CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9484 |
0.9470 |
-0.0014 |
-0.1% |
0.9615 |
| High |
0.9505 |
0.9601 |
0.0096 |
1.0% |
0.9625 |
| Low |
0.9483 |
0.9470 |
-0.0013 |
-0.1% |
0.9365 |
| Close |
0.9504 |
0.9599 |
0.0095 |
1.0% |
0.9504 |
| Range |
0.0022 |
0.0131 |
0.0109 |
495.5% |
0.0260 |
| ATR |
0.0068 |
0.0072 |
0.0005 |
6.7% |
0.0000 |
| Volume |
58 |
148 |
90 |
155.2% |
124 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9905 |
0.9671 |
|
| R3 |
0.9819 |
0.9774 |
0.9635 |
|
| R2 |
0.9688 |
0.9688 |
0.9623 |
|
| R1 |
0.9643 |
0.9643 |
0.9611 |
0.9666 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9568 |
| S1 |
0.9512 |
0.9512 |
0.9587 |
0.9535 |
| S2 |
0.9426 |
0.9426 |
0.9575 |
|
| S3 |
0.9295 |
0.9381 |
0.9563 |
|
| S4 |
0.9164 |
0.9250 |
0.9527 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0151 |
0.9647 |
|
| R3 |
1.0018 |
0.9891 |
0.9576 |
|
| R2 |
0.9758 |
0.9758 |
0.9552 |
|
| R1 |
0.9631 |
0.9631 |
0.9528 |
0.9565 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9465 |
| S1 |
0.9371 |
0.9371 |
0.9480 |
0.9305 |
| S2 |
0.9238 |
0.9238 |
0.9456 |
|
| S3 |
0.8978 |
0.9111 |
0.9433 |
|
| S4 |
0.8718 |
0.8851 |
0.9361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9604 |
0.9365 |
0.0239 |
2.5% |
0.0079 |
0.8% |
98% |
False |
False |
50 |
| 10 |
0.9625 |
0.9365 |
0.0260 |
2.7% |
0.0063 |
0.7% |
90% |
False |
False |
32 |
| 20 |
0.9625 |
0.9288 |
0.0337 |
3.5% |
0.0049 |
0.5% |
92% |
False |
False |
26 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0040 |
0.4% |
67% |
False |
False |
22 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0033 |
0.3% |
67% |
False |
False |
23 |
| 80 |
0.9755 |
0.9278 |
0.0477 |
5.0% |
0.0028 |
0.3% |
67% |
False |
False |
19 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0025 |
0.3% |
69% |
False |
False |
17 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0023 |
0.2% |
76% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0158 |
|
2.618 |
0.9944 |
|
1.618 |
0.9813 |
|
1.000 |
0.9732 |
|
0.618 |
0.9682 |
|
HIGH |
0.9601 |
|
0.618 |
0.9551 |
|
0.500 |
0.9536 |
|
0.382 |
0.9520 |
|
LOW |
0.9470 |
|
0.618 |
0.9389 |
|
1.000 |
0.9339 |
|
1.618 |
0.9258 |
|
2.618 |
0.9127 |
|
4.250 |
0.8913 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9578 |
0.9560 |
| PP |
0.9557 |
0.9522 |
| S1 |
0.9536 |
0.9483 |
|