CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9711 |
0.9733 |
0.0022 |
0.2% |
0.9470 |
High |
0.9757 |
0.9783 |
0.0026 |
0.3% |
0.9736 |
Low |
0.9711 |
0.9719 |
0.0008 |
0.1% |
0.9470 |
Close |
0.9740 |
0.9738 |
-0.0002 |
0.0% |
0.9707 |
Range |
0.0046 |
0.0064 |
0.0018 |
39.1% |
0.0266 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
Volume |
96 |
34 |
-62 |
-64.6% |
313 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9939 |
0.9902 |
0.9773 |
|
R3 |
0.9875 |
0.9838 |
0.9756 |
|
R2 |
0.9811 |
0.9811 |
0.9750 |
|
R1 |
0.9774 |
0.9774 |
0.9744 |
0.9793 |
PP |
0.9747 |
0.9747 |
0.9747 |
0.9756 |
S1 |
0.9710 |
0.9710 |
0.9732 |
0.9729 |
S2 |
0.9683 |
0.9683 |
0.9726 |
|
S3 |
0.9619 |
0.9646 |
0.9720 |
|
S4 |
0.9555 |
0.9582 |
0.9703 |
|
|
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 |
0.9783 |
0.9680 |
0.0103 |
1.1% |
0.0043 |
0.4% |
56% |
True |
False |
50 |
10 |
0.9783 |
0.9365 |
0.0418 |
4.3% |
0.0056 |
0.6% |
89% |
True |
False |
58 |
20 |
0.9783 |
0.9350 |
0.0433 |
4.4% |
0.0054 |
0.6% |
90% |
True |
False |
35 |
40 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0043 |
0.4% |
91% |
True |
False |
28 |
60 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0036 |
0.4% |
91% |
True |
False |
24 |
80 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0033 |
0.3% |
91% |
True |
False |
23 |
100 |
0.9783 |
0.9255 |
0.0528 |
5.4% |
0.0028 |
0.3% |
91% |
True |
False |
20 |
120 |
0.9783 |
0.9100 |
0.0683 |
7.0% |
0.0025 |
0.3% |
93% |
True |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0055 |
2.618 |
0.9951 |
1.618 |
0.9887 |
1.000 |
0.9847 |
0.618 |
0.9823 |
HIGH |
0.9783 |
0.618 |
0.9759 |
0.500 |
0.9751 |
0.382 |
0.9743 |
LOW |
0.9719 |
0.618 |
0.9679 |
1.000 |
0.9655 |
1.618 |
0.9615 |
2.618 |
0.9551 |
4.250 |
0.9447 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9751 |
0.9747 |
PP |
0.9747 |
0.9744 |
S1 |
0.9742 |
0.9741 |
|