CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9612 |
0.9587 |
-0.0025 |
-0.3% |
0.9687 |
| High |
0.9627 |
0.9595 |
-0.0032 |
-0.3% |
0.9891 |
| Low |
0.9484 |
0.9328 |
-0.0156 |
-1.6% |
0.9591 |
| Close |
0.9544 |
0.9390 |
-0.0154 |
-1.6% |
0.9690 |
| Range |
0.0143 |
0.0267 |
0.0124 |
86.7% |
0.0300 |
| ATR |
0.0140 |
0.0149 |
0.0009 |
6.5% |
0.0000 |
| Volume |
92,849 |
139,038 |
46,189 |
49.7% |
552,791 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0081 |
0.9537 |
|
| R3 |
0.9972 |
0.9814 |
0.9463 |
|
| R2 |
0.9705 |
0.9705 |
0.9439 |
|
| R1 |
0.9547 |
0.9547 |
0.9414 |
0.9493 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9410 |
| S1 |
0.9280 |
0.9280 |
0.9366 |
0.9226 |
| S2 |
0.9171 |
0.9171 |
0.9341 |
|
| S3 |
0.8904 |
0.9013 |
0.9317 |
|
| S4 |
0.8637 |
0.8746 |
0.9243 |
|
|
| 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 |
0.9794 |
0.9328 |
0.0466 |
5.0% |
0.0167 |
1.8% |
13% |
False |
True |
102,948 |
| 10 |
0.9891 |
0.9328 |
0.0563 |
6.0% |
0.0157 |
1.7% |
11% |
False |
True |
121,171 |
| 20 |
1.0031 |
0.9293 |
0.0738 |
7.9% |
0.0154 |
1.6% |
13% |
False |
False |
108,189 |
| 40 |
1.0069 |
0.9293 |
0.0776 |
8.3% |
0.0122 |
1.3% |
13% |
False |
False |
90,137 |
| 60 |
1.0069 |
0.9293 |
0.0776 |
8.3% |
0.0111 |
1.2% |
13% |
False |
False |
72,756 |
| 80 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0105 |
1.1% |
14% |
False |
False |
54,738 |
| 100 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0101 |
1.1% |
14% |
False |
False |
43,840 |
| 120 |
1.0069 |
0.9276 |
0.0793 |
8.4% |
0.0094 |
1.0% |
14% |
False |
False |
36,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0294 |
|
1.618 |
1.0027 |
|
1.000 |
0.9862 |
|
0.618 |
0.9760 |
|
HIGH |
0.9595 |
|
0.618 |
0.9493 |
|
0.500 |
0.9462 |
|
0.382 |
0.9430 |
|
LOW |
0.9328 |
|
0.618 |
0.9163 |
|
1.000 |
0.9061 |
|
1.618 |
0.8896 |
|
2.618 |
0.8629 |
|
4.250 |
0.8193 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9462 |
0.9544 |
| PP |
0.9438 |
0.9493 |
| S1 |
0.9414 |
0.9441 |
|