CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9694 |
0.9696 |
0.0002 |
0.0% |
0.9507 |
| High |
0.9737 |
0.9746 |
0.0009 |
0.1% |
0.9746 |
| Low |
0.9671 |
0.9678 |
0.0007 |
0.1% |
0.9458 |
| Close |
0.9701 |
0.9713 |
0.0012 |
0.1% |
0.9713 |
| Range |
0.0066 |
0.0068 |
0.0002 |
3.0% |
0.0288 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
85,112 |
85,397 |
285 |
0.3% |
443,852 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9883 |
0.9750 |
|
| R3 |
0.9848 |
0.9815 |
0.9732 |
|
| R2 |
0.9780 |
0.9780 |
0.9725 |
|
| R1 |
0.9747 |
0.9747 |
0.9719 |
0.9764 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9721 |
| S1 |
0.9679 |
0.9679 |
0.9707 |
0.9696 |
| S2 |
0.9644 |
0.9644 |
0.9701 |
|
| S3 |
0.9576 |
0.9611 |
0.9694 |
|
| S4 |
0.9508 |
0.9543 |
0.9676 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0396 |
0.9871 |
|
| R3 |
1.0215 |
1.0108 |
0.9792 |
|
| R2 |
0.9927 |
0.9927 |
0.9766 |
|
| R1 |
0.9820 |
0.9820 |
0.9739 |
0.9874 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9666 |
| S1 |
0.9532 |
0.9532 |
0.9687 |
0.9586 |
| S2 |
0.9351 |
0.9351 |
0.9660 |
|
| S3 |
0.9063 |
0.9244 |
0.9634 |
|
| S4 |
0.8775 |
0.8956 |
0.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9746 |
0.9458 |
0.0288 |
3.0% |
0.0098 |
1.0% |
89% |
True |
False |
88,770 |
| 10 |
0.9746 |
0.9362 |
0.0384 |
4.0% |
0.0107 |
1.1% |
91% |
True |
False |
89,152 |
| 20 |
0.9746 |
0.9274 |
0.0472 |
4.9% |
0.0105 |
1.1% |
93% |
True |
False |
87,353 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0101 |
1.0% |
87% |
False |
False |
80,611 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0102 |
1.0% |
87% |
False |
False |
70,855 |
| 80 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0106 |
1.1% |
87% |
False |
False |
53,374 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0108 |
1.1% |
86% |
False |
False |
42,760 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0105 |
1.1% |
89% |
False |
False |
35,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9924 |
|
1.618 |
0.9856 |
|
1.000 |
0.9814 |
|
0.618 |
0.9788 |
|
HIGH |
0.9746 |
|
0.618 |
0.9720 |
|
0.500 |
0.9712 |
|
0.382 |
0.9704 |
|
LOW |
0.9678 |
|
0.618 |
0.9636 |
|
1.000 |
0.9610 |
|
1.618 |
0.9568 |
|
2.618 |
0.9500 |
|
4.250 |
0.9389 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9708 |
| PP |
0.9712 |
0.9703 |
| S1 |
0.9712 |
0.9698 |
|