CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9885 |
0.9752 |
-0.0133 |
-1.3% |
0.9998 |
| High |
0.9885 |
0.9767 |
-0.0118 |
-1.2% |
1.0018 |
| Low |
0.9748 |
0.9662 |
-0.0086 |
-0.9% |
0.9797 |
| Close |
0.9749 |
0.9691 |
-0.0058 |
-0.6% |
0.9827 |
| Range |
0.0137 |
0.0105 |
-0.0032 |
-23.4% |
0.0221 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.7% |
0.0000 |
| Volume |
216 |
688 |
472 |
218.5% |
2,408 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9961 |
0.9749 |
|
| R3 |
0.9917 |
0.9856 |
0.9720 |
|
| R2 |
0.9812 |
0.9812 |
0.9710 |
|
| R1 |
0.9751 |
0.9751 |
0.9701 |
0.9729 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9696 |
| S1 |
0.9646 |
0.9646 |
0.9681 |
0.9624 |
| S2 |
0.9602 |
0.9602 |
0.9672 |
|
| S3 |
0.9497 |
0.9541 |
0.9662 |
|
| S4 |
0.9392 |
0.9436 |
0.9633 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0406 |
0.9949 |
|
| R3 |
1.0323 |
1.0185 |
0.9888 |
|
| R2 |
1.0102 |
1.0102 |
0.9868 |
|
| R1 |
0.9964 |
0.9964 |
0.9847 |
0.9923 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9860 |
| S1 |
0.9743 |
0.9743 |
0.9807 |
0.9702 |
| S2 |
0.9660 |
0.9660 |
0.9786 |
|
| S3 |
0.9439 |
0.9522 |
0.9766 |
|
| S4 |
0.9218 |
0.9301 |
0.9705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9980 |
0.9662 |
0.0318 |
3.3% |
0.0115 |
1.2% |
9% |
False |
True |
453 |
| 10 |
1.0020 |
0.9662 |
0.0358 |
3.7% |
0.0107 |
1.1% |
8% |
False |
True |
481 |
| 20 |
1.0054 |
0.9662 |
0.0392 |
4.0% |
0.0096 |
1.0% |
7% |
False |
True |
585 |
| 40 |
1.0054 |
0.9662 |
0.0392 |
4.0% |
0.0083 |
0.9% |
7% |
False |
True |
401 |
| 60 |
1.0054 |
0.9350 |
0.0704 |
7.3% |
0.0074 |
0.8% |
48% |
False |
False |
279 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0063 |
0.7% |
53% |
False |
False |
214 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0055 |
0.6% |
53% |
False |
False |
175 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.9% |
0.0050 |
0.5% |
53% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0042 |
|
1.618 |
0.9937 |
|
1.000 |
0.9872 |
|
0.618 |
0.9832 |
|
HIGH |
0.9767 |
|
0.618 |
0.9727 |
|
0.500 |
0.9715 |
|
0.382 |
0.9702 |
|
LOW |
0.9662 |
|
0.618 |
0.9597 |
|
1.000 |
0.9557 |
|
1.618 |
0.9492 |
|
2.618 |
0.9387 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9778 |
| PP |
0.9707 |
0.9749 |
| S1 |
0.9699 |
0.9720 |
|