CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9415 |
0.9405 |
-0.0010 |
-0.1% |
0.9659 |
| High |
0.9493 |
0.9411 |
-0.0082 |
-0.9% |
0.9760 |
| Low |
0.9380 |
0.9213 |
-0.0167 |
-1.8% |
0.9300 |
| Close |
0.9455 |
0.9296 |
-0.0159 |
-1.7% |
0.9410 |
| Range |
0.0113 |
0.0198 |
0.0085 |
75.2% |
0.0460 |
| ATR |
0.0148 |
0.0155 |
0.0007 |
4.5% |
0.0000 |
| Volume |
152,250 |
66,202 |
-86,048 |
-56.5% |
614,436 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9901 |
0.9796 |
0.9405 |
|
| R3 |
0.9703 |
0.9598 |
0.9350 |
|
| R2 |
0.9505 |
0.9505 |
0.9332 |
|
| R1 |
0.9400 |
0.9400 |
0.9314 |
0.9354 |
| PP |
0.9307 |
0.9307 |
0.9307 |
0.9283 |
| S1 |
0.9202 |
0.9202 |
0.9278 |
0.9156 |
| S2 |
0.9109 |
0.9109 |
0.9260 |
|
| S3 |
0.8911 |
0.9004 |
0.9242 |
|
| S4 |
0.8713 |
0.8806 |
0.9187 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0600 |
0.9663 |
|
| R3 |
1.0410 |
1.0140 |
0.9537 |
|
| R2 |
0.9950 |
0.9950 |
0.9494 |
|
| R1 |
0.9680 |
0.9680 |
0.9452 |
0.9585 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9443 |
| S1 |
0.9220 |
0.9220 |
0.9368 |
0.9125 |
| S2 |
0.9030 |
0.9030 |
0.9326 |
|
| S3 |
0.8570 |
0.8760 |
0.9284 |
|
| S4 |
0.8110 |
0.8300 |
0.9157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9627 |
0.9213 |
0.0414 |
4.5% |
0.0180 |
1.9% |
20% |
False |
True |
125,327 |
| 10 |
0.9891 |
0.9213 |
0.0678 |
7.3% |
0.0151 |
1.6% |
12% |
False |
True |
108,409 |
| 20 |
0.9988 |
0.9213 |
0.0775 |
8.3% |
0.0162 |
1.7% |
11% |
False |
True |
115,332 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.2% |
0.0127 |
1.4% |
10% |
False |
True |
93,672 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.2% |
0.0112 |
1.2% |
10% |
False |
True |
79,269 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.2% |
0.0109 |
1.2% |
10% |
False |
True |
59,657 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.2% |
0.0104 |
1.1% |
10% |
False |
True |
47,784 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.2% |
0.0097 |
1.0% |
10% |
False |
True |
39,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
0.9929 |
|
1.618 |
0.9731 |
|
1.000 |
0.9609 |
|
0.618 |
0.9533 |
|
HIGH |
0.9411 |
|
0.618 |
0.9335 |
|
0.500 |
0.9312 |
|
0.382 |
0.9289 |
|
LOW |
0.9213 |
|
0.618 |
0.9091 |
|
1.000 |
0.9015 |
|
1.618 |
0.8893 |
|
2.618 |
0.8695 |
|
4.250 |
0.8372 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9312 |
0.9353 |
| PP |
0.9307 |
0.9334 |
| S1 |
0.9301 |
0.9315 |
|