CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9902 |
0.9860 |
-0.0042 |
-0.4% |
0.9825 |
| High |
0.9911 |
0.9938 |
0.0027 |
0.3% |
0.9938 |
| Low |
0.9857 |
0.9815 |
-0.0042 |
-0.4% |
0.9772 |
| Close |
0.9872 |
0.9844 |
-0.0028 |
-0.3% |
0.9844 |
| Range |
0.0054 |
0.0123 |
0.0069 |
127.8% |
0.0166 |
| ATR |
0.0084 |
0.0086 |
0.0003 |
3.4% |
0.0000 |
| Volume |
58,233 |
54,340 |
-3,893 |
-6.7% |
323,839 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0162 |
0.9912 |
|
| R3 |
1.0112 |
1.0039 |
0.9878 |
|
| R2 |
0.9989 |
0.9989 |
0.9867 |
|
| R1 |
0.9916 |
0.9916 |
0.9855 |
0.9891 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9853 |
| S1 |
0.9793 |
0.9793 |
0.9833 |
0.9768 |
| S2 |
0.9743 |
0.9743 |
0.9821 |
|
| S3 |
0.9620 |
0.9670 |
0.9810 |
|
| S4 |
0.9497 |
0.9547 |
0.9776 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0263 |
0.9935 |
|
| R3 |
1.0183 |
1.0097 |
0.9890 |
|
| R2 |
1.0017 |
1.0017 |
0.9874 |
|
| R1 |
0.9931 |
0.9931 |
0.9859 |
0.9974 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9873 |
| S1 |
0.9765 |
0.9765 |
0.9829 |
0.9808 |
| S2 |
0.9685 |
0.9685 |
0.9814 |
|
| S3 |
0.9519 |
0.9599 |
0.9798 |
|
| S4 |
0.9353 |
0.9433 |
0.9753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9938 |
0.9772 |
0.0166 |
1.7% |
0.0077 |
0.8% |
43% |
True |
False |
64,767 |
| 10 |
0.9938 |
0.9677 |
0.0261 |
2.7% |
0.0077 |
0.8% |
64% |
True |
False |
51,548 |
| 20 |
0.9938 |
0.9364 |
0.0574 |
5.8% |
0.0090 |
0.9% |
84% |
True |
False |
27,486 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0088 |
0.9% |
86% |
True |
False |
13,981 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0086 |
0.9% |
86% |
True |
False |
9,388 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0080 |
0.8% |
86% |
True |
False |
7,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0461 |
|
2.618 |
1.0260 |
|
1.618 |
1.0137 |
|
1.000 |
1.0061 |
|
0.618 |
1.0014 |
|
HIGH |
0.9938 |
|
0.618 |
0.9891 |
|
0.500 |
0.9877 |
|
0.382 |
0.9862 |
|
LOW |
0.9815 |
|
0.618 |
0.9739 |
|
1.000 |
0.9692 |
|
1.618 |
0.9616 |
|
2.618 |
0.9493 |
|
4.250 |
0.9292 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9877 |
0.9877 |
| PP |
0.9866 |
0.9866 |
| S1 |
0.9855 |
0.9855 |
|