CME Canadian Dollar Future June 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 |
0.9699 |
0.9730 |
0.0031 |
0.3% |
0.9515 |
| High |
0.9745 |
0.9754 |
0.0009 |
0.1% |
0.9745 |
| Low |
0.9679 |
0.9712 |
0.0033 |
0.3% |
0.9459 |
| Close |
0.9712 |
0.9730 |
0.0018 |
0.2% |
0.9712 |
| Range |
0.0066 |
0.0042 |
-0.0024 |
-36.4% |
0.0286 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
14,173 |
19,239 |
5,066 |
35.7% |
26,224 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9858 |
0.9836 |
0.9753 |
|
| R3 |
0.9816 |
0.9794 |
0.9742 |
|
| R2 |
0.9774 |
0.9774 |
0.9738 |
|
| R1 |
0.9752 |
0.9752 |
0.9734 |
0.9751 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9732 |
| S1 |
0.9710 |
0.9710 |
0.9726 |
0.9709 |
| S2 |
0.9690 |
0.9690 |
0.9722 |
|
| S3 |
0.9648 |
0.9668 |
0.9718 |
|
| S4 |
0.9606 |
0.9626 |
0.9707 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0390 |
0.9869 |
|
| R3 |
1.0211 |
1.0104 |
0.9791 |
|
| R2 |
0.9925 |
0.9925 |
0.9764 |
|
| R1 |
0.9818 |
0.9818 |
0.9738 |
0.9872 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9665 |
| S1 |
0.9532 |
0.9532 |
0.9686 |
0.9586 |
| S2 |
0.9353 |
0.9353 |
0.9660 |
|
| S3 |
0.9067 |
0.9246 |
0.9633 |
|
| S4 |
0.8781 |
0.8960 |
0.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9574 |
0.0180 |
1.8% |
0.0076 |
0.8% |
87% |
True |
False |
8,845 |
| 10 |
0.9754 |
0.9364 |
0.0390 |
4.0% |
0.0101 |
1.0% |
94% |
True |
False |
5,285 |
| 20 |
0.9754 |
0.9300 |
0.0454 |
4.7% |
0.0093 |
1.0% |
95% |
True |
False |
2,934 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0092 |
0.9% |
91% |
False |
False |
1,630 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0083 |
0.9% |
91% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9933 |
|
2.618 |
0.9864 |
|
1.618 |
0.9822 |
|
1.000 |
0.9796 |
|
0.618 |
0.9780 |
|
HIGH |
0.9754 |
|
0.618 |
0.9738 |
|
0.500 |
0.9733 |
|
0.382 |
0.9728 |
|
LOW |
0.9712 |
|
0.618 |
0.9686 |
|
1.000 |
0.9670 |
|
1.618 |
0.9644 |
|
2.618 |
0.9602 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9733 |
0.9724 |
| PP |
0.9732 |
0.9718 |
| S1 |
0.9731 |
0.9712 |
|