CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9720 |
0.0040 |
0.4% |
0.9470 |
| High |
0.9736 |
0.9739 |
0.0003 |
0.0% |
0.9736 |
| Low |
0.9680 |
0.9715 |
0.0035 |
0.4% |
0.9470 |
| Close |
0.9707 |
0.9725 |
0.0018 |
0.2% |
0.9707 |
| Range |
0.0056 |
0.0024 |
-0.0032 |
-57.1% |
0.0266 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
16 |
73 |
57 |
356.3% |
313 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9798 |
0.9786 |
0.9738 |
|
| R3 |
0.9774 |
0.9762 |
0.9732 |
|
| R2 |
0.9750 |
0.9750 |
0.9729 |
|
| R1 |
0.9738 |
0.9738 |
0.9727 |
0.9744 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9730 |
| S1 |
0.9714 |
0.9714 |
0.9723 |
0.9720 |
| S2 |
0.9702 |
0.9702 |
0.9721 |
|
| S3 |
0.9678 |
0.9690 |
0.9718 |
|
| S4 |
0.9654 |
0.9666 |
0.9712 |
|
|
| 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 |
0.9739 |
0.9579 |
0.0160 |
1.6% |
0.0051 |
0.5% |
91% |
True |
False |
47 |
| 10 |
0.9739 |
0.9365 |
0.0374 |
3.8% |
0.0065 |
0.7% |
96% |
True |
False |
48 |
| 20 |
0.9739 |
0.9318 |
0.0421 |
4.3% |
0.0052 |
0.5% |
97% |
True |
False |
31 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0043 |
0.4% |
94% |
False |
False |
26 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0034 |
0.4% |
94% |
False |
False |
24 |
| 80 |
0.9755 |
0.9288 |
0.0467 |
4.8% |
0.0031 |
0.3% |
94% |
False |
False |
22 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.1% |
0.0027 |
0.3% |
94% |
False |
False |
19 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.7% |
0.0025 |
0.3% |
95% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9841 |
|
2.618 |
0.9802 |
|
1.618 |
0.9778 |
|
1.000 |
0.9763 |
|
0.618 |
0.9754 |
|
HIGH |
0.9739 |
|
0.618 |
0.9730 |
|
0.500 |
0.9727 |
|
0.382 |
0.9724 |
|
LOW |
0.9715 |
|
0.618 |
0.9700 |
|
1.000 |
0.9691 |
|
1.618 |
0.9676 |
|
2.618 |
0.9652 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9727 |
0.9720 |
| PP |
0.9726 |
0.9715 |
| S1 |
0.9726 |
0.9710 |
|