CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9568 |
-0.0037 |
-0.4% |
0.9657 |
| High |
0.9620 |
0.9569 |
-0.0051 |
-0.5% |
0.9880 |
| Low |
0.9485 |
0.9325 |
-0.0160 |
-1.7% |
0.9630 |
| Close |
0.9540 |
0.9387 |
-0.0153 |
-1.6% |
0.9687 |
| Range |
0.0135 |
0.0244 |
0.0109 |
80.7% |
0.0250 |
| ATR |
0.0132 |
0.0140 |
0.0008 |
6.1% |
0.0000 |
| Volume |
1,352 |
1,630 |
278 |
20.6% |
6,696 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0017 |
0.9521 |
|
| R3 |
0.9915 |
0.9773 |
0.9454 |
|
| R2 |
0.9671 |
0.9671 |
0.9432 |
|
| R1 |
0.9529 |
0.9529 |
0.9409 |
0.9478 |
| PP |
0.9427 |
0.9427 |
0.9427 |
0.9402 |
| S1 |
0.9285 |
0.9285 |
0.9365 |
0.9234 |
| S2 |
0.9183 |
0.9183 |
0.9342 |
|
| S3 |
0.8939 |
0.9041 |
0.9320 |
|
| S4 |
0.8695 |
0.8797 |
0.9253 |
|
|
| 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 |
0.9784 |
0.9325 |
0.0459 |
4.9% |
0.0157 |
1.7% |
14% |
False |
True |
1,644 |
| 10 |
0.9880 |
0.9325 |
0.0555 |
5.9% |
0.0143 |
1.5% |
11% |
False |
True |
1,357 |
| 20 |
1.0018 |
0.9291 |
0.0727 |
7.7% |
0.0143 |
1.5% |
13% |
False |
False |
917 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0109 |
1.2% |
13% |
False |
False |
687 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0095 |
1.0% |
13% |
False |
False |
512 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.2% |
0.0083 |
0.9% |
13% |
False |
False |
389 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.2% |
0.0072 |
0.8% |
13% |
False |
False |
315 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.2% |
0.0063 |
0.7% |
13% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0606 |
|
2.618 |
1.0208 |
|
1.618 |
0.9964 |
|
1.000 |
0.9813 |
|
0.618 |
0.9720 |
|
HIGH |
0.9569 |
|
0.618 |
0.9476 |
|
0.500 |
0.9447 |
|
0.382 |
0.9418 |
|
LOW |
0.9325 |
|
0.618 |
0.9174 |
|
1.000 |
0.9081 |
|
1.618 |
0.8930 |
|
2.618 |
0.8686 |
|
4.250 |
0.8288 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9447 |
0.9540 |
| PP |
0.9427 |
0.9489 |
| S1 |
0.9407 |
0.9438 |
|