CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9944 |
0.0039 |
0.4% |
1.0006 |
| High |
0.9988 |
0.9984 |
-0.0004 |
0.0% |
1.0029 |
| Low |
0.9887 |
0.9823 |
-0.0064 |
-0.6% |
0.9805 |
| Close |
0.9938 |
0.9834 |
-0.0104 |
-1.0% |
0.9834 |
| Range |
0.0101 |
0.0161 |
0.0060 |
59.4% |
0.0224 |
| ATR |
0.0098 |
0.0103 |
0.0004 |
4.6% |
0.0000 |
| Volume |
116,030 |
74,957 |
-41,073 |
-35.4% |
472,518 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0260 |
0.9923 |
|
| R3 |
1.0202 |
1.0099 |
0.9878 |
|
| R2 |
1.0041 |
1.0041 |
0.9864 |
|
| R1 |
0.9938 |
0.9938 |
0.9849 |
0.9909 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9866 |
| S1 |
0.9777 |
0.9777 |
0.9819 |
0.9748 |
| S2 |
0.9719 |
0.9719 |
0.9804 |
|
| S3 |
0.9558 |
0.9616 |
0.9790 |
|
| S4 |
0.9397 |
0.9455 |
0.9745 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0422 |
0.9957 |
|
| R3 |
1.0337 |
1.0198 |
0.9896 |
|
| R2 |
1.0113 |
1.0113 |
0.9875 |
|
| R1 |
0.9974 |
0.9974 |
0.9855 |
0.9932 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9868 |
| S1 |
0.9750 |
0.9750 |
0.9813 |
0.9708 |
| S2 |
0.9665 |
0.9665 |
0.9793 |
|
| S3 |
0.9441 |
0.9526 |
0.9772 |
|
| S4 |
0.9217 |
0.9302 |
0.9711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0029 |
0.9805 |
0.0224 |
2.3% |
0.0124 |
1.3% |
13% |
False |
False |
94,503 |
| 10 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0114 |
1.2% |
16% |
False |
False |
101,282 |
| 20 |
1.0069 |
0.9789 |
0.0280 |
2.8% |
0.0100 |
1.0% |
16% |
False |
False |
77,921 |
| 40 |
1.0069 |
0.9677 |
0.0392 |
4.0% |
0.0091 |
0.9% |
40% |
False |
False |
68,989 |
| 60 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0093 |
0.9% |
70% |
False |
False |
46,433 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0091 |
0.9% |
70% |
False |
False |
34,902 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0086 |
0.9% |
70% |
False |
False |
27,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0668 |
|
2.618 |
1.0405 |
|
1.618 |
1.0244 |
|
1.000 |
1.0145 |
|
0.618 |
1.0083 |
|
HIGH |
0.9984 |
|
0.618 |
0.9922 |
|
0.500 |
0.9904 |
|
0.382 |
0.9885 |
|
LOW |
0.9823 |
|
0.618 |
0.9724 |
|
1.000 |
0.9662 |
|
1.618 |
0.9563 |
|
2.618 |
0.9402 |
|
4.250 |
0.9139 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9904 |
0.9897 |
| PP |
0.9880 |
0.9876 |
| S1 |
0.9857 |
0.9855 |
|