CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9824 |
-0.0035 |
-0.4% |
0.9826 |
| High |
0.9935 |
0.9824 |
-0.0111 |
-1.1% |
0.9935 |
| Low |
0.9815 |
0.9767 |
-0.0048 |
-0.5% |
0.9772 |
| Close |
0.9841 |
0.9801 |
-0.0040 |
-0.4% |
0.9841 |
| Range |
0.0120 |
0.0057 |
-0.0063 |
-52.5% |
0.0163 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
626 |
403 |
-223 |
-35.6% |
1,545 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9968 |
0.9942 |
0.9832 |
|
| R3 |
0.9911 |
0.9885 |
0.9817 |
|
| R2 |
0.9854 |
0.9854 |
0.9811 |
|
| R1 |
0.9828 |
0.9828 |
0.9806 |
0.9813 |
| PP |
0.9797 |
0.9797 |
0.9797 |
0.9790 |
| S1 |
0.9771 |
0.9771 |
0.9796 |
0.9756 |
| S2 |
0.9740 |
0.9740 |
0.9791 |
|
| S3 |
0.9683 |
0.9714 |
0.9785 |
|
| S4 |
0.9626 |
0.9657 |
0.9770 |
|
|
| 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 |
0.9767 |
0.0168 |
1.7% |
0.0070 |
0.7% |
20% |
False |
True |
373 |
| 10 |
0.9935 |
0.9685 |
0.0250 |
2.6% |
0.0069 |
0.7% |
46% |
False |
False |
228 |
| 20 |
0.9935 |
0.9365 |
0.0570 |
5.8% |
0.0067 |
0.7% |
76% |
False |
False |
138 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0053 |
0.5% |
79% |
False |
False |
79 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0044 |
0.5% |
79% |
False |
False |
59 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0039 |
0.4% |
79% |
False |
False |
49 |
| 100 |
0.9935 |
0.9255 |
0.0680 |
6.9% |
0.0033 |
0.3% |
80% |
False |
False |
41 |
| 120 |
0.9935 |
0.9220 |
0.0715 |
7.3% |
0.0029 |
0.3% |
81% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0066 |
|
2.618 |
0.9973 |
|
1.618 |
0.9916 |
|
1.000 |
0.9881 |
|
0.618 |
0.9859 |
|
HIGH |
0.9824 |
|
0.618 |
0.9802 |
|
0.500 |
0.9796 |
|
0.382 |
0.9789 |
|
LOW |
0.9767 |
|
0.618 |
0.9732 |
|
1.000 |
0.9710 |
|
1.618 |
0.9675 |
|
2.618 |
0.9618 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9851 |
| PP |
0.9797 |
0.9834 |
| S1 |
0.9796 |
0.9818 |
|