CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
1.0010 |
0.0027 |
0.3% |
0.9919 |
| High |
1.0047 |
1.0036 |
-0.0011 |
-0.1% |
1.0022 |
| Low |
0.9975 |
0.9963 |
-0.0012 |
-0.1% |
0.9895 |
| Close |
1.0005 |
0.9977 |
-0.0028 |
-0.3% |
0.9949 |
| Range |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0127 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
52,877 |
61,615 |
8,738 |
16.5% |
246,632 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0167 |
1.0017 |
|
| R3 |
1.0138 |
1.0094 |
0.9997 |
|
| R2 |
1.0065 |
1.0065 |
0.9990 |
|
| R1 |
1.0021 |
1.0021 |
0.9984 |
1.0007 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9985 |
| S1 |
0.9948 |
0.9948 |
0.9970 |
0.9934 |
| S2 |
0.9919 |
0.9919 |
0.9964 |
|
| S3 |
0.9846 |
0.9875 |
0.9957 |
|
| S4 |
0.9773 |
0.9802 |
0.9937 |
|
|
| 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 |
0.9911 |
0.0136 |
1.4% |
0.0075 |
0.7% |
49% |
False |
False |
62,726 |
| 10 |
1.0047 |
0.9838 |
0.0209 |
2.1% |
0.0079 |
0.8% |
67% |
False |
False |
57,442 |
| 20 |
1.0047 |
0.9705 |
0.0342 |
3.4% |
0.0083 |
0.8% |
80% |
False |
False |
63,807 |
| 40 |
1.0047 |
0.9364 |
0.0683 |
6.8% |
0.0088 |
0.9% |
90% |
False |
False |
42,869 |
| 60 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0087 |
0.9% |
91% |
False |
False |
28,724 |
| 80 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0085 |
0.9% |
91% |
False |
False |
21,587 |
| 100 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0079 |
0.8% |
91% |
False |
False |
17,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0227 |
|
1.618 |
1.0154 |
|
1.000 |
1.0109 |
|
0.618 |
1.0081 |
|
HIGH |
1.0036 |
|
0.618 |
1.0008 |
|
0.500 |
1.0000 |
|
0.382 |
0.9991 |
|
LOW |
0.9963 |
|
0.618 |
0.9918 |
|
1.000 |
0.9890 |
|
1.618 |
0.9845 |
|
2.618 |
0.9772 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
0.9991 |
| PP |
0.9992 |
0.9986 |
| S1 |
0.9985 |
0.9982 |
|