CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9344 |
0.9528 |
0.0184 |
2.0% |
0.9408 |
| High |
0.9539 |
0.9566 |
0.0027 |
0.3% |
0.9566 |
| Low |
0.9338 |
0.9477 |
0.0139 |
1.5% |
0.9222 |
| Close |
0.9517 |
0.9509 |
-0.0008 |
-0.1% |
0.9509 |
| Range |
0.0201 |
0.0089 |
-0.0112 |
-55.7% |
0.0344 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
1,241 |
2,952 |
1,711 |
137.9% |
9,034 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9784 |
0.9736 |
0.9558 |
|
| R3 |
0.9695 |
0.9647 |
0.9533 |
|
| R2 |
0.9606 |
0.9606 |
0.9525 |
|
| R1 |
0.9558 |
0.9558 |
0.9517 |
0.9538 |
| PP |
0.9517 |
0.9517 |
0.9517 |
0.9507 |
| S1 |
0.9469 |
0.9469 |
0.9501 |
0.9449 |
| S2 |
0.9428 |
0.9428 |
0.9493 |
|
| S3 |
0.9339 |
0.9380 |
0.9485 |
|
| S4 |
0.9250 |
0.9291 |
0.9460 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0331 |
0.9698 |
|
| R3 |
1.0120 |
0.9987 |
0.9604 |
|
| R2 |
0.9776 |
0.9776 |
0.9572 |
|
| R1 |
0.9643 |
0.9643 |
0.9541 |
0.9710 |
| PP |
0.9432 |
0.9432 |
0.9432 |
0.9466 |
| S1 |
0.9299 |
0.9299 |
0.9477 |
0.9366 |
| S2 |
0.9088 |
0.9088 |
0.9446 |
|
| S3 |
0.8744 |
0.8955 |
0.9414 |
|
| S4 |
0.8400 |
0.8611 |
0.9320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9566 |
0.9222 |
0.0344 |
3.6% |
0.0144 |
1.5% |
83% |
True |
False |
1,806 |
| 10 |
0.9754 |
0.9222 |
0.0532 |
5.6% |
0.0152 |
1.6% |
54% |
False |
False |
1,805 |
| 20 |
0.9893 |
0.9222 |
0.0671 |
7.1% |
0.0154 |
1.6% |
43% |
False |
False |
1,422 |
| 40 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0122 |
1.3% |
34% |
False |
False |
976 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0104 |
1.1% |
34% |
False |
False |
721 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0091 |
1.0% |
34% |
False |
False |
548 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0080 |
0.8% |
34% |
False |
False |
442 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0069 |
0.7% |
34% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9799 |
|
1.618 |
0.9710 |
|
1.000 |
0.9655 |
|
0.618 |
0.9621 |
|
HIGH |
0.9566 |
|
0.618 |
0.9532 |
|
0.500 |
0.9522 |
|
0.382 |
0.9511 |
|
LOW |
0.9477 |
|
0.618 |
0.9422 |
|
1.000 |
0.9388 |
|
1.618 |
0.9333 |
|
2.618 |
0.9244 |
|
4.250 |
0.9099 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9522 |
0.9485 |
| PP |
0.9517 |
0.9462 |
| S1 |
0.9513 |
0.9438 |
|