CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9839 |
0.0018 |
0.2% |
0.9825 |
| High |
0.9850 |
0.9844 |
-0.0006 |
-0.1% |
0.9938 |
| Low |
0.9775 |
0.9724 |
-0.0051 |
-0.5% |
0.9772 |
| Close |
0.9826 |
0.9758 |
-0.0068 |
-0.7% |
0.9844 |
| Range |
0.0075 |
0.0120 |
0.0045 |
60.0% |
0.0166 |
| ATR |
0.0086 |
0.0089 |
0.0002 |
2.8% |
0.0000 |
| Volume |
67,768 |
62,332 |
-5,436 |
-8.0% |
323,839 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0135 |
1.0067 |
0.9824 |
|
| R3 |
1.0015 |
0.9947 |
0.9791 |
|
| R2 |
0.9895 |
0.9895 |
0.9780 |
|
| R1 |
0.9827 |
0.9827 |
0.9769 |
0.9801 |
| PP |
0.9775 |
0.9775 |
0.9775 |
0.9763 |
| S1 |
0.9707 |
0.9707 |
0.9747 |
0.9681 |
| S2 |
0.9655 |
0.9655 |
0.9736 |
|
| S3 |
0.9535 |
0.9587 |
0.9725 |
|
| S4 |
0.9415 |
0.9467 |
0.9692 |
|
|
| 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 |
0.9724 |
0.0214 |
2.2% |
0.0093 |
1.0% |
16% |
False |
True |
65,607 |
| 10 |
0.9938 |
0.9677 |
0.0261 |
2.7% |
0.0087 |
0.9% |
31% |
False |
False |
66,100 |
| 20 |
0.9938 |
0.9364 |
0.0574 |
5.9% |
0.0089 |
0.9% |
69% |
False |
False |
37,994 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0089 |
0.9% |
73% |
False |
False |
19,339 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0088 |
0.9% |
73% |
False |
False |
12,975 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0081 |
0.8% |
73% |
False |
False |
9,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0354 |
|
2.618 |
1.0158 |
|
1.618 |
1.0038 |
|
1.000 |
0.9964 |
|
0.618 |
0.9918 |
|
HIGH |
0.9844 |
|
0.618 |
0.9798 |
|
0.500 |
0.9784 |
|
0.382 |
0.9770 |
|
LOW |
0.9724 |
|
0.618 |
0.9650 |
|
1.000 |
0.9604 |
|
1.618 |
0.9530 |
|
2.618 |
0.9410 |
|
4.250 |
0.9214 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9790 |
| PP |
0.9775 |
0.9779 |
| S1 |
0.9767 |
0.9769 |
|