CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9995 |
1.0006 |
0.0011 |
0.1% |
0.9854 |
| High |
1.0031 |
1.0029 |
-0.0002 |
0.0% |
1.0069 |
| Low |
0.9934 |
0.9975 |
0.0041 |
0.4% |
0.9789 |
| Close |
0.9999 |
0.9984 |
-0.0015 |
-0.2% |
0.9999 |
| Range |
0.0097 |
0.0054 |
-0.0043 |
-44.3% |
0.0280 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
100,237 |
97,395 |
-2,842 |
-2.8% |
540,304 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0125 |
1.0014 |
|
| R3 |
1.0104 |
1.0071 |
0.9999 |
|
| R2 |
1.0050 |
1.0050 |
0.9994 |
|
| R1 |
1.0017 |
1.0017 |
0.9989 |
1.0007 |
| PP |
0.9996 |
0.9996 |
0.9996 |
0.9991 |
| S1 |
0.9963 |
0.9963 |
0.9979 |
0.9953 |
| S2 |
0.9942 |
0.9942 |
0.9974 |
|
| S3 |
0.9888 |
0.9909 |
0.9969 |
|
| S4 |
0.9834 |
0.9855 |
0.9954 |
|
|
| 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 |
0.9838 |
0.0231 |
2.3% |
0.0101 |
1.0% |
63% |
False |
False |
101,946 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0094 |
0.9% |
70% |
False |
False |
86,453 |
| 20 |
1.0069 |
0.9722 |
0.0347 |
3.5% |
0.0088 |
0.9% |
76% |
False |
False |
73,599 |
| 40 |
1.0069 |
0.9459 |
0.0610 |
6.1% |
0.0087 |
0.9% |
86% |
False |
False |
59,913 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0089 |
0.9% |
89% |
False |
False |
40,200 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0088 |
0.9% |
89% |
False |
False |
30,221 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
7.9% |
0.0083 |
0.8% |
89% |
False |
False |
24,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0259 |
|
2.618 |
1.0170 |
|
1.618 |
1.0116 |
|
1.000 |
1.0083 |
|
0.618 |
1.0062 |
|
HIGH |
1.0029 |
|
0.618 |
1.0008 |
|
0.500 |
1.0002 |
|
0.382 |
0.9996 |
|
LOW |
0.9975 |
|
0.618 |
0.9942 |
|
1.000 |
0.9921 |
|
1.618 |
0.9888 |
|
2.618 |
0.9834 |
|
4.250 |
0.9746 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0002 |
0.9986 |
| PP |
0.9996 |
0.9985 |
| S1 |
0.9990 |
0.9985 |
|