CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9837 |
0.9905 |
0.0068 |
0.7% |
0.9854 |
| High |
0.9927 |
0.9988 |
0.0061 |
0.6% |
1.0069 |
| Low |
0.9805 |
0.9887 |
0.0082 |
0.8% |
0.9789 |
| Close |
0.9921 |
0.9938 |
0.0017 |
0.2% |
0.9999 |
| Range |
0.0122 |
0.0101 |
-0.0021 |
-17.2% |
0.0280 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.2% |
0.0000 |
| Volume |
129,888 |
116,030 |
-13,858 |
-10.7% |
540,304 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0190 |
0.9994 |
|
| R3 |
1.0140 |
1.0089 |
0.9966 |
|
| R2 |
1.0039 |
1.0039 |
0.9957 |
|
| R1 |
0.9988 |
0.9988 |
0.9947 |
1.0014 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9950 |
| S1 |
0.9887 |
0.9887 |
0.9929 |
0.9913 |
| S2 |
0.9837 |
0.9837 |
0.9919 |
|
| S3 |
0.9736 |
0.9786 |
0.9910 |
|
| S4 |
0.9635 |
0.9685 |
0.9882 |
|
|
| 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 |
1.0031 |
0.9805 |
0.0226 |
2.3% |
0.0111 |
1.1% |
59% |
False |
False |
99,559 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0114 |
1.1% |
53% |
False |
False |
99,140 |
| 20 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0097 |
1.0% |
53% |
False |
False |
78,291 |
| 40 |
1.0069 |
0.9670 |
0.0399 |
4.0% |
0.0088 |
0.9% |
67% |
False |
False |
67,244 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0092 |
0.9% |
83% |
False |
False |
45,185 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0090 |
0.9% |
83% |
False |
False |
33,967 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.0% |
0.0086 |
0.9% |
83% |
False |
False |
27,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0252 |
|
1.618 |
1.0151 |
|
1.000 |
1.0089 |
|
0.618 |
1.0050 |
|
HIGH |
0.9988 |
|
0.618 |
0.9949 |
|
0.500 |
0.9938 |
|
0.382 |
0.9926 |
|
LOW |
0.9887 |
|
0.618 |
0.9825 |
|
1.000 |
0.9786 |
|
1.618 |
0.9724 |
|
2.618 |
0.9623 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9926 |
| PP |
0.9938 |
0.9915 |
| S1 |
0.9938 |
0.9903 |
|