CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9405 |
0.9378 |
-0.0027 |
-0.3% |
0.9660 |
| High |
0.9405 |
0.9445 |
0.0040 |
0.4% |
0.9754 |
| Low |
0.9222 |
0.9310 |
0.0088 |
1.0% |
0.9300 |
| Close |
0.9298 |
0.9392 |
0.0094 |
1.0% |
0.9407 |
| Range |
0.0183 |
0.0135 |
-0.0048 |
-26.2% |
0.0454 |
| ATR |
0.0147 |
0.0147 |
0.0000 |
0.0% |
0.0000 |
| Volume |
811 |
2,264 |
1,453 |
179.2% |
9,024 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9725 |
0.9466 |
|
| R3 |
0.9652 |
0.9590 |
0.9429 |
|
| R2 |
0.9517 |
0.9517 |
0.9417 |
|
| R1 |
0.9455 |
0.9455 |
0.9404 |
0.9486 |
| PP |
0.9382 |
0.9382 |
0.9382 |
0.9398 |
| S1 |
0.9320 |
0.9320 |
0.9380 |
0.9351 |
| S2 |
0.9247 |
0.9247 |
0.9367 |
|
| S3 |
0.9112 |
0.9185 |
0.9355 |
|
| S4 |
0.8977 |
0.9050 |
0.9318 |
|
|
| 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 |
0.9569 |
0.9222 |
0.0347 |
3.7% |
0.0169 |
1.8% |
49% |
False |
False |
2,063 |
| 10 |
0.9880 |
0.9222 |
0.0658 |
7.0% |
0.0147 |
1.6% |
26% |
False |
False |
1,767 |
| 20 |
0.9980 |
0.9222 |
0.0758 |
8.1% |
0.0152 |
1.6% |
22% |
False |
False |
1,254 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0118 |
1.3% |
20% |
False |
False |
882 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0100 |
1.1% |
20% |
False |
False |
652 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0088 |
0.9% |
20% |
False |
False |
496 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0077 |
0.8% |
20% |
False |
False |
401 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0067 |
0.7% |
20% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0019 |
|
2.618 |
0.9798 |
|
1.618 |
0.9663 |
|
1.000 |
0.9580 |
|
0.618 |
0.9528 |
|
HIGH |
0.9445 |
|
0.618 |
0.9393 |
|
0.500 |
0.9378 |
|
0.382 |
0.9362 |
|
LOW |
0.9310 |
|
0.618 |
0.9227 |
|
1.000 |
0.9175 |
|
1.618 |
0.9092 |
|
2.618 |
0.8957 |
|
4.250 |
0.8736 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9387 |
0.9380 |
| PP |
0.9382 |
0.9368 |
| S1 |
0.9378 |
0.9357 |
|