CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9568 |
0.9334 |
-0.0234 |
-2.4% |
0.9660 |
| High |
0.9569 |
0.9474 |
-0.0095 |
-1.0% |
0.9754 |
| Low |
0.9325 |
0.9300 |
-0.0025 |
-0.3% |
0.9300 |
| Close |
0.9387 |
0.9407 |
0.0020 |
0.2% |
0.9407 |
| Range |
0.0244 |
0.0174 |
-0.0070 |
-28.7% |
0.0454 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,630 |
3,847 |
2,217 |
136.0% |
9,024 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9835 |
0.9503 |
|
| R3 |
0.9742 |
0.9661 |
0.9455 |
|
| R2 |
0.9568 |
0.9568 |
0.9439 |
|
| R1 |
0.9487 |
0.9487 |
0.9423 |
0.9528 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9414 |
| S1 |
0.9313 |
0.9313 |
0.9391 |
0.9354 |
| S2 |
0.9220 |
0.9220 |
0.9375 |
|
| S3 |
0.9046 |
0.9139 |
0.9359 |
|
| S4 |
0.8872 |
0.8965 |
0.9311 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0582 |
0.9657 |
|
| R3 |
1.0395 |
1.0128 |
0.9532 |
|
| R2 |
0.9941 |
0.9941 |
0.9490 |
|
| R1 |
0.9674 |
0.9674 |
0.9449 |
0.9581 |
| PP |
0.9487 |
0.9487 |
0.9487 |
0.9440 |
| S1 |
0.9220 |
0.9220 |
0.9365 |
0.9127 |
| S2 |
0.9033 |
0.9033 |
0.9324 |
|
| S3 |
0.8579 |
0.8766 |
0.9282 |
|
| S4 |
0.8125 |
0.8312 |
0.9157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9300 |
0.0454 |
4.8% |
0.0161 |
1.7% |
24% |
False |
True |
1,804 |
| 10 |
0.9880 |
0.9300 |
0.0580 |
6.2% |
0.0141 |
1.5% |
18% |
False |
True |
1,572 |
| 20 |
1.0018 |
0.9291 |
0.0727 |
7.7% |
0.0147 |
1.6% |
16% |
False |
False |
1,091 |
| 40 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0111 |
1.2% |
15% |
False |
False |
780 |
| 60 |
1.0054 |
0.9291 |
0.0763 |
8.1% |
0.0098 |
1.0% |
15% |
False |
False |
576 |
| 80 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0085 |
0.9% |
16% |
False |
False |
436 |
| 100 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0074 |
0.8% |
16% |
False |
False |
353 |
| 120 |
1.0054 |
0.9288 |
0.0766 |
8.1% |
0.0064 |
0.7% |
16% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0214 |
|
2.618 |
0.9930 |
|
1.618 |
0.9756 |
|
1.000 |
0.9648 |
|
0.618 |
0.9582 |
|
HIGH |
0.9474 |
|
0.618 |
0.9408 |
|
0.500 |
0.9387 |
|
0.382 |
0.9366 |
|
LOW |
0.9300 |
|
0.618 |
0.9192 |
|
1.000 |
0.9126 |
|
1.618 |
0.9018 |
|
2.618 |
0.8844 |
|
4.250 |
0.8561 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9400 |
0.9460 |
| PP |
0.9394 |
0.9442 |
| S1 |
0.9387 |
0.9425 |
|