CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
1.0007 |
-0.0008 |
-0.1% |
0.9965 |
| High |
1.0069 |
1.0038 |
-0.0031 |
-0.3% |
1.0047 |
| Low |
0.9986 |
0.9959 |
-0.0027 |
-0.3% |
0.9836 |
| Close |
0.9996 |
1.0008 |
0.0012 |
0.1% |
0.9853 |
| Range |
0.0083 |
0.0079 |
-0.0004 |
-4.8% |
0.0211 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
123,618 |
89,460 |
-34,158 |
-27.6% |
298,981 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0202 |
1.0051 |
|
| R3 |
1.0160 |
1.0123 |
1.0030 |
|
| R2 |
1.0081 |
1.0081 |
1.0022 |
|
| R1 |
1.0044 |
1.0044 |
1.0015 |
1.0063 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0011 |
| S1 |
0.9965 |
0.9965 |
1.0001 |
0.9984 |
| S2 |
0.9923 |
0.9923 |
0.9994 |
|
| S3 |
0.9844 |
0.9886 |
0.9986 |
|
| S4 |
0.9765 |
0.9807 |
0.9965 |
|
|
| 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% |
0.0118 |
1.2% |
78% |
False |
False |
98,722 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0096 |
1.0% |
78% |
False |
False |
80,724 |
| 20 |
1.0069 |
0.9705 |
0.0364 |
3.6% |
0.0089 |
0.9% |
83% |
False |
False |
72,085 |
| 40 |
1.0069 |
0.9364 |
0.0705 |
7.0% |
0.0089 |
0.9% |
91% |
False |
False |
55,040 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0089 |
0.9% |
92% |
False |
False |
36,921 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0088 |
0.9% |
92% |
False |
False |
27,753 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0082 |
0.8% |
92% |
False |
False |
22,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0245 |
|
1.618 |
1.0166 |
|
1.000 |
1.0117 |
|
0.618 |
1.0087 |
|
HIGH |
1.0038 |
|
0.618 |
1.0008 |
|
0.500 |
0.9999 |
|
0.382 |
0.9989 |
|
LOW |
0.9959 |
|
0.618 |
0.9910 |
|
1.000 |
0.9880 |
|
1.618 |
0.9831 |
|
2.618 |
0.9752 |
|
4.250 |
0.9623 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
0.9990 |
| PP |
1.0002 |
0.9972 |
| S1 |
0.9999 |
0.9954 |
|