CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9850 |
1.0005 |
0.0155 |
1.6% |
0.9949 |
| High |
1.0015 |
1.0054 |
0.0039 |
0.4% |
1.0037 |
| Low |
0.9846 |
0.9976 |
0.0130 |
1.3% |
0.9833 |
| Close |
1.0006 |
0.9985 |
-0.0021 |
-0.2% |
0.9846 |
| Range |
0.0169 |
0.0078 |
-0.0091 |
-53.8% |
0.0204 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
357 |
3,326 |
2,969 |
831.7% |
1,588 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0190 |
1.0028 |
|
| R3 |
1.0161 |
1.0112 |
1.0006 |
|
| R2 |
1.0083 |
1.0083 |
0.9999 |
|
| R1 |
1.0034 |
1.0034 |
0.9992 |
1.0020 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9998 |
| S1 |
0.9956 |
0.9956 |
0.9978 |
0.9942 |
| S2 |
0.9927 |
0.9927 |
0.9971 |
|
| S3 |
0.9849 |
0.9878 |
0.9964 |
|
| S4 |
0.9771 |
0.9800 |
0.9942 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0386 |
0.9958 |
|
| R3 |
1.0313 |
1.0182 |
0.9902 |
|
| R2 |
1.0109 |
1.0109 |
0.9883 |
|
| R1 |
0.9978 |
0.9978 |
0.9865 |
0.9942 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9887 |
| S1 |
0.9774 |
0.9774 |
0.9827 |
0.9738 |
| S2 |
0.9701 |
0.9701 |
0.9809 |
|
| S3 |
0.9497 |
0.9570 |
0.9790 |
|
| S4 |
0.9293 |
0.9366 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0054 |
0.9790 |
0.0264 |
2.6% |
0.0101 |
1.0% |
74% |
True |
False |
1,020 |
| 10 |
1.0054 |
0.9790 |
0.0264 |
2.6% |
0.0086 |
0.9% |
74% |
True |
False |
688 |
| 20 |
1.0054 |
0.9701 |
0.0353 |
3.5% |
0.0076 |
0.8% |
80% |
True |
False |
438 |
| 40 |
1.0054 |
0.9365 |
0.0689 |
6.9% |
0.0071 |
0.7% |
90% |
True |
False |
295 |
| 60 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0062 |
0.6% |
91% |
True |
False |
204 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0054 |
0.5% |
91% |
True |
False |
157 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.7% |
0.0048 |
0.5% |
91% |
True |
False |
130 |
| 120 |
1.0054 |
0.9255 |
0.0799 |
8.0% |
0.0041 |
0.4% |
91% |
True |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0258 |
|
1.618 |
1.0180 |
|
1.000 |
1.0132 |
|
0.618 |
1.0102 |
|
HIGH |
1.0054 |
|
0.618 |
1.0024 |
|
0.500 |
1.0015 |
|
0.382 |
1.0006 |
|
LOW |
0.9976 |
|
0.618 |
0.9928 |
|
1.000 |
0.9898 |
|
1.618 |
0.9850 |
|
2.618 |
0.9772 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
0.9964 |
| PP |
1.0005 |
0.9943 |
| S1 |
0.9995 |
0.9922 |
|