CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9711 |
0.9680 |
-0.0031 |
-0.3% |
0.9470 |
| High |
0.9711 |
0.9736 |
0.0025 |
0.3% |
0.9736 |
| Low |
0.9688 |
0.9680 |
-0.0008 |
-0.1% |
0.9470 |
| Close |
0.9694 |
0.9707 |
0.0013 |
0.1% |
0.9707 |
| Range |
0.0023 |
0.0056 |
0.0033 |
143.5% |
0.0266 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
35 |
16 |
-19 |
-54.3% |
313 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9876 |
0.9847 |
0.9738 |
|
| R3 |
0.9820 |
0.9791 |
0.9722 |
|
| R2 |
0.9764 |
0.9764 |
0.9717 |
|
| R1 |
0.9735 |
0.9735 |
0.9712 |
0.9750 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9715 |
| S1 |
0.9679 |
0.9679 |
0.9702 |
0.9694 |
| S2 |
0.9652 |
0.9652 |
0.9697 |
|
| S3 |
0.9596 |
0.9623 |
0.9692 |
|
| S4 |
0.9540 |
0.9567 |
0.9676 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0337 |
0.9853 |
|
| R3 |
1.0170 |
1.0071 |
0.9780 |
|
| R2 |
0.9904 |
0.9904 |
0.9756 |
|
| R1 |
0.9805 |
0.9805 |
0.9731 |
0.9855 |
| PP |
0.9638 |
0.9638 |
0.9638 |
0.9662 |
| S1 |
0.9539 |
0.9539 |
0.9683 |
0.9589 |
| S2 |
0.9372 |
0.9372 |
0.9658 |
|
| S3 |
0.9106 |
0.9273 |
0.9634 |
|
| S4 |
0.8840 |
0.9007 |
0.9561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9736 |
0.9470 |
0.0266 |
2.7% |
0.0072 |
0.7% |
89% |
True |
False |
62 |
| 10 |
0.9736 |
0.9365 |
0.0371 |
3.8% |
0.0066 |
0.7% |
92% |
True |
False |
43 |
| 20 |
0.9736 |
0.9288 |
0.0448 |
4.6% |
0.0053 |
0.5% |
94% |
True |
False |
30 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0044 |
0.4% |
90% |
False |
False |
24 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0034 |
0.3% |
90% |
False |
False |
24 |
| 80 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0031 |
0.3% |
90% |
False |
False |
21 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0027 |
0.3% |
90% |
False |
False |
18 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.7% |
0.0024 |
0.3% |
93% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9974 |
|
2.618 |
0.9883 |
|
1.618 |
0.9827 |
|
1.000 |
0.9792 |
|
0.618 |
0.9771 |
|
HIGH |
0.9736 |
|
0.618 |
0.9715 |
|
0.500 |
0.9708 |
|
0.382 |
0.9701 |
|
LOW |
0.9680 |
|
0.618 |
0.9645 |
|
1.000 |
0.9624 |
|
1.618 |
0.9589 |
|
2.618 |
0.9533 |
|
4.250 |
0.9442 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9708 |
0.9705 |
| PP |
0.9708 |
0.9703 |
| S1 |
0.9707 |
0.9701 |
|