3 |
0.9434 |
0.9567 |
0.9854 |
|
| S4 |
0.9223 |
0.9356 |
0.9796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9988 |
0.9722 |
0.0266 |
2.7% |
0.0085 |
0.9% |
92% |
True |
False |
59,165 |
| 10 |
0.9988 |
0.9705 |
0.0283 |
2.8% |
0.0089 |
0.9% |
93% |
True |
False |
67,864 |
| 20 |
0.9988 |
0.9677 |
0.0311 |
3.1% |
0.0083 |
0.8% |
93% |
True |
False |
59,706 |
| 40 |
0.9988 |
0.9300 |
0.0688 |
6.9% |
0.0089 |
0.9% |
97% |
True |
False |
30,852 |
| 60 |
0.9988 |
0.9276 |
0.0712 |
7.1% |
0.0089 |
0.9% |
97% |
True |
False |
20,676 |
| 80 |
0.9988 |
0.9276 |
0.0712 |
7.1% |
0.0083 |
0.8% |
97% |
True |
False |
15,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0229 |
|
1.618 |
1.0137 |
|
1.000 |
1.0080 |
|
0.618 |
1.0045 |
|
HIGH |
0.9988 |
|
0.618 |
0.9953 |
|
0.500 |
0.9942 |
|
0.382 |
0.9931 |
|
LOW |
0.9896 |
|
0.618 |
0.9839 |
|
1.000 |
0.9804 |
|
1.618 |
0.9747 |
|
2.618 |
0.9655 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
0.9943 |
| PP |
0.9950 |
0.9919 |
| S1 |
0.9942 |
0.9896 |
|