CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9665 |
0.9711 |
0.0046 |
0.5% |
0.9615 |
| High |
0.9716 |
0.9711 |
-0.0005 |
-0.1% |
0.9625 |
| Low |
0.9665 |
0.9688 |
0.0023 |
0.2% |
0.9365 |
| Close |
0.9691 |
0.9694 |
0.0003 |
0.0% |
0.9504 |
| Range |
0.0051 |
0.0023 |
-0.0028 |
-54.9% |
0.0260 |
| ATR |
0.0074 |
0.0070 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
90 |
35 |
-55 |
-61.1% |
124 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9753 |
0.9707 |
|
| R3 |
0.9744 |
0.9730 |
0.9700 |
|
| R2 |
0.9721 |
0.9721 |
0.9698 |
|
| R1 |
0.9707 |
0.9707 |
0.9696 |
0.9703 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9695 |
| S1 |
0.9684 |
0.9684 |
0.9692 |
0.9680 |
| S2 |
0.9675 |
0.9675 |
0.9690 |
|
| S3 |
0.9652 |
0.9661 |
0.9688 |
|
| S4 |
0.9629 |
0.9638 |
0.9681 |
|
|
| 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 |
0.9470 |
0.0246 |
2.5% |
0.0066 |
0.7% |
91% |
False |
False |
71 |
| 10 |
0.9716 |
0.9365 |
0.0351 |
3.6% |
0.0068 |
0.7% |
94% |
False |
False |
43 |
| 20 |
0.9716 |
0.9288 |
0.0428 |
4.4% |
0.0054 |
0.6% |
95% |
False |
False |
29 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0043 |
0.4% |
87% |
False |
False |
24 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0035 |
0.4% |
87% |
False |
False |
24 |
| 80 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0030 |
0.3% |
87% |
False |
False |
21 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0026 |
0.3% |
88% |
False |
False |
18 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0024 |
0.3% |
91% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9809 |
|
2.618 |
0.9771 |
|
1.618 |
0.9748 |
|
1.000 |
0.9734 |
|
0.618 |
0.9725 |
|
HIGH |
0.9711 |
|
0.618 |
0.9702 |
|
0.500 |
0.9700 |
|
0.382 |
0.9697 |
|
LOW |
0.9688 |
|
0.618 |
0.9674 |
|
1.000 |
0.9665 |
|
1.618 |
0.9651 |
|
2.618 |
0.9628 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9679 |
| PP |
0.9698 |
0.9663 |
| S1 |
0.9696 |
0.9648 |
|