CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9829 |
0.9810 |
-0.0019 |
-0.2% |
0.9732 |
| High |
0.9837 |
0.9855 |
0.0018 |
0.2% |
0.9847 |
| Low |
0.9774 |
0.9802 |
0.0028 |
0.3% |
0.9684 |
| Close |
0.9802 |
0.9848 |
0.0046 |
0.5% |
0.9827 |
| Range |
0.0063 |
0.0053 |
-0.0010 |
-15.9% |
0.0163 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
18,892 |
5,646 |
-13,246 |
-70.1% |
391,203 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9994 |
0.9974 |
0.9877 |
|
| R3 |
0.9941 |
0.9921 |
0.9863 |
|
| R2 |
0.9888 |
0.9888 |
0.9858 |
|
| R1 |
0.9868 |
0.9868 |
0.9853 |
0.9878 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9840 |
| S1 |
0.9815 |
0.9815 |
0.9843 |
0.9825 |
| S2 |
0.9782 |
0.9782 |
0.9838 |
|
| S3 |
0.9729 |
0.9762 |
0.9833 |
|
| S4 |
0.9676 |
0.9709 |
0.9819 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0214 |
0.9917 |
|
| R3 |
1.0112 |
1.0051 |
0.9872 |
|
| R2 |
0.9949 |
0.9949 |
0.9857 |
|
| R1 |
0.9888 |
0.9888 |
0.9842 |
0.9919 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9801 |
| S1 |
0.9725 |
0.9725 |
0.9812 |
0.9756 |
| S2 |
0.9623 |
0.9623 |
0.9797 |
|
| S3 |
0.9460 |
0.9562 |
0.9782 |
|
| S4 |
0.9297 |
0.9399 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9855 |
0.9684 |
0.0171 |
1.7% |
0.0074 |
0.7% |
96% |
True |
False |
50,781 |
| 10 |
0.9855 |
0.9650 |
0.0205 |
2.1% |
0.0071 |
0.7% |
97% |
True |
False |
68,943 |
| 20 |
0.9855 |
0.9362 |
0.0493 |
5.0% |
0.0092 |
0.9% |
99% |
True |
False |
75,591 |
| 40 |
0.9855 |
0.9274 |
0.0581 |
5.9% |
0.0097 |
1.0% |
99% |
True |
False |
79,234 |
| 60 |
0.9855 |
0.9274 |
0.0581 |
5.9% |
0.0096 |
1.0% |
99% |
True |
False |
72,565 |
| 80 |
0.9855 |
0.9274 |
0.0581 |
5.9% |
0.0103 |
1.0% |
99% |
True |
False |
58,553 |
| 100 |
0.9855 |
0.9217 |
0.0638 |
6.5% |
0.0106 |
1.1% |
99% |
True |
False |
46,897 |
| 120 |
0.9855 |
0.9100 |
0.0755 |
7.7% |
0.0106 |
1.1% |
99% |
True |
False |
39,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
0.9994 |
|
1.618 |
0.9941 |
|
1.000 |
0.9908 |
|
0.618 |
0.9888 |
|
HIGH |
0.9855 |
|
0.618 |
0.9835 |
|
0.500 |
0.9829 |
|
0.382 |
0.9822 |
|
LOW |
0.9802 |
|
0.618 |
0.9769 |
|
1.000 |
0.9749 |
|
1.618 |
0.9716 |
|
2.618 |
0.9663 |
|
4.250 |
0.9577 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9842 |
0.9834 |
| PP |
0.9835 |
0.9820 |
| S1 |
0.9829 |
0.9806 |
|