CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9859 |
-0.0029 |
-0.3% |
0.9826 |
| High |
0.9901 |
0.9935 |
0.0034 |
0.3% |
0.9935 |
| Low |
0.9855 |
0.9815 |
-0.0040 |
-0.4% |
0.9772 |
| Close |
0.9868 |
0.9841 |
-0.0027 |
-0.3% |
0.9841 |
| Range |
0.0046 |
0.0120 |
0.0074 |
160.9% |
0.0163 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.7% |
0.0000 |
| Volume |
290 |
626 |
336 |
115.9% |
1,545 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0224 |
1.0152 |
0.9907 |
|
| R3 |
1.0104 |
1.0032 |
0.9874 |
|
| R2 |
0.9984 |
0.9984 |
0.9863 |
|
| R1 |
0.9912 |
0.9912 |
0.9852 |
0.9888 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9852 |
| S1 |
0.9792 |
0.9792 |
0.9830 |
0.9768 |
| S2 |
0.9744 |
0.9744 |
0.9819 |
|
| S3 |
0.9624 |
0.9672 |
0.9808 |
|
| S4 |
0.9504 |
0.9552 |
0.9775 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0253 |
0.9931 |
|
| R3 |
1.0175 |
1.0090 |
0.9886 |
|
| R2 |
1.0012 |
1.0012 |
0.9871 |
|
| R1 |
0.9927 |
0.9927 |
0.9856 |
0.9970 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9871 |
| S1 |
0.9764 |
0.9764 |
0.9826 |
0.9807 |
| S2 |
0.9686 |
0.9686 |
0.9811 |
|
| S3 |
0.9523 |
0.9601 |
0.9796 |
|
| S4 |
0.9360 |
0.9438 |
0.9751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9935 |
0.9772 |
0.0163 |
1.7% |
0.0070 |
0.7% |
42% |
True |
False |
309 |
| 10 |
0.9935 |
0.9685 |
0.0250 |
2.5% |
0.0066 |
0.7% |
62% |
True |
False |
195 |
| 20 |
0.9935 |
0.9365 |
0.0570 |
5.8% |
0.0066 |
0.7% |
84% |
True |
False |
119 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0053 |
0.5% |
85% |
True |
False |
69 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0043 |
0.4% |
85% |
True |
False |
52 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0038 |
0.4% |
85% |
True |
False |
44 |
| 100 |
0.9935 |
0.9255 |
0.0680 |
6.9% |
0.0032 |
0.3% |
86% |
True |
False |
37 |
| 120 |
0.9935 |
0.9220 |
0.0715 |
7.3% |
0.0028 |
0.3% |
87% |
True |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0249 |
|
1.618 |
1.0129 |
|
1.000 |
1.0055 |
|
0.618 |
1.0009 |
|
HIGH |
0.9935 |
|
0.618 |
0.9889 |
|
0.500 |
0.9875 |
|
0.382 |
0.9861 |
|
LOW |
0.9815 |
|
0.618 |
0.9741 |
|
1.000 |
0.9695 |
|
1.618 |
0.9621 |
|
2.618 |
0.9501 |
|
4.250 |
0.9305 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9875 |
| PP |
0.9864 |
0.9864 |
| S1 |
0.9852 |
0.9852 |
|