CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9968 |
0.9983 |
0.0015 |
0.2% |
0.9919 |
| High |
0.9995 |
1.0047 |
0.0052 |
0.5% |
1.0022 |
| Low |
0.9935 |
0.9975 |
0.0040 |
0.4% |
0.9895 |
| Close |
0.9975 |
1.0005 |
0.0030 |
0.3% |
0.9949 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.0% |
0.0127 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
58,803 |
52,877 |
-5,926 |
-10.1% |
246,632 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0187 |
1.0045 |
|
| R3 |
1.0153 |
1.0115 |
1.0025 |
|
| R2 |
1.0081 |
1.0081 |
1.0018 |
|
| R1 |
1.0043 |
1.0043 |
1.0012 |
1.0062 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0019 |
| S1 |
0.9971 |
0.9971 |
0.9998 |
0.9990 |
| S2 |
0.9937 |
0.9937 |
0.9992 |
|
| S3 |
0.9865 |
0.9899 |
0.9985 |
|
| S4 |
0.9793 |
0.9827 |
0.9965 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0270 |
1.0019 |
|
| R3 |
1.0209 |
1.0143 |
0.9984 |
|
| R2 |
1.0082 |
1.0082 |
0.9972 |
|
| R1 |
1.0016 |
1.0016 |
0.9961 |
1.0049 |
| PP |
0.9955 |
0.9955 |
0.9955 |
0.9972 |
| S1 |
0.9889 |
0.9889 |
0.9937 |
0.9922 |
| S2 |
0.9828 |
0.9828 |
0.9926 |
|
| S3 |
0.9701 |
0.9762 |
0.9914 |
|
| S4 |
0.9574 |
0.9635 |
0.9879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0047 |
0.9895 |
0.0152 |
1.5% |
0.0077 |
0.8% |
72% |
True |
False |
65,275 |
| 10 |
1.0047 |
0.9803 |
0.0244 |
2.4% |
0.0079 |
0.8% |
83% |
True |
False |
57,346 |
| 20 |
1.0047 |
0.9705 |
0.0342 |
3.4% |
0.0083 |
0.8% |
88% |
True |
False |
63,687 |
| 40 |
1.0047 |
0.9364 |
0.0683 |
6.8% |
0.0087 |
0.9% |
94% |
True |
False |
41,349 |
| 60 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0088 |
0.9% |
95% |
True |
False |
27,700 |
| 80 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0085 |
0.9% |
95% |
True |
False |
20,819 |
| 100 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0078 |
0.8% |
95% |
True |
False |
16,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0235 |
|
1.618 |
1.0163 |
|
1.000 |
1.0119 |
|
0.618 |
1.0091 |
|
HIGH |
1.0047 |
|
0.618 |
1.0019 |
|
0.500 |
1.0011 |
|
0.382 |
1.0003 |
|
LOW |
0.9975 |
|
0.618 |
0.9931 |
|
1.000 |
0.9903 |
|
1.618 |
0.9859 |
|
2.618 |
0.9787 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
0.9996 |
| PP |
1.0009 |
0.9988 |
| S1 |
1.0007 |
0.9979 |
|