CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9384 |
0.9343 |
-0.0041 |
-0.4% |
0.9659 |
| High |
0.9452 |
0.9542 |
0.0090 |
1.0% |
0.9760 |
| Low |
0.9296 |
0.9337 |
0.0041 |
0.4% |
0.9300 |
| Close |
0.9393 |
0.9520 |
0.0127 |
1.4% |
0.9410 |
| Range |
0.0156 |
0.0205 |
0.0049 |
31.4% |
0.0460 |
| ATR |
0.0155 |
0.0159 |
0.0004 |
2.3% |
0.0000 |
| Volume |
126,564 |
100,709 |
-25,855 |
-20.4% |
614,436 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0006 |
0.9633 |
|
| R3 |
0.9876 |
0.9801 |
0.9576 |
|
| R2 |
0.9671 |
0.9671 |
0.9558 |
|
| R1 |
0.9596 |
0.9596 |
0.9539 |
0.9634 |
| PP |
0.9466 |
0.9466 |
0.9466 |
0.9485 |
| S1 |
0.9391 |
0.9391 |
0.9501 |
0.9429 |
| S2 |
0.9261 |
0.9261 |
0.9482 |
|
| S3 |
0.9056 |
0.9186 |
0.9464 |
|
| S4 |
0.8851 |
0.8981 |
0.9407 |
|
|
| 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 |
0.9542 |
0.9213 |
0.0329 |
3.5% |
0.0170 |
1.8% |
93% |
True |
False |
124,404 |
| 10 |
0.9794 |
0.9213 |
0.0581 |
6.1% |
0.0169 |
1.8% |
53% |
False |
False |
113,676 |
| 20 |
0.9984 |
0.9213 |
0.0771 |
8.1% |
0.0169 |
1.8% |
40% |
False |
False |
114,400 |
| 40 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0133 |
1.4% |
36% |
False |
False |
96,345 |
| 60 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0115 |
1.2% |
36% |
False |
False |
82,962 |
| 80 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0111 |
1.2% |
36% |
False |
False |
62,489 |
| 100 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0106 |
1.1% |
36% |
False |
False |
50,054 |
| 120 |
1.0069 |
0.9213 |
0.0856 |
9.0% |
0.0099 |
1.0% |
36% |
False |
False |
41,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0079 |
|
1.618 |
0.9874 |
|
1.000 |
0.9747 |
|
0.618 |
0.9669 |
|
HIGH |
0.9542 |
|
0.618 |
0.9464 |
|
0.500 |
0.9440 |
|
0.382 |
0.9415 |
|
LOW |
0.9337 |
|
0.618 |
0.9210 |
|
1.000 |
0.9132 |
|
1.618 |
0.9005 |
|
2.618 |
0.8800 |
|
4.250 |
0.8466 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9473 |
| PP |
0.9466 |
0.9425 |
| S1 |
0.9440 |
0.9378 |
|