CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9720 |
0.9711 |
-0.0009 |
-0.1% |
0.9470 |
High |
0.9739 |
0.9757 |
0.0018 |
0.2% |
0.9736 |
Low |
0.9715 |
0.9711 |
-0.0004 |
0.0% |
0.9470 |
Close |
0.9725 |
0.9740 |
0.0015 |
0.2% |
0.9707 |
Range |
0.0024 |
0.0046 |
0.0022 |
91.7% |
0.0266 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
73 |
96 |
23 |
31.5% |
313 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9874 |
0.9853 |
0.9765 |
|
R3 |
0.9828 |
0.9807 |
0.9753 |
|
R2 |
0.9782 |
0.9782 |
0.9748 |
|
R1 |
0.9761 |
0.9761 |
0.9744 |
0.9772 |
PP |
0.9736 |
0.9736 |
0.9736 |
0.9741 |
S1 |
0.9715 |
0.9715 |
0.9736 |
0.9726 |
S2 |
0.9690 |
0.9690 |
0.9732 |
|
S3 |
0.9644 |
0.9669 |
0.9727 |
|
S4 |
0.9598 |
0.9623 |
0.9715 |
|
|
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 |
0.9757 |
0.9665 |
0.0092 |
0.9% |
0.0040 |
0.4% |
82% |
True |
False |
62 |
10 |
0.9757 |
0.9365 |
0.0392 |
4.0% |
0.0055 |
0.6% |
96% |
True |
False |
57 |
20 |
0.9757 |
0.9318 |
0.0439 |
4.5% |
0.0053 |
0.5% |
96% |
True |
False |
35 |
40 |
0.9757 |
0.9288 |
0.0469 |
4.8% |
0.0043 |
0.4% |
96% |
True |
False |
28 |
60 |
0.9757 |
0.9288 |
0.0469 |
4.8% |
0.0035 |
0.4% |
96% |
True |
False |
24 |
80 |
0.9757 |
0.9288 |
0.0469 |
4.8% |
0.0032 |
0.3% |
96% |
True |
False |
23 |
100 |
0.9757 |
0.9255 |
0.0502 |
5.2% |
0.0027 |
0.3% |
97% |
True |
False |
20 |
120 |
0.9757 |
0.9100 |
0.0657 |
6.7% |
0.0025 |
0.3% |
97% |
True |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9953 |
2.618 |
0.9877 |
1.618 |
0.9831 |
1.000 |
0.9803 |
0.618 |
0.9785 |
HIGH |
0.9757 |
0.618 |
0.9739 |
0.500 |
0.9734 |
0.382 |
0.9729 |
LOW |
0.9711 |
0.618 |
0.9683 |
1.000 |
0.9665 |
1.618 |
0.9637 |
2.618 |
0.9591 |
4.250 |
0.9516 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9738 |
0.9733 |
PP |
0.9736 |
0.9726 |
S1 |
0.9734 |
0.9719 |
|