CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9854 |
0.9857 |
0.0003 |
0.0% |
0.9965 |
| High |
0.9865 |
1.0029 |
0.0164 |
1.7% |
1.0047 |
| Low |
0.9789 |
0.9838 |
0.0049 |
0.5% |
0.9836 |
| Close |
0.9851 |
1.0017 |
0.0166 |
1.7% |
0.9853 |
| Range |
0.0076 |
0.0191 |
0.0115 |
151.3% |
0.0211 |
| ATR |
0.0086 |
0.0094 |
0.0007 |
8.6% |
0.0000 |
| Volume |
127,966 |
99,023 |
-28,943 |
-22.6% |
298,981 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0467 |
1.0122 |
|
| R3 |
1.0343 |
1.0276 |
1.0070 |
|
| R2 |
1.0152 |
1.0152 |
1.0052 |
|
| R1 |
1.0085 |
1.0085 |
1.0035 |
1.0119 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9978 |
| S1 |
0.9894 |
0.9894 |
0.9999 |
0.9928 |
| S2 |
0.9770 |
0.9770 |
0.9982 |
|
| S3 |
0.9579 |
0.9703 |
0.9964 |
|
| S4 |
0.9388 |
0.9512 |
0.9912 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0410 |
0.9969 |
|
| R3 |
1.0334 |
1.0199 |
0.9911 |
|
| R2 |
1.0123 |
1.0123 |
0.9892 |
|
| R1 |
0.9988 |
0.9988 |
0.9872 |
0.9950 |
| PP |
0.9912 |
0.9912 |
0.9912 |
0.9893 |
| S1 |
0.9777 |
0.9777 |
0.9834 |
0.9739 |
| S2 |
0.9701 |
0.9701 |
0.9814 |
|
| S3 |
0.9490 |
0.9566 |
0.9795 |
|
| S4 |
0.9279 |
0.9355 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0047 |
0.9789 |
0.0258 |
2.6% |
0.0114 |
1.1% |
88% |
False |
False |
79,004 |
| 10 |
1.0047 |
0.9789 |
0.0258 |
2.6% |
0.0097 |
1.0% |
88% |
False |
False |
72,644 |
| 20 |
1.0047 |
0.9705 |
0.0342 |
3.4% |
0.0091 |
0.9% |
91% |
False |
False |
67,936 |
| 40 |
1.0047 |
0.9364 |
0.0683 |
6.8% |
0.0091 |
0.9% |
96% |
False |
False |
49,830 |
| 60 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0090 |
0.9% |
96% |
False |
False |
33,378 |
| 80 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0087 |
0.9% |
96% |
False |
False |
25,091 |
| 100 |
1.0047 |
0.9276 |
0.0771 |
7.7% |
0.0083 |
0.8% |
96% |
False |
False |
20,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0529 |
|
1.618 |
1.0338 |
|
1.000 |
1.0220 |
|
0.618 |
1.0147 |
|
HIGH |
1.0029 |
|
0.618 |
0.9956 |
|
0.500 |
0.9934 |
|
0.382 |
0.9911 |
|
LOW |
0.9838 |
|
0.618 |
0.9720 |
|
1.000 |
0.9647 |
|
1.618 |
0.9529 |
|
2.618 |
0.9338 |
|
4.250 |
0.9026 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
0.9981 |
| PP |
0.9961 |
0.9945 |
| S1 |
0.9934 |
0.9909 |
|