CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9919 |
0.9978 |
0.0059 |
0.6% |
0.9749 |
| High |
0.9988 |
1.0012 |
0.0024 |
0.2% |
0.9933 |
| Low |
0.9896 |
0.9952 |
0.0056 |
0.6% |
0.9722 |
| Close |
0.9967 |
1.0000 |
0.0033 |
0.3% |
0.9912 |
| Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0211 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
7,143 |
39,016 |
31,873 |
446.2% |
288,683 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0168 |
1.0144 |
1.0033 |
|
| R3 |
1.0108 |
1.0084 |
1.0017 |
|
| R2 |
1.0048 |
1.0048 |
1.0011 |
|
| R1 |
1.0024 |
1.0024 |
1.0006 |
1.0036 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9994 |
| S1 |
0.9964 |
0.9964 |
0.9995 |
0.9976 |
| S2 |
0.9928 |
0.9928 |
0.9989 |
|
| S3 |
0.9868 |
0.9904 |
0.9984 |
|
| S4 |
0.9808 |
0.9844 |
0.9967 |
|
|
| 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 |
1.0012 |
0.9779 |
0.0233 |
2.3% |
0.0076 |
0.8% |
95% |
True |
False |
49,767 |
| 10 |
1.0012 |
0.9705 |
0.0307 |
3.1% |
0.0085 |
0.9% |
96% |
True |
False |
63,229 |
| 20 |
1.0012 |
0.9677 |
0.0335 |
3.4% |
0.0084 |
0.8% |
96% |
True |
False |
60,695 |
| 40 |
1.0012 |
0.9300 |
0.0712 |
7.1% |
0.0088 |
0.9% |
98% |
True |
False |
31,815 |
| 60 |
1.0012 |
0.9276 |
0.0736 |
7.4% |
0.0089 |
0.9% |
98% |
True |
False |
21,319 |
| 80 |
1.0012 |
0.9276 |
0.0736 |
7.4% |
0.0083 |
0.8% |
98% |
True |
False |
16,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0169 |
|
1.618 |
1.0109 |
|
1.000 |
1.0072 |
|
0.618 |
1.0049 |
|
HIGH |
1.0012 |
|
0.618 |
0.9989 |
|
0.500 |
0.9982 |
|
0.382 |
0.9975 |
|
LOW |
0.9952 |
|
0.618 |
0.9915 |
|
1.000 |
0.9892 |
|
1.618 |
0.9855 |
|
2.618 |
0.9795 |
|
4.250 |
0.9697 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
0.9975 |
| PP |
0.9988 |
0.9950 |
| S1 |
0.9982 |
0.9925 |
|