CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9600 |
0.0130 |
1.4% |
0.9615 |
| High |
0.9601 |
0.9680 |
0.0079 |
0.8% |
0.9625 |
| Low |
0.9470 |
0.9579 |
0.0109 |
1.2% |
0.9365 |
| Close |
0.9599 |
0.9648 |
0.0049 |
0.5% |
0.9504 |
| Range |
0.0131 |
0.0101 |
-0.0030 |
-22.9% |
0.0260 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.9% |
0.0000 |
| Volume |
148 |
24 |
-124 |
-83.8% |
124 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9894 |
0.9704 |
|
| R3 |
0.9838 |
0.9793 |
0.9676 |
|
| R2 |
0.9737 |
0.9737 |
0.9667 |
|
| R1 |
0.9692 |
0.9692 |
0.9657 |
0.9715 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9647 |
| S1 |
0.9591 |
0.9591 |
0.9639 |
0.9614 |
| S2 |
0.9535 |
0.9535 |
0.9629 |
|
| S3 |
0.9434 |
0.9490 |
0.9620 |
|
| S4 |
0.9333 |
0.9389 |
0.9592 |
|
|
| 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 |
0.9680 |
0.9365 |
0.0315 |
3.3% |
0.0070 |
0.7% |
90% |
True |
False |
52 |
| 10 |
0.9680 |
0.9365 |
0.0315 |
3.3% |
0.0068 |
0.7% |
90% |
True |
False |
33 |
| 20 |
0.9680 |
0.9288 |
0.0392 |
4.1% |
0.0051 |
0.5% |
92% |
True |
False |
24 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0043 |
0.4% |
77% |
False |
False |
22 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0034 |
0.4% |
77% |
False |
False |
23 |
| 80 |
0.9755 |
0.9278 |
0.0477 |
4.9% |
0.0029 |
0.3% |
78% |
False |
False |
19 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0026 |
0.3% |
79% |
False |
False |
17 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0024 |
0.2% |
84% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0109 |
|
2.618 |
0.9944 |
|
1.618 |
0.9843 |
|
1.000 |
0.9781 |
|
0.618 |
0.9742 |
|
HIGH |
0.9680 |
|
0.618 |
0.9641 |
|
0.500 |
0.9630 |
|
0.382 |
0.9618 |
|
LOW |
0.9579 |
|
0.618 |
0.9517 |
|
1.000 |
0.9478 |
|
1.618 |
0.9416 |
|
2.618 |
0.9315 |
|
4.250 |
0.9150 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9624 |
| PP |
0.9636 |
0.9599 |
| S1 |
0.9630 |
0.9575 |
|