CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9408 |
0.9405 |
-0.0003 |
0.0% |
0.9660 |
| High |
0.9491 |
0.9405 |
-0.0086 |
-0.9% |
0.9754 |
| Low |
0.9380 |
0.9222 |
-0.0158 |
-1.7% |
0.9300 |
| Close |
0.9454 |
0.9298 |
-0.0156 |
-1.7% |
0.9407 |
| Range |
0.0111 |
0.0183 |
0.0072 |
64.9% |
0.0454 |
| ATR |
0.0140 |
0.0147 |
0.0007 |
4.7% |
0.0000 |
| Volume |
1,766 |
811 |
-955 |
-54.1% |
9,024 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9857 |
0.9761 |
0.9399 |
|
| R3 |
0.9674 |
0.9578 |
0.9348 |
|
| R2 |
0.9491 |
0.9491 |
0.9332 |
|
| R1 |
0.9395 |
0.9395 |
0.9315 |
0.9352 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9287 |
| S1 |
0.9212 |
0.9212 |
0.9281 |
0.9169 |
| S2 |
0.9125 |
0.9125 |
0.9264 |
|
| S3 |
0.8942 |
0.9029 |
0.9248 |
|
| S4 |
0.8759 |
0.8846 |
0.9197 |
|
|
| 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 |
0.9620 |
0.9222 |
0.0398 |
4.3% |
0.0169 |
1.8% |
19% |
False |
True |
1,881 |
| 10 |
0.9880 |
0.9222 |
0.0658 |
7.1% |
0.0142 |
1.5% |
12% |
False |
True |
1,607 |
| 20 |
0.9980 |
0.9222 |
0.0758 |
8.2% |
0.0151 |
1.6% |
10% |
False |
True |
1,183 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0116 |
1.3% |
9% |
False |
True |
829 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0099 |
1.1% |
9% |
False |
True |
616 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0087 |
0.9% |
9% |
False |
True |
468 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0076 |
0.8% |
9% |
False |
True |
378 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0066 |
0.7% |
9% |
False |
True |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0183 |
|
2.618 |
0.9884 |
|
1.618 |
0.9701 |
|
1.000 |
0.9588 |
|
0.618 |
0.9518 |
|
HIGH |
0.9405 |
|
0.618 |
0.9335 |
|
0.500 |
0.9314 |
|
0.382 |
0.9292 |
|
LOW |
0.9222 |
|
0.618 |
0.9109 |
|
1.000 |
0.9039 |
|
1.618 |
0.8926 |
|
2.618 |
0.8743 |
|
4.250 |
0.8444 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9314 |
0.9357 |
| PP |
0.9308 |
0.9337 |
| S1 |
0.9303 |
0.9318 |
|