CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9733 |
0.9741 |
0.0008 |
0.1% |
0.9470 |
High |
0.9783 |
0.9783 |
0.0000 |
0.0% |
0.9736 |
Low |
0.9719 |
0.9685 |
-0.0034 |
-0.3% |
0.9470 |
Close |
0.9738 |
0.9750 |
0.0012 |
0.1% |
0.9707 |
Range |
0.0064 |
0.0098 |
0.0034 |
53.1% |
0.0266 |
ATR |
0.0065 |
0.0067 |
0.0002 |
3.6% |
0.0000 |
Volume |
34 |
80 |
46 |
135.3% |
313 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0033 |
0.9990 |
0.9804 |
|
R3 |
0.9935 |
0.9892 |
0.9777 |
|
R2 |
0.9837 |
0.9837 |
0.9768 |
|
R1 |
0.9794 |
0.9794 |
0.9759 |
0.9816 |
PP |
0.9739 |
0.9739 |
0.9739 |
0.9750 |
S1 |
0.9696 |
0.9696 |
0.9741 |
0.9718 |
S2 |
0.9641 |
0.9641 |
0.9732 |
|
S3 |
0.9543 |
0.9598 |
0.9723 |
|
S4 |
0.9445 |
0.9500 |
0.9696 |
|
|
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% |
0.0058 |
0.6% |
68% |
True |
False |
59 |
10 |
0.9783 |
0.9470 |
0.0313 |
3.2% |
0.0062 |
0.6% |
89% |
True |
False |
65 |
20 |
0.9783 |
0.9365 |
0.0418 |
4.3% |
0.0056 |
0.6% |
92% |
True |
False |
39 |
40 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0045 |
0.5% |
93% |
True |
False |
30 |
60 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0038 |
0.4% |
93% |
True |
False |
25 |
80 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0034 |
0.3% |
93% |
True |
False |
24 |
100 |
0.9783 |
0.9255 |
0.0528 |
5.4% |
0.0029 |
0.3% |
94% |
True |
False |
21 |
120 |
0.9783 |
0.9100 |
0.0683 |
7.0% |
0.0026 |
0.3% |
95% |
True |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0200 |
2.618 |
1.0040 |
1.618 |
0.9942 |
1.000 |
0.9881 |
0.618 |
0.9844 |
HIGH |
0.9783 |
0.618 |
0.9746 |
0.500 |
0.9734 |
0.382 |
0.9722 |
LOW |
0.9685 |
0.618 |
0.9624 |
1.000 |
0.9587 |
1.618 |
0.9526 |
2.618 |
0.9428 |
4.250 |
0.9269 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9745 |
0.9745 |
PP |
0.9739 |
0.9739 |
S1 |
0.9734 |
0.9734 |
|