CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9821 |
-0.0018 |
-0.2% |
0.9825 |
| High |
0.9855 |
0.9850 |
-0.0005 |
-0.1% |
0.9938 |
| Low |
0.9761 |
0.9775 |
0.0014 |
0.1% |
0.9772 |
| Close |
0.9804 |
0.9826 |
0.0022 |
0.2% |
0.9844 |
| Range |
0.0094 |
0.0075 |
-0.0019 |
-20.2% |
0.0166 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
85,365 |
67,768 |
-17,597 |
-20.6% |
323,839 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
1.0009 |
0.9867 |
|
| R3 |
0.9967 |
0.9934 |
0.9847 |
|
| R2 |
0.9892 |
0.9892 |
0.9840 |
|
| R1 |
0.9859 |
0.9859 |
0.9833 |
0.9876 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9825 |
| S1 |
0.9784 |
0.9784 |
0.9819 |
0.9801 |
| S2 |
0.9742 |
0.9742 |
0.9812 |
|
| S3 |
0.9667 |
0.9709 |
0.9805 |
|
| S4 |
0.9592 |
0.9634 |
0.9785 |
|
|
| 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 |
0.9761 |
0.0177 |
1.8% |
0.0084 |
0.9% |
37% |
False |
False |
64,984 |
| 10 |
0.9938 |
0.9677 |
0.0261 |
2.7% |
0.0082 |
0.8% |
57% |
False |
False |
62,499 |
| 20 |
0.9938 |
0.9364 |
0.0574 |
5.8% |
0.0086 |
0.9% |
80% |
False |
False |
35,083 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0088 |
0.9% |
83% |
False |
False |
17,790 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0087 |
0.9% |
83% |
False |
False |
11,938 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0081 |
0.8% |
83% |
False |
False |
8,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0169 |
|
2.618 |
1.0046 |
|
1.618 |
0.9971 |
|
1.000 |
0.9925 |
|
0.618 |
0.9896 |
|
HIGH |
0.9850 |
|
0.618 |
0.9821 |
|
0.500 |
0.9813 |
|
0.382 |
0.9804 |
|
LOW |
0.9775 |
|
0.618 |
0.9729 |
|
1.000 |
0.9700 |
|
1.618 |
0.9654 |
|
2.618 |
0.9579 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9850 |
| PP |
0.9817 |
0.9842 |
| S1 |
0.9813 |
0.9834 |
|