CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9756 |
0.9764 |
0.0008 |
0.1% |
0.9839 |
High |
0.9833 |
0.9798 |
-0.0035 |
-0.4% |
0.9855 |
Low |
0.9754 |
0.9705 |
-0.0049 |
-0.5% |
0.9705 |
Close |
0.9778 |
0.9722 |
-0.0056 |
-0.6% |
0.9722 |
Range |
0.0079 |
0.0093 |
0.0014 |
17.7% |
0.0150 |
ATR |
0.0088 |
0.0088 |
0.0000 |
0.4% |
0.0000 |
Volume |
92,498 |
74,854 |
-17,644 |
-19.1% |
382,817 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0021 |
0.9964 |
0.9773 |
|
R3 |
0.9928 |
0.9871 |
0.9748 |
|
R2 |
0.9835 |
0.9835 |
0.9739 |
|
R1 |
0.9778 |
0.9778 |
0.9731 |
0.9760 |
PP |
0.9742 |
0.9742 |
0.9742 |
0.9733 |
S1 |
0.9685 |
0.9685 |
0.9713 |
0.9667 |
S2 |
0.9649 |
0.9649 |
0.9705 |
|
S3 |
0.9556 |
0.9592 |
0.9696 |
|
S4 |
0.9463 |
0.9499 |
0.9671 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0211 |
1.0116 |
0.9805 |
|
R3 |
1.0061 |
0.9966 |
0.9763 |
|
R2 |
0.9911 |
0.9911 |
0.9750 |
|
R1 |
0.9816 |
0.9816 |
0.9736 |
0.9789 |
PP |
0.9761 |
0.9761 |
0.9761 |
0.9747 |
S1 |
0.9666 |
0.9666 |
0.9708 |
0.9639 |
S2 |
0.9611 |
0.9611 |
0.9695 |
|
S3 |
0.9461 |
0.9516 |
0.9681 |
|
S4 |
0.9311 |
0.9366 |
0.9640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9855 |
0.9705 |
0.0150 |
1.5% |
0.0092 |
0.9% |
11% |
False |
True |
76,563 |
10 |
0.9938 |
0.9705 |
0.0233 |
2.4% |
0.0085 |
0.9% |
7% |
False |
True |
70,665 |
20 |
0.9938 |
0.9459 |
0.0479 |
4.9% |
0.0086 |
0.9% |
55% |
False |
False |
46,226 |
40 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0090 |
0.9% |
67% |
False |
False |
23,500 |
60 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0088 |
0.9% |
67% |
False |
False |
15,762 |
80 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0081 |
0.8% |
67% |
False |
False |
11,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0193 |
2.618 |
1.0041 |
1.618 |
0.9948 |
1.000 |
0.9891 |
0.618 |
0.9855 |
HIGH |
0.9798 |
0.618 |
0.9762 |
0.500 |
0.9752 |
0.382 |
0.9741 |
LOW |
0.9705 |
0.618 |
0.9648 |
1.000 |
0.9612 |
1.618 |
0.9555 |
2.618 |
0.9462 |
4.250 |
0.9310 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9752 |
0.9775 |
PP |
0.9742 |
0.9757 |
S1 |
0.9732 |
0.9740 |
|