CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9825 |
0.0059 |
0.6% |
0.9730 |
| High |
0.9848 |
0.9837 |
-0.0011 |
-0.1% |
0.9848 |
| Low |
0.9754 |
0.9772 |
0.0018 |
0.2% |
0.9677 |
| Close |
0.9827 |
0.9802 |
-0.0025 |
-0.3% |
0.9827 |
| Range |
0.0094 |
0.0065 |
-0.0029 |
-30.9% |
0.0171 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
72,672 |
92,025 |
19,353 |
26.6% |
191,648 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9965 |
0.9838 |
|
| R3 |
0.9934 |
0.9900 |
0.9820 |
|
| R2 |
0.9869 |
0.9869 |
0.9814 |
|
| R1 |
0.9835 |
0.9835 |
0.9808 |
0.9820 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9796 |
| S1 |
0.9770 |
0.9770 |
0.9796 |
0.9755 |
| S2 |
0.9739 |
0.9739 |
0.9790 |
|
| S3 |
0.9674 |
0.9705 |
0.9784 |
|
| S4 |
0.9609 |
0.9640 |
0.9766 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0233 |
0.9921 |
|
| R3 |
1.0126 |
1.0062 |
0.9874 |
|
| R2 |
0.9955 |
0.9955 |
0.9858 |
|
| R1 |
0.9891 |
0.9891 |
0.9843 |
0.9923 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9800 |
| S1 |
0.9720 |
0.9720 |
0.9811 |
0.9752 |
| S2 |
0.9613 |
0.9613 |
0.9796 |
|
| S3 |
0.9442 |
0.9549 |
0.9780 |
|
| S4 |
0.9271 |
0.9378 |
0.9733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9848 |
0.9677 |
0.0171 |
1.7% |
0.0082 |
0.8% |
73% |
False |
False |
52,886 |
| 10 |
0.9848 |
0.9574 |
0.0274 |
2.8% |
0.0079 |
0.8% |
83% |
False |
False |
30,866 |
| 20 |
0.9848 |
0.9364 |
0.0484 |
4.9% |
0.0092 |
0.9% |
90% |
False |
False |
16,030 |
| 40 |
0.9848 |
0.9276 |
0.0572 |
5.8% |
0.0091 |
0.9% |
92% |
False |
False |
8,208 |
| 60 |
0.9848 |
0.9276 |
0.0572 |
5.8% |
0.0086 |
0.9% |
92% |
False |
False |
5,530 |
| 80 |
0.9848 |
0.9276 |
0.0572 |
5.8% |
0.0077 |
0.8% |
92% |
False |
False |
4,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
1.0007 |
|
1.618 |
0.9942 |
|
1.000 |
0.9902 |
|
0.618 |
0.9877 |
|
HIGH |
0.9837 |
|
0.618 |
0.9812 |
|
0.500 |
0.9805 |
|
0.382 |
0.9797 |
|
LOW |
0.9772 |
|
0.618 |
0.9732 |
|
1.000 |
0.9707 |
|
1.618 |
0.9667 |
|
2.618 |
0.9602 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9805 |
0.9789 |
| PP |
0.9804 |
0.9776 |
| S1 |
0.9803 |
0.9763 |
|