CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9653 |
0.9694 |
0.0041 |
0.4% |
0.9624 |
| High |
0.9733 |
0.9737 |
0.0004 |
0.0% |
0.9643 |
| Low |
0.9650 |
0.9671 |
0.0021 |
0.2% |
0.9362 |
| Close |
0.9698 |
0.9701 |
0.0003 |
0.0% |
0.9507 |
| Range |
0.0083 |
0.0066 |
-0.0017 |
-20.5% |
0.0281 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
103,185 |
85,112 |
-18,073 |
-17.5% |
447,672 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9901 |
0.9867 |
0.9737 |
|
| R3 |
0.9835 |
0.9801 |
0.9719 |
|
| R2 |
0.9769 |
0.9769 |
0.9713 |
|
| R1 |
0.9735 |
0.9735 |
0.9707 |
0.9752 |
| PP |
0.9703 |
0.9703 |
0.9703 |
0.9712 |
| S1 |
0.9669 |
0.9669 |
0.9695 |
0.9686 |
| S2 |
0.9637 |
0.9637 |
0.9689 |
|
| S3 |
0.9571 |
0.9603 |
0.9683 |
|
| S4 |
0.9505 |
0.9537 |
0.9665 |
|
|
| 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 |
0.9737 |
0.9412 |
0.0325 |
3.4% |
0.0105 |
1.1% |
89% |
True |
False |
93,461 |
| 10 |
0.9737 |
0.9362 |
0.0375 |
3.9% |
0.0113 |
1.2% |
90% |
True |
False |
88,158 |
| 20 |
0.9737 |
0.9274 |
0.0463 |
4.8% |
0.0108 |
1.1% |
92% |
True |
False |
86,579 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0102 |
1.0% |
84% |
False |
False |
79,928 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0103 |
1.1% |
84% |
False |
False |
69,462 |
| 80 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0106 |
1.1% |
84% |
False |
False |
52,310 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0109 |
1.1% |
84% |
False |
False |
41,907 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0105 |
1.1% |
87% |
False |
False |
34,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0018 |
|
2.618 |
0.9910 |
|
1.618 |
0.9844 |
|
1.000 |
0.9803 |
|
0.618 |
0.9778 |
|
HIGH |
0.9737 |
|
0.618 |
0.9712 |
|
0.500 |
0.9704 |
|
0.382 |
0.9696 |
|
LOW |
0.9671 |
|
0.618 |
0.9630 |
|
1.000 |
0.9605 |
|
1.618 |
0.9564 |
|
2.618 |
0.9498 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9686 |
| PP |
0.9703 |
0.9671 |
| S1 |
0.9702 |
0.9656 |
|