CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9825 |
-0.0005 |
-0.1% |
0.9826 |
| High |
0.9842 |
0.9825 |
-0.0017 |
-0.2% |
0.9935 |
| Low |
0.9780 |
0.9722 |
-0.0058 |
-0.6% |
0.9772 |
| Close |
0.9823 |
0.9754 |
-0.0069 |
-0.7% |
0.9841 |
| Range |
0.0062 |
0.0103 |
0.0041 |
66.1% |
0.0163 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.3% |
0.0000 |
| Volume |
178 |
128 |
-50 |
-28.1% |
1,545 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0018 |
0.9811 |
|
| R3 |
0.9973 |
0.9915 |
0.9782 |
|
| R2 |
0.9870 |
0.9870 |
0.9773 |
|
| R1 |
0.9812 |
0.9812 |
0.9763 |
0.9790 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9756 |
| S1 |
0.9709 |
0.9709 |
0.9745 |
0.9687 |
| S2 |
0.9664 |
0.9664 |
0.9735 |
|
| S3 |
0.9561 |
0.9606 |
0.9726 |
|
| S4 |
0.9458 |
0.9503 |
0.9697 |
|
|
| 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 |
0.9722 |
0.0213 |
2.2% |
0.0078 |
0.8% |
15% |
False |
True |
325 |
| 10 |
0.9935 |
0.9685 |
0.0250 |
2.6% |
0.0075 |
0.8% |
28% |
False |
False |
245 |
| 20 |
0.9935 |
0.9365 |
0.0570 |
5.8% |
0.0065 |
0.7% |
68% |
False |
False |
151 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0055 |
0.6% |
72% |
False |
False |
86 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0046 |
0.5% |
72% |
False |
False |
63 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0041 |
0.4% |
72% |
False |
False |
53 |
| 100 |
0.9935 |
0.9255 |
0.0680 |
7.0% |
0.0034 |
0.3% |
73% |
False |
False |
43 |
| 120 |
0.9935 |
0.9232 |
0.0703 |
7.2% |
0.0030 |
0.3% |
74% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0095 |
|
1.618 |
0.9992 |
|
1.000 |
0.9928 |
|
0.618 |
0.9889 |
|
HIGH |
0.9825 |
|
0.618 |
0.9786 |
|
0.500 |
0.9774 |
|
0.382 |
0.9761 |
|
LOW |
0.9722 |
|
0.618 |
0.9658 |
|
1.000 |
0.9619 |
|
1.618 |
0.9555 |
|
2.618 |
0.9452 |
|
4.250 |
0.9284 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9782 |
| PP |
0.9767 |
0.9773 |
| S1 |
0.9761 |
0.9763 |
|