CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9731 |
0.9746 |
0.0015 |
0.2% |
0.9515 |
| High |
0.9769 |
0.9787 |
0.0018 |
0.2% |
0.9745 |
| Low |
0.9689 |
0.9716 |
0.0027 |
0.3% |
0.9459 |
| Close |
0.9745 |
0.9742 |
-0.0003 |
0.0% |
0.9712 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0286 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
24,384 |
26,326 |
1,942 |
8.0% |
26,224 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9923 |
0.9781 |
|
| R3 |
0.9890 |
0.9852 |
0.9762 |
|
| R2 |
0.9819 |
0.9819 |
0.9755 |
|
| R1 |
0.9781 |
0.9781 |
0.9749 |
0.9765 |
| PP |
0.9748 |
0.9748 |
0.9748 |
0.9740 |
| S1 |
0.9710 |
0.9710 |
0.9735 |
0.9694 |
| S2 |
0.9677 |
0.9677 |
0.9729 |
|
| S3 |
0.9606 |
0.9639 |
0.9722 |
|
| S4 |
0.9535 |
0.9568 |
0.9703 |
|
|
| 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 |
0.9787 |
0.9670 |
0.0117 |
1.2% |
0.0065 |
0.7% |
62% |
True |
False |
17,849 |
| 10 |
0.9787 |
0.9364 |
0.0423 |
4.3% |
0.0091 |
0.9% |
89% |
True |
False |
9,888 |
| 20 |
0.9787 |
0.9364 |
0.0423 |
4.3% |
0.0092 |
0.9% |
89% |
True |
False |
5,423 |
| 40 |
0.9787 |
0.9276 |
0.0511 |
5.2% |
0.0091 |
0.9% |
91% |
True |
False |
2,878 |
| 60 |
0.9787 |
0.9276 |
0.0511 |
5.2% |
0.0084 |
0.9% |
91% |
True |
False |
1,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0089 |
|
2.618 |
0.9973 |
|
1.618 |
0.9902 |
|
1.000 |
0.9858 |
|
0.618 |
0.9831 |
|
HIGH |
0.9787 |
|
0.618 |
0.9760 |
|
0.500 |
0.9752 |
|
0.382 |
0.9743 |
|
LOW |
0.9716 |
|
0.618 |
0.9672 |
|
1.000 |
0.9645 |
|
1.618 |
0.9601 |
|
2.618 |
0.9530 |
|
4.250 |
0.9414 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9752 |
0.9741 |
| PP |
0.9748 |
0.9739 |
| S1 |
0.9745 |
0.9738 |
|