CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9605 |
-0.0050 |
-0.5% |
0.9657 |
| High |
0.9754 |
0.9620 |
-0.0134 |
-1.4% |
0.9880 |
| Low |
0.9605 |
0.9485 |
-0.0120 |
-1.2% |
0.9630 |
| Close |
0.9608 |
0.9540 |
-0.0068 |
-0.7% |
0.9687 |
| Range |
0.0149 |
0.0135 |
-0.0014 |
-9.4% |
0.0250 |
| ATR |
0.0131 |
0.0132 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,207 |
1,352 |
145 |
12.0% |
6,696 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9882 |
0.9614 |
|
| R3 |
0.9818 |
0.9747 |
0.9577 |
|
| R2 |
0.9683 |
0.9683 |
0.9565 |
|
| R1 |
0.9612 |
0.9612 |
0.9552 |
0.9580 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9533 |
| S1 |
0.9477 |
0.9477 |
0.9528 |
0.9445 |
| S2 |
0.9413 |
0.9413 |
0.9515 |
|
| S3 |
0.9278 |
0.9342 |
0.9503 |
|
| S4 |
0.9143 |
0.9207 |
0.9466 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0335 |
0.9825 |
|
| R3 |
1.0232 |
1.0085 |
0.9756 |
|
| R2 |
0.9982 |
0.9982 |
0.9733 |
|
| R1 |
0.9835 |
0.9835 |
0.9710 |
0.9909 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9769 |
| S1 |
0.9585 |
0.9585 |
0.9664 |
0.9659 |
| S2 |
0.9482 |
0.9482 |
0.9641 |
|
| S3 |
0.9232 |
0.9335 |
0.9618 |
|
| S4 |
0.8982 |
0.9085 |
0.9550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9880 |
0.9485 |
0.0395 |
4.1% |
0.0124 |
1.3% |
14% |
False |
True |
1,472 |
| 10 |
0.9880 |
0.9291 |
0.0589 |
6.2% |
0.0162 |
1.7% |
42% |
False |
False |
1,251 |
| 20 |
1.0020 |
0.9291 |
0.0729 |
7.6% |
0.0134 |
1.4% |
34% |
False |
False |
866 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
8.0% |
0.0105 |
1.1% |
33% |
False |
False |
652 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
8.0% |
0.0092 |
1.0% |
33% |
False |
False |
485 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0080 |
0.8% |
33% |
False |
False |
369 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0070 |
0.7% |
33% |
False |
False |
298 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.0% |
0.0062 |
0.7% |
33% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
0.9973 |
|
1.618 |
0.9838 |
|
1.000 |
0.9755 |
|
0.618 |
0.9703 |
|
HIGH |
0.9620 |
|
0.618 |
0.9568 |
|
0.500 |
0.9553 |
|
0.382 |
0.9537 |
|
LOW |
0.9485 |
|
0.618 |
0.9402 |
|
1.000 |
0.9350 |
|
1.618 |
0.9267 |
|
2.618 |
0.9132 |
|
4.250 |
0.8911 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9553 |
0.9620 |
| PP |
0.9548 |
0.9593 |
| S1 |
0.9544 |
0.9567 |
|