CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9696 |
0.9732 |
0.0036 |
0.4% |
0.9507 |
| High |
0.9746 |
0.9755 |
0.0009 |
0.1% |
0.9746 |
| Low |
0.9678 |
0.9713 |
0.0035 |
0.4% |
0.9458 |
| Close |
0.9713 |
0.9730 |
0.0017 |
0.2% |
0.9713 |
| Range |
0.0068 |
0.0042 |
-0.0026 |
-38.2% |
0.0288 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
85,397 |
87,105 |
1,708 |
2.0% |
443,852 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9859 |
0.9836 |
0.9753 |
|
| R3 |
0.9817 |
0.9794 |
0.9742 |
|
| R2 |
0.9775 |
0.9775 |
0.9738 |
|
| R1 |
0.9752 |
0.9752 |
0.9734 |
0.9743 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9728 |
| S1 |
0.9710 |
0.9710 |
0.9726 |
0.9701 |
| S2 |
0.9691 |
0.9691 |
0.9722 |
|
| S3 |
0.9649 |
0.9668 |
0.9718 |
|
| S4 |
0.9607 |
0.9626 |
0.9707 |
|
|
| 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 |
0.9755 |
0.9575 |
0.0180 |
1.8% |
0.0077 |
0.8% |
86% |
True |
False |
88,674 |
| 10 |
0.9755 |
0.9362 |
0.0393 |
4.0% |
0.0105 |
1.1% |
94% |
True |
False |
89,232 |
| 20 |
0.9755 |
0.9290 |
0.0465 |
4.8% |
0.0101 |
1.0% |
95% |
True |
False |
86,654 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0100 |
1.0% |
90% |
False |
False |
81,193 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0100 |
1.0% |
90% |
False |
False |
72,177 |
| 80 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0105 |
1.1% |
90% |
False |
False |
54,460 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0108 |
1.1% |
89% |
False |
False |
43,629 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0106 |
1.1% |
91% |
False |
False |
36,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9865 |
|
1.618 |
0.9823 |
|
1.000 |
0.9797 |
|
0.618 |
0.9781 |
|
HIGH |
0.9755 |
|
0.618 |
0.9739 |
|
0.500 |
0.9734 |
|
0.382 |
0.9729 |
|
LOW |
0.9713 |
|
0.618 |
0.9687 |
|
1.000 |
0.9671 |
|
1.618 |
0.9645 |
|
2.618 |
0.9603 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9734 |
0.9724 |
| PP |
0.9733 |
0.9719 |
| S1 |
0.9731 |
0.9713 |
|