CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9805 |
0.0012 |
0.1% |
0.9839 |
| High |
0.9845 |
0.9872 |
0.0027 |
0.3% |
0.9855 |
| Low |
0.9779 |
0.9803 |
0.0024 |
0.2% |
0.9705 |
| Close |
0.9811 |
0.9851 |
0.0040 |
0.4% |
0.9722 |
| Range |
0.0066 |
0.0069 |
0.0003 |
4.5% |
0.0150 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
59,667 |
60,658 |
991 |
1.7% |
382,817 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
1.0019 |
0.9889 |
|
| R3 |
0.9980 |
0.9950 |
0.9870 |
|
| R2 |
0.9911 |
0.9911 |
0.9864 |
|
| R1 |
0.9881 |
0.9881 |
0.9857 |
0.9896 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9850 |
| S1 |
0.9812 |
0.9812 |
0.9845 |
0.9827 |
| S2 |
0.9773 |
0.9773 |
0.9838 |
|
| S3 |
0.9704 |
0.9743 |
0.9832 |
|
| S4 |
0.9635 |
0.9674 |
0.9813 |
|
|
| 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 |
0.9872 |
0.9705 |
0.0167 |
1.7% |
0.0082 |
0.8% |
87% |
True |
False |
74,736 |
| 10 |
0.9938 |
0.9705 |
0.0233 |
2.4% |
0.0088 |
0.9% |
63% |
False |
False |
70,171 |
| 20 |
0.9938 |
0.9670 |
0.0268 |
2.7% |
0.0080 |
0.8% |
68% |
False |
False |
56,196 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0090 |
0.9% |
87% |
False |
False |
28,632 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0088 |
0.9% |
87% |
False |
False |
19,193 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0083 |
0.8% |
87% |
False |
False |
14,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0053 |
|
1.618 |
0.9984 |
|
1.000 |
0.9941 |
|
0.618 |
0.9915 |
|
HIGH |
0.9872 |
|
0.618 |
0.9846 |
|
0.500 |
0.9838 |
|
0.382 |
0.9829 |
|
LOW |
0.9803 |
|
0.618 |
0.9760 |
|
1.000 |
0.9734 |
|
1.618 |
0.9691 |
|
2.618 |
0.9622 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9833 |
| PP |
0.9842 |
0.9815 |
| S1 |
0.9838 |
0.9797 |
|