CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9612 |
-0.0078 |
-0.8% |
0.9687 |
| High |
0.9760 |
0.9627 |
-0.0133 |
-1.4% |
0.9891 |
| Low |
0.9605 |
0.9484 |
-0.0121 |
-1.3% |
0.9591 |
| Close |
0.9612 |
0.9544 |
-0.0068 |
-0.7% |
0.9690 |
| Range |
0.0155 |
0.0143 |
-0.0012 |
-7.7% |
0.0300 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.2% |
0.0000 |
| Volume |
101,380 |
92,849 |
-8,531 |
-8.4% |
552,791 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9905 |
0.9623 |
|
| R3 |
0.9838 |
0.9762 |
0.9583 |
|
| R2 |
0.9695 |
0.9695 |
0.9570 |
|
| R1 |
0.9619 |
0.9619 |
0.9557 |
0.9586 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9535 |
| S1 |
0.9476 |
0.9476 |
0.9531 |
0.9443 |
| S2 |
0.9409 |
0.9409 |
0.9518 |
|
| S3 |
0.9266 |
0.9333 |
0.9505 |
|
| S4 |
0.9123 |
0.9190 |
0.9465 |
|
|
| 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 |
0.9484 |
0.0407 |
4.3% |
0.0133 |
1.4% |
15% |
False |
True |
90,098 |
| 10 |
0.9891 |
0.9293 |
0.0598 |
6.3% |
0.0174 |
1.8% |
42% |
False |
False |
119,025 |
| 20 |
1.0038 |
0.9293 |
0.0745 |
7.8% |
0.0144 |
1.5% |
34% |
False |
False |
105,710 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0118 |
1.2% |
32% |
False |
False |
88,219 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.1% |
0.0107 |
1.1% |
32% |
False |
False |
70,507 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0103 |
1.1% |
34% |
False |
False |
53,005 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0099 |
1.0% |
34% |
False |
False |
42,450 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.3% |
0.0093 |
1.0% |
34% |
False |
False |
35,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0001 |
|
1.618 |
0.9858 |
|
1.000 |
0.9770 |
|
0.618 |
0.9715 |
|
HIGH |
0.9627 |
|
0.618 |
0.9572 |
|
0.500 |
0.9556 |
|
0.382 |
0.9539 |
|
LOW |
0.9484 |
|
0.618 |
0.9396 |
|
1.000 |
0.9341 |
|
1.618 |
0.9253 |
|
2.618 |
0.9110 |
|
4.250 |
0.8876 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9622 |
| PP |
0.9552 |
0.9596 |
| S1 |
0.9548 |
0.9570 |
|