CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9808 |
0.0018 |
0.2% |
0.9831 |
| High |
0.9842 |
0.9880 |
0.0038 |
0.4% |
0.9893 |
| Low |
0.9755 |
0.9798 |
0.0043 |
0.4% |
0.9291 |
| Close |
0.9801 |
0.9824 |
0.0023 |
0.2% |
0.9591 |
| Range |
0.0087 |
0.0082 |
-0.0005 |
-5.7% |
0.0602 |
| ATR |
0.0131 |
0.0128 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
660 |
769 |
109 |
16.5% |
3,693 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
1.0034 |
0.9869 |
|
| R3 |
0.9998 |
0.9952 |
0.9847 |
|
| R2 |
0.9916 |
0.9916 |
0.9839 |
|
| R1 |
0.9870 |
0.9870 |
0.9832 |
0.9893 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9846 |
| S1 |
0.9788 |
0.9788 |
0.9816 |
0.9811 |
| S2 |
0.9752 |
0.9752 |
0.9809 |
|
| S3 |
0.9670 |
0.9706 |
0.9801 |
|
| S4 |
0.9588 |
0.9624 |
0.9779 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1096 |
0.9922 |
|
| R3 |
1.0796 |
1.0494 |
0.9757 |
|
| R2 |
1.0194 |
1.0194 |
0.9701 |
|
| R1 |
0.9892 |
0.9892 |
0.9646 |
0.9742 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9517 |
| S1 |
0.9290 |
0.9290 |
0.9536 |
0.9140 |
| S2 |
0.8990 |
0.8990 |
0.9481 |
|
| S3 |
0.8388 |
0.8688 |
0.9425 |
|
| S4 |
0.7786 |
0.8086 |
0.9260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9880 |
0.9474 |
0.0406 |
4.1% |
0.0129 |
1.3% |
86% |
True |
False |
1,070 |
| 10 |
0.9970 |
0.9291 |
0.0679 |
6.9% |
0.0156 |
1.6% |
78% |
False |
False |
758 |
| 20 |
1.0054 |
0.9291 |
0.0763 |
7.8% |
0.0130 |
1.3% |
70% |
False |
False |
778 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
7.8% |
0.0100 |
1.0% |
70% |
False |
False |
521 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
7.8% |
0.0088 |
0.9% |
70% |
False |
False |
377 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0075 |
0.8% |
70% |
False |
False |
288 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0066 |
0.7% |
70% |
False |
False |
233 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
7.8% |
0.0058 |
0.6% |
70% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0095 |
|
1.618 |
1.0013 |
|
1.000 |
0.9962 |
|
0.618 |
0.9931 |
|
HIGH |
0.9880 |
|
0.618 |
0.9849 |
|
0.500 |
0.9839 |
|
0.382 |
0.9829 |
|
LOW |
0.9798 |
|
0.618 |
0.9747 |
|
1.000 |
0.9716 |
|
1.618 |
0.9665 |
|
2.618 |
0.9583 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9839 |
0.9816 |
| PP |
0.9834 |
0.9808 |
| S1 |
0.9829 |
0.9800 |
|