CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9665 |
0.0065 |
0.7% |
0.9615 |
| High |
0.9680 |
0.9716 |
0.0036 |
0.4% |
0.9625 |
| Low |
0.9579 |
0.9665 |
0.0086 |
0.9% |
0.9365 |
| Close |
0.9648 |
0.9691 |
0.0043 |
0.4% |
0.9504 |
| Range |
0.0101 |
0.0051 |
-0.0050 |
-49.5% |
0.0260 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
24 |
90 |
66 |
275.0% |
124 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9844 |
0.9818 |
0.9719 |
|
| R3 |
0.9793 |
0.9767 |
0.9705 |
|
| R2 |
0.9742 |
0.9742 |
0.9700 |
|
| R1 |
0.9716 |
0.9716 |
0.9696 |
0.9729 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9697 |
| S1 |
0.9665 |
0.9665 |
0.9686 |
0.9678 |
| S2 |
0.9640 |
0.9640 |
0.9682 |
|
| S3 |
0.9589 |
0.9614 |
0.9677 |
|
| S4 |
0.9538 |
0.9563 |
0.9663 |
|
|
| 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 |
0.9716 |
0.9365 |
0.0351 |
3.6% |
0.0069 |
0.7% |
93% |
True |
False |
65 |
| 10 |
0.9716 |
0.9365 |
0.0351 |
3.6% |
0.0072 |
0.7% |
93% |
True |
False |
40 |
| 20 |
0.9716 |
0.9288 |
0.0428 |
4.4% |
0.0053 |
0.5% |
94% |
True |
False |
28 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0043 |
0.4% |
86% |
False |
False |
24 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0034 |
0.4% |
86% |
False |
False |
24 |
| 80 |
0.9755 |
0.9278 |
0.0477 |
4.9% |
0.0030 |
0.3% |
87% |
False |
False |
20 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0026 |
0.3% |
87% |
False |
False |
18 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0024 |
0.2% |
90% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9933 |
|
2.618 |
0.9850 |
|
1.618 |
0.9799 |
|
1.000 |
0.9767 |
|
0.618 |
0.9748 |
|
HIGH |
0.9716 |
|
0.618 |
0.9697 |
|
0.500 |
0.9691 |
|
0.382 |
0.9684 |
|
LOW |
0.9665 |
|
0.618 |
0.9633 |
|
1.000 |
0.9614 |
|
1.618 |
0.9582 |
|
2.618 |
0.9531 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9691 |
0.9658 |
| PP |
0.9691 |
0.9626 |
| S1 |
0.9691 |
0.9593 |
|