CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9809 |
-0.0016 |
-0.2% |
0.9730 |
| High |
0.9837 |
0.9867 |
0.0030 |
0.3% |
0.9848 |
| Low |
0.9772 |
0.9801 |
0.0029 |
0.3% |
0.9677 |
| Close |
0.9802 |
0.9855 |
0.0053 |
0.5% |
0.9827 |
| Range |
0.0065 |
0.0066 |
0.0001 |
1.5% |
0.0171 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
92,025 |
60,027 |
-31,998 |
-34.8% |
191,648 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0013 |
0.9891 |
|
| R3 |
0.9973 |
0.9947 |
0.9873 |
|
| R2 |
0.9907 |
0.9907 |
0.9867 |
|
| R1 |
0.9881 |
0.9881 |
0.9861 |
0.9894 |
| PP |
0.9841 |
0.9841 |
0.9841 |
0.9848 |
| S1 |
0.9815 |
0.9815 |
0.9849 |
0.9828 |
| S2 |
0.9775 |
0.9775 |
0.9843 |
|
| S3 |
0.9709 |
0.9749 |
0.9837 |
|
| S4 |
0.9643 |
0.9683 |
0.9819 |
|
|
| 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 |
0.9867 |
0.9677 |
0.0190 |
1.9% |
0.0079 |
0.8% |
94% |
True |
False |
60,015 |
| 10 |
0.9867 |
0.9649 |
0.0218 |
2.2% |
0.0073 |
0.7% |
94% |
True |
False |
36,648 |
| 20 |
0.9867 |
0.9364 |
0.0503 |
5.1% |
0.0091 |
0.9% |
98% |
True |
False |
19,012 |
| 40 |
0.9867 |
0.9276 |
0.0591 |
6.0% |
0.0091 |
0.9% |
98% |
True |
False |
9,707 |
| 60 |
0.9867 |
0.9276 |
0.0591 |
6.0% |
0.0086 |
0.9% |
98% |
True |
False |
6,530 |
| 80 |
0.9867 |
0.9276 |
0.0591 |
6.0% |
0.0077 |
0.8% |
98% |
True |
False |
4,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0148 |
|
2.618 |
1.0040 |
|
1.618 |
0.9974 |
|
1.000 |
0.9933 |
|
0.618 |
0.9908 |
|
HIGH |
0.9867 |
|
0.618 |
0.9842 |
|
0.500 |
0.9834 |
|
0.382 |
0.9826 |
|
LOW |
0.9801 |
|
0.618 |
0.9760 |
|
1.000 |
0.9735 |
|
1.618 |
0.9694 |
|
2.618 |
0.9628 |
|
4.250 |
0.9521 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9848 |
0.9840 |
| PP |
0.9841 |
0.9825 |
| S1 |
0.9834 |
0.9811 |
|