CME Canadian Dollar Future June 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 |
0.9515 |
0.9600 |
0.0085 |
0.9% |
0.9623 |
| High |
0.9603 |
0.9698 |
0.0095 |
1.0% |
0.9642 |
| Low |
0.9459 |
0.9574 |
0.0115 |
1.2% |
0.9364 |
| Close |
0.9601 |
0.9651 |
0.0050 |
0.5% |
0.9506 |
| Range |
0.0144 |
0.0124 |
-0.0020 |
-13.9% |
0.0278 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,236 |
2,208 |
972 |
78.6% |
8,012 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9956 |
0.9719 |
|
| R3 |
0.9889 |
0.9832 |
0.9685 |
|
| R2 |
0.9765 |
0.9765 |
0.9674 |
|
| R1 |
0.9708 |
0.9708 |
0.9662 |
0.9737 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9655 |
| S1 |
0.9584 |
0.9584 |
0.9640 |
0.9613 |
| S2 |
0.9517 |
0.9517 |
0.9628 |
|
| S3 |
0.9393 |
0.9460 |
0.9617 |
|
| S4 |
0.9269 |
0.9336 |
0.9583 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0200 |
0.9659 |
|
| R3 |
1.0060 |
0.9922 |
0.9582 |
|
| R2 |
0.9782 |
0.9782 |
0.9557 |
|
| R1 |
0.9644 |
0.9644 |
0.9531 |
0.9574 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9469 |
| S1 |
0.9366 |
0.9366 |
0.9481 |
0.9296 |
| S2 |
0.9226 |
0.9226 |
0.9455 |
|
| S3 |
0.8948 |
0.9088 |
0.9430 |
|
| S4 |
0.8670 |
0.8810 |
0.9353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9698 |
0.9364 |
0.0334 |
3.5% |
0.0115 |
1.2% |
86% |
True |
False |
2,054 |
| 10 |
0.9698 |
0.9364 |
0.0334 |
3.5% |
0.0109 |
1.1% |
86% |
True |
False |
1,377 |
| 20 |
0.9698 |
0.9276 |
0.0422 |
4.4% |
0.0100 |
1.0% |
89% |
True |
False |
909 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0092 |
1.0% |
75% |
False |
False |
608 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0084 |
0.9% |
75% |
False |
False |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0023 |
|
1.618 |
0.9899 |
|
1.000 |
0.9822 |
|
0.618 |
0.9775 |
|
HIGH |
0.9698 |
|
0.618 |
0.9651 |
|
0.500 |
0.9636 |
|
0.382 |
0.9621 |
|
LOW |
0.9574 |
|
0.618 |
0.9497 |
|
1.000 |
0.9450 |
|
1.618 |
0.9373 |
|
2.618 |
0.9249 |
|
4.250 |
0.9047 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9646 |
0.9620 |
| PP |
0.9641 |
0.9589 |
| S1 |
0.9636 |
0.9559 |
|