CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9507 |
0.9602 |
0.0095 |
1.0% |
0.9624 |
| High |
0.9606 |
0.9701 |
0.0095 |
1.0% |
0.9643 |
| Low |
0.9458 |
0.9575 |
0.0117 |
1.2% |
0.9362 |
| Close |
0.9603 |
0.9653 |
0.0050 |
0.5% |
0.9507 |
| Range |
0.0148 |
0.0126 |
-0.0022 |
-14.9% |
0.0281 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
87,587 |
82,571 |
-5,016 |
-5.7% |
447,672 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9963 |
0.9722 |
|
| R3 |
0.9895 |
0.9837 |
0.9688 |
|
| R2 |
0.9769 |
0.9769 |
0.9676 |
|
| R1 |
0.9711 |
0.9711 |
0.9665 |
0.9740 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9658 |
| S1 |
0.9585 |
0.9585 |
0.9641 |
0.9614 |
| S2 |
0.9517 |
0.9517 |
0.9630 |
|
| S3 |
0.9391 |
0.9459 |
0.9618 |
|
| S4 |
0.9265 |
0.9333 |
0.9584 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0208 |
0.9662 |
|
| R3 |
1.0066 |
0.9927 |
0.9584 |
|
| R2 |
0.9785 |
0.9785 |
0.9559 |
|
| R1 |
0.9646 |
0.9646 |
0.9533 |
0.9575 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9469 |
| S1 |
0.9365 |
0.9365 |
0.9481 |
0.9294 |
| S2 |
0.9223 |
0.9223 |
0.9455 |
|
| S3 |
0.8942 |
0.9084 |
0.9430 |
|
| S4 |
0.8661 |
0.8803 |
0.9352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9701 |
0.9362 |
0.0339 |
3.5% |
0.0121 |
1.3% |
86% |
True |
False |
94,500 |
| 10 |
0.9701 |
0.9362 |
0.0339 |
3.5% |
0.0113 |
1.2% |
86% |
True |
False |
82,238 |
| 20 |
0.9701 |
0.9274 |
0.0427 |
4.4% |
0.0108 |
1.1% |
89% |
True |
False |
84,461 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0104 |
1.1% |
75% |
False |
False |
77,659 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0104 |
1.1% |
75% |
False |
False |
66,416 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.8% |
0.0107 |
1.1% |
77% |
False |
False |
49,961 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0109 |
1.1% |
76% |
False |
False |
40,026 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0105 |
1.1% |
80% |
False |
False |
33,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0237 |
|
2.618 |
1.0031 |
|
1.618 |
0.9905 |
|
1.000 |
0.9827 |
|
0.618 |
0.9779 |
|
HIGH |
0.9701 |
|
0.618 |
0.9653 |
|
0.500 |
0.9638 |
|
0.382 |
0.9623 |
|
LOW |
0.9575 |
|
0.618 |
0.9497 |
|
1.000 |
0.9449 |
|
1.618 |
0.9371 |
|
2.618 |
0.9245 |
|
4.250 |
0.9040 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9648 |
0.9621 |
| PP |
0.9643 |
0.9589 |
| S1 |
0.9638 |
0.9557 |
|