CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9746 |
0.9754 |
0.0008 |
0.1% |
0.9515 |
High |
0.9787 |
0.9776 |
-0.0011 |
-0.1% |
0.9745 |
Low |
0.9716 |
0.9677 |
-0.0039 |
-0.4% |
0.9459 |
Close |
0.9742 |
0.9754 |
0.0012 |
0.1% |
0.9712 |
Range |
0.0071 |
0.0099 |
0.0028 |
39.4% |
0.0286 |
ATR |
0.0089 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
Volume |
26,326 |
49,027 |
22,701 |
86.2% |
26,224 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0033 |
0.9992 |
0.9808 |
|
R3 |
0.9934 |
0.9893 |
0.9781 |
|
R2 |
0.9835 |
0.9835 |
0.9772 |
|
R1 |
0.9794 |
0.9794 |
0.9763 |
0.9804 |
PP |
0.9736 |
0.9736 |
0.9736 |
0.9740 |
S1 |
0.9695 |
0.9695 |
0.9745 |
0.9705 |
S2 |
0.9637 |
0.9637 |
0.9736 |
|
S3 |
0.9538 |
0.9596 |
0.9727 |
|
S4 |
0.9439 |
0.9497 |
0.9700 |
|
|
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 |
0.9677 |
0.0110 |
1.1% |
0.0072 |
0.7% |
70% |
False |
True |
26,629 |
10 |
0.9787 |
0.9419 |
0.0368 |
3.8% |
0.0087 |
0.9% |
91% |
False |
False |
14,661 |
20 |
0.9787 |
0.9364 |
0.0423 |
4.3% |
0.0090 |
0.9% |
92% |
False |
False |
7,852 |
40 |
0.9787 |
0.9276 |
0.0511 |
5.2% |
0.0091 |
0.9% |
94% |
False |
False |
4,098 |
60 |
0.9787 |
0.9276 |
0.0511 |
5.2% |
0.0085 |
0.9% |
94% |
False |
False |
2,789 |
80 |
0.9787 |
0.9276 |
0.0511 |
5.2% |
0.0076 |
0.8% |
94% |
False |
False |
2,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0197 |
2.618 |
1.0035 |
1.618 |
0.9936 |
1.000 |
0.9875 |
0.618 |
0.9837 |
HIGH |
0.9776 |
0.618 |
0.9738 |
0.500 |
0.9727 |
0.382 |
0.9715 |
LOW |
0.9677 |
0.618 |
0.9616 |
1.000 |
0.9578 |
1.618 |
0.9517 |
2.618 |
0.9418 |
4.250 |
0.9256 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9745 |
0.9747 |
PP |
0.9736 |
0.9739 |
S1 |
0.9727 |
0.9732 |
|