CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9759 |
-0.0141 |
-1.4% |
1.0006 |
| High |
0.9900 |
0.9773 |
-0.0127 |
-1.3% |
1.0029 |
| Low |
0.9747 |
0.9657 |
-0.0090 |
-0.9% |
0.9805 |
| Close |
0.9754 |
0.9695 |
-0.0059 |
-0.6% |
0.9834 |
| Range |
0.0153 |
0.0116 |
-0.0037 |
-24.2% |
0.0224 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.7% |
0.0000 |
| Volume |
56,974 |
102,546 |
45,572 |
80.0% |
472,518 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9992 |
0.9759 |
|
| R3 |
0.9940 |
0.9876 |
0.9727 |
|
| R2 |
0.9824 |
0.9824 |
0.9716 |
|
| R1 |
0.9760 |
0.9760 |
0.9706 |
0.9734 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9696 |
| S1 |
0.9644 |
0.9644 |
0.9684 |
0.9618 |
| S2 |
0.9592 |
0.9592 |
0.9674 |
|
| S3 |
0.9476 |
0.9528 |
0.9663 |
|
| S4 |
0.9360 |
0.9412 |
0.9631 |
|
|
| 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 |
0.9988 |
0.9657 |
0.0331 |
3.4% |
0.0123 |
1.3% |
11% |
False |
True |
90,543 |
| 10 |
1.0038 |
0.9657 |
0.0381 |
3.9% |
0.0115 |
1.2% |
10% |
False |
True |
92,394 |
| 20 |
1.0069 |
0.9657 |
0.0412 |
4.2% |
0.0106 |
1.1% |
9% |
False |
True |
85,804 |
| 40 |
1.0069 |
0.9657 |
0.0412 |
4.2% |
0.0095 |
1.0% |
9% |
False |
True |
74,088 |
| 60 |
1.0069 |
0.9339 |
0.0730 |
7.5% |
0.0094 |
1.0% |
49% |
False |
False |
50,770 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0093 |
1.0% |
53% |
False |
False |
38,157 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.2% |
0.0088 |
0.9% |
53% |
False |
False |
30,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0077 |
|
1.618 |
0.9961 |
|
1.000 |
0.9889 |
|
0.618 |
0.9845 |
|
HIGH |
0.9773 |
|
0.618 |
0.9729 |
|
0.500 |
0.9715 |
|
0.382 |
0.9701 |
|
LOW |
0.9657 |
|
0.618 |
0.9585 |
|
1.000 |
0.9541 |
|
1.618 |
0.9469 |
|
2.618 |
0.9353 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9779 |
| PP |
0.9708 |
0.9751 |
| S1 |
0.9702 |
0.9723 |
|