CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9659 |
0.9690 |
0.0031 |
0.3% |
0.9687 |
| High |
0.9691 |
0.9760 |
0.0069 |
0.7% |
0.9891 |
| Low |
0.9579 |
0.9605 |
0.0026 |
0.3% |
0.9591 |
| Close |
0.9660 |
0.9612 |
-0.0048 |
-0.5% |
0.9690 |
| Range |
0.0112 |
0.0155 |
0.0043 |
38.4% |
0.0300 |
| ATR |
0.0138 |
0.0140 |
0.0001 |
0.9% |
0.0000 |
| Volume |
104,871 |
101,380 |
-3,491 |
-3.3% |
552,791 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0023 |
0.9697 |
|
| R3 |
0.9969 |
0.9868 |
0.9655 |
|
| R2 |
0.9814 |
0.9814 |
0.9640 |
|
| R1 |
0.9713 |
0.9713 |
0.9626 |
0.9686 |
| PP |
0.9659 |
0.9659 |
0.9659 |
0.9646 |
| S1 |
0.9558 |
0.9558 |
0.9598 |
0.9531 |
| S2 |
0.9504 |
0.9504 |
0.9584 |
|
| S3 |
0.9349 |
0.9403 |
0.9569 |
|
| S4 |
0.9194 |
0.9248 |
0.9527 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0457 |
0.9855 |
|
| R3 |
1.0324 |
1.0157 |
0.9773 |
|
| R2 |
1.0024 |
1.0024 |
0.9745 |
|
| R1 |
0.9857 |
0.9857 |
0.9718 |
0.9941 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9766 |
| S1 |
0.9557 |
0.9557 |
0.9663 |
0.9641 |
| S2 |
0.9424 |
0.9424 |
0.9635 |
|
| S3 |
0.9124 |
0.9257 |
0.9608 |
|
| S4 |
0.8824 |
0.8957 |
0.9525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9891 |
0.9579 |
0.0312 |
3.2% |
0.0123 |
1.3% |
11% |
False |
False |
91,491 |
| 10 |
0.9891 |
0.9293 |
0.0598 |
6.2% |
0.0171 |
1.8% |
53% |
False |
False |
119,995 |
| 20 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0141 |
1.5% |
41% |
False |
False |
107,248 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0116 |
1.2% |
41% |
False |
False |
87,592 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0108 |
1.1% |
41% |
False |
False |
68,969 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0103 |
1.1% |
42% |
False |
False |
51,846 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0098 |
1.0% |
42% |
False |
False |
41,523 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0092 |
1.0% |
42% |
False |
False |
34,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0166 |
|
1.618 |
1.0011 |
|
1.000 |
0.9915 |
|
0.618 |
0.9856 |
|
HIGH |
0.9760 |
|
0.618 |
0.9701 |
|
0.500 |
0.9683 |
|
0.382 |
0.9664 |
|
LOW |
0.9605 |
|
0.618 |
0.9509 |
|
1.000 |
0.9450 |
|
1.618 |
0.9354 |
|
2.618 |
0.9199 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9683 |
0.9687 |
| PP |
0.9659 |
0.9662 |
| S1 |
0.9636 |
0.9637 |
|