CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9897 |
0.9960 |
0.0063 |
0.6% |
0.9760 |
| High |
0.9980 |
1.0002 |
0.0022 |
0.2% |
0.9917 |
| Low |
0.9897 |
0.9942 |
0.0045 |
0.5% |
0.9760 |
| Close |
0.9959 |
0.9991 |
0.0032 |
0.3% |
0.9888 |
| Range |
0.0083 |
0.0060 |
-0.0023 |
-27.7% |
0.0157 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
62 |
82 |
20 |
32.3% |
1,174 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0135 |
1.0024 |
|
| R3 |
1.0098 |
1.0075 |
1.0008 |
|
| R2 |
1.0038 |
1.0038 |
1.0002 |
|
| R1 |
1.0015 |
1.0015 |
0.9997 |
1.0027 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9984 |
| S1 |
0.9955 |
0.9955 |
0.9986 |
0.9967 |
| S2 |
0.9918 |
0.9918 |
0.9980 |
|
| S3 |
0.9858 |
0.9895 |
0.9975 |
|
| S4 |
0.9798 |
0.9835 |
0.9958 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0264 |
0.9974 |
|
| R3 |
1.0169 |
1.0107 |
0.9931 |
|
| R2 |
1.0012 |
1.0012 |
0.9917 |
|
| R1 |
0.9950 |
0.9950 |
0.9902 |
0.9981 |
| PP |
0.9855 |
0.9855 |
0.9855 |
0.9871 |
| S1 |
0.9793 |
0.9793 |
0.9874 |
0.9824 |
| S2 |
0.9698 |
0.9698 |
0.9859 |
|
| S3 |
0.9541 |
0.9636 |
0.9845 |
|
| S4 |
0.9384 |
0.9479 |
0.9802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0002 |
0.9802 |
0.0200 |
2.0% |
0.0064 |
0.6% |
95% |
True |
False |
137 |
| 10 |
1.0002 |
0.9701 |
0.0301 |
3.0% |
0.0069 |
0.7% |
96% |
True |
False |
181 |
| 20 |
1.0002 |
0.9685 |
0.0317 |
3.2% |
0.0070 |
0.7% |
97% |
True |
False |
209 |
| 40 |
1.0002 |
0.9318 |
0.0684 |
6.8% |
0.0061 |
0.6% |
98% |
True |
False |
122 |
| 60 |
1.0002 |
0.9288 |
0.0714 |
7.1% |
0.0052 |
0.5% |
98% |
True |
False |
88 |
| 80 |
1.0002 |
0.9288 |
0.0714 |
7.1% |
0.0044 |
0.4% |
98% |
True |
False |
70 |
| 100 |
1.0002 |
0.9288 |
0.0714 |
7.1% |
0.0039 |
0.4% |
98% |
True |
False |
60 |
| 120 |
1.0002 |
0.9255 |
0.0747 |
7.5% |
0.0034 |
0.3% |
99% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0257 |
|
2.618 |
1.0159 |
|
1.618 |
1.0099 |
|
1.000 |
1.0062 |
|
0.618 |
1.0039 |
|
HIGH |
1.0002 |
|
0.618 |
0.9979 |
|
0.500 |
0.9972 |
|
0.382 |
0.9965 |
|
LOW |
0.9942 |
|
0.618 |
0.9905 |
|
1.000 |
0.9882 |
|
1.618 |
0.9845 |
|
2.618 |
0.9785 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
0.9972 |
| PP |
0.9978 |
0.9954 |
| S1 |
0.9972 |
0.9935 |
|