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 |
|