CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9769 |
0.0082 |
0.8% |
0.9838 |
| High |
0.9795 |
0.9853 |
0.0058 |
0.6% |
0.9900 |
| Low |
0.9591 |
0.9720 |
0.0129 |
1.3% |
0.9293 |
| Close |
0.9760 |
0.9815 |
0.0055 |
0.6% |
0.9591 |
| Range |
0.0204 |
0.0133 |
-0.0071 |
-34.8% |
0.0607 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
194,265 |
107,319 |
-86,946 |
-44.8% |
600,096 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0138 |
0.9888 |
|
| R3 |
1.0062 |
1.0005 |
0.9852 |
|
| R2 |
0.9929 |
0.9929 |
0.9839 |
|
| R1 |
0.9872 |
0.9872 |
0.9827 |
0.9901 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9810 |
| S1 |
0.9739 |
0.9739 |
0.9803 |
0.9768 |
| S2 |
0.9663 |
0.9663 |
0.9791 |
|
| S3 |
0.9530 |
0.9606 |
0.9778 |
|
| S4 |
0.9397 |
0.9473 |
0.9742 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1110 |
0.9925 |
|
| R3 |
1.0809 |
1.0503 |
0.9758 |
|
| R2 |
1.0202 |
1.0202 |
0.9702 |
|
| R1 |
0.9896 |
0.9896 |
0.9647 |
0.9746 |
| PP |
0.9595 |
0.9595 |
0.9595 |
0.9519 |
| S1 |
0.9289 |
0.9289 |
0.9535 |
0.9139 |
| S2 |
0.8988 |
0.8988 |
0.9480 |
|
| S3 |
0.8381 |
0.8682 |
0.9424 |
|
| S4 |
0.7774 |
0.8075 |
0.9257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9853 |
0.9293 |
0.0560 |
5.7% |
0.0220 |
2.2% |
93% |
True |
False |
148,498 |
| 10 |
0.9988 |
0.9293 |
0.0695 |
7.1% |
0.0172 |
1.8% |
75% |
False |
False |
122,255 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0139 |
1.4% |
67% |
False |
False |
104,126 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0111 |
1.1% |
67% |
False |
False |
84,085 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
7.9% |
0.0105 |
1.1% |
67% |
False |
False |
61,400 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0101 |
1.0% |
68% |
False |
False |
46,147 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0096 |
1.0% |
68% |
False |
False |
36,952 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.1% |
0.0088 |
0.9% |
68% |
False |
False |
30,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0418 |
|
2.618 |
1.0201 |
|
1.618 |
1.0068 |
|
1.000 |
0.9986 |
|
0.618 |
0.9935 |
|
HIGH |
0.9853 |
|
0.618 |
0.9802 |
|
0.500 |
0.9787 |
|
0.382 |
0.9771 |
|
LOW |
0.9720 |
|
0.618 |
0.9638 |
|
1.000 |
0.9587 |
|
1.618 |
0.9505 |
|
2.618 |
0.9372 |
|
4.250 |
0.9155 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9806 |
0.9762 |
| PP |
0.9796 |
0.9710 |
| S1 |
0.9787 |
0.9657 |
|