CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9857 |
1.0015 |
0.0158 |
1.6% |
0.9965 |
| High |
1.0029 |
1.0069 |
0.0040 |
0.4% |
1.0047 |
| Low |
0.9838 |
0.9986 |
0.0148 |
1.5% |
0.9836 |
| Close |
1.0017 |
0.9996 |
-0.0021 |
-0.2% |
0.9853 |
| Range |
0.0191 |
0.0083 |
-0.0108 |
-56.5% |
0.0211 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
99,023 |
123,618 |
24,595 |
24.8% |
298,981 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0214 |
1.0042 |
|
| R3 |
1.0183 |
1.0131 |
1.0019 |
|
| R2 |
1.0100 |
1.0100 |
1.0011 |
|
| R1 |
1.0048 |
1.0048 |
1.0004 |
1.0033 |
| PP |
1.0017 |
1.0017 |
1.0017 |
1.0009 |
| S1 |
0.9965 |
0.9965 |
0.9988 |
0.9950 |
| S2 |
0.9934 |
0.9934 |
0.9981 |
|
| S3 |
0.9851 |
0.9882 |
0.9973 |
|
| S4 |
0.9768 |
0.9799 |
0.9950 |
|
|
| 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 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0116 |
1.2% |
74% |
True |
False |
93,153 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0097 |
1.0% |
74% |
True |
False |
79,214 |
| 20 |
1.0069 |
0.9705 |
0.0364 |
3.6% |
0.0091 |
0.9% |
80% |
True |
False |
70,729 |
| 40 |
1.0069 |
0.9364 |
0.0705 |
7.1% |
0.0089 |
0.9% |
90% |
True |
False |
52,906 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0089 |
0.9% |
91% |
True |
False |
35,436 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0088 |
0.9% |
91% |
True |
False |
26,635 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0083 |
0.8% |
91% |
True |
False |
21,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0286 |
|
1.618 |
1.0203 |
|
1.000 |
1.0152 |
|
0.618 |
1.0120 |
|
HIGH |
1.0069 |
|
0.618 |
1.0037 |
|
0.500 |
1.0028 |
|
0.382 |
1.0018 |
|
LOW |
0.9986 |
|
0.618 |
0.9935 |
|
1.000 |
0.9903 |
|
1.618 |
0.9852 |
|
2.618 |
0.9769 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
0.9974 |
| PP |
1.0017 |
0.9951 |
| S1 |
1.0007 |
0.9929 |
|