CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
0.9995 |
-0.0012 |
-0.1% |
0.9854 |
| High |
1.0038 |
1.0031 |
-0.0007 |
-0.1% |
1.0069 |
| Low |
0.9959 |
0.9934 |
-0.0025 |
-0.3% |
0.9789 |
| Close |
1.0008 |
0.9999 |
-0.0009 |
-0.1% |
0.9999 |
| Range |
0.0079 |
0.0097 |
0.0018 |
22.8% |
0.0280 |
| ATR |
0.0092 |
0.0093 |
0.0000 |
0.4% |
0.0000 |
| Volume |
89,460 |
100,237 |
10,777 |
12.0% |
540,304 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0236 |
1.0052 |
|
| R3 |
1.0182 |
1.0139 |
1.0026 |
|
| R2 |
1.0085 |
1.0085 |
1.0017 |
|
| R1 |
1.0042 |
1.0042 |
1.0008 |
1.0064 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9999 |
| S1 |
0.9945 |
0.9945 |
0.9990 |
0.9967 |
| S2 |
0.9891 |
0.9891 |
0.9981 |
|
| S3 |
0.9794 |
0.9848 |
0.9972 |
|
| S4 |
0.9697 |
0.9751 |
0.9946 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0676 |
1.0153 |
|
| R3 |
1.0512 |
1.0396 |
1.0076 |
|
| R2 |
1.0232 |
1.0232 |
1.0050 |
|
| R1 |
1.0116 |
1.0116 |
1.0025 |
1.0174 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9982 |
| S1 |
0.9836 |
0.9836 |
0.9973 |
0.9894 |
| S2 |
0.9672 |
0.9672 |
0.9948 |
|
| S3 |
0.9392 |
0.9556 |
0.9922 |
|
| S4 |
0.9112 |
0.9276 |
0.9845 |
|
|
| 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% |
0.0105 |
1.1% |
75% |
False |
False |
108,060 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0097 |
1.0% |
75% |
False |
False |
83,928 |
| 20 |
1.0069 |
0.9705 |
0.0364 |
3.6% |
0.0090 |
0.9% |
81% |
False |
False |
72,472 |
| 40 |
1.0069 |
0.9419 |
0.0650 |
6.5% |
0.0088 |
0.9% |
89% |
False |
False |
57,513 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0090 |
0.9% |
91% |
False |
False |
38,589 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0089 |
0.9% |
91% |
False |
False |
29,005 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0083 |
0.8% |
91% |
False |
False |
23,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0443 |
|
2.618 |
1.0285 |
|
1.618 |
1.0188 |
|
1.000 |
1.0128 |
|
0.618 |
1.0091 |
|
HIGH |
1.0031 |
|
0.618 |
0.9994 |
|
0.500 |
0.9983 |
|
0.382 |
0.9971 |
|
LOW |
0.9934 |
|
0.618 |
0.9874 |
|
1.000 |
0.9837 |
|
1.618 |
0.9777 |
|
2.618 |
0.9680 |
|
4.250 |
0.9522 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
1.0002 |
| PP |
0.9988 |
1.0001 |
| S1 |
0.9983 |
1.0000 |
|