CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9756 |
-0.0083 |
-0.8% |
0.9825 |
| High |
0.9844 |
0.9833 |
-0.0011 |
-0.1% |
0.9938 |
| Low |
0.9724 |
0.9754 |
0.0030 |
0.3% |
0.9772 |
| Close |
0.9758 |
0.9778 |
0.0020 |
0.2% |
0.9844 |
| Range |
0.0120 |
0.0079 |
-0.0041 |
-34.2% |
0.0166 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
62,332 |
92,498 |
30,166 |
48.4% |
323,839 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0025 |
0.9981 |
0.9821 |
|
| R3 |
0.9946 |
0.9902 |
0.9800 |
|
| R2 |
0.9867 |
0.9867 |
0.9792 |
|
| R1 |
0.9823 |
0.9823 |
0.9785 |
0.9845 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9800 |
| S1 |
0.9744 |
0.9744 |
0.9771 |
0.9766 |
| S2 |
0.9709 |
0.9709 |
0.9764 |
|
| S3 |
0.9630 |
0.9665 |
0.9756 |
|
| S4 |
0.9551 |
0.9586 |
0.9735 |
|
|
| 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% |
0.0098 |
1.0% |
25% |
False |
False |
72,460 |
| 10 |
0.9938 |
0.9724 |
0.0214 |
2.2% |
0.0085 |
0.9% |
25% |
False |
False |
70,447 |
| 20 |
0.9938 |
0.9419 |
0.0519 |
5.3% |
0.0086 |
0.9% |
69% |
False |
False |
42,554 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0089 |
0.9% |
76% |
False |
False |
21,648 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0088 |
0.9% |
76% |
False |
False |
14,516 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0081 |
0.8% |
76% |
False |
False |
10,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0169 |
|
2.618 |
1.0040 |
|
1.618 |
0.9961 |
|
1.000 |
0.9912 |
|
0.618 |
0.9882 |
|
HIGH |
0.9833 |
|
0.618 |
0.9803 |
|
0.500 |
0.9794 |
|
0.382 |
0.9784 |
|
LOW |
0.9754 |
|
0.618 |
0.9705 |
|
1.000 |
0.9675 |
|
1.618 |
0.9626 |
|
2.618 |
0.9547 |
|
4.250 |
0.9418 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9787 |
| PP |
0.9788 |
0.9784 |
| S1 |
0.9783 |
0.9781 |
|