CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9755 |
0.9755 |
0.0000 |
0.0% |
0.9824 |
| High |
0.9827 |
0.9790 |
-0.0037 |
-0.4% |
0.9842 |
| Low |
0.9751 |
0.9701 |
-0.0050 |
-0.5% |
0.9701 |
| Close |
0.9773 |
0.9717 |
-0.0056 |
-0.6% |
0.9717 |
| Range |
0.0076 |
0.0089 |
0.0013 |
17.1% |
0.0141 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.6% |
0.0000 |
| Volume |
241 |
129 |
-112 |
-46.5% |
1,079 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0003 |
0.9949 |
0.9766 |
|
| R3 |
0.9914 |
0.9860 |
0.9741 |
|
| R2 |
0.9825 |
0.9825 |
0.9733 |
|
| R1 |
0.9771 |
0.9771 |
0.9725 |
0.9754 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9727 |
| S1 |
0.9682 |
0.9682 |
0.9709 |
0.9665 |
| S2 |
0.9647 |
0.9647 |
0.9701 |
|
| S3 |
0.9558 |
0.9593 |
0.9693 |
|
| S4 |
0.9469 |
0.9504 |
0.9668 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0088 |
0.9795 |
|
| R3 |
1.0035 |
0.9947 |
0.9756 |
|
| R2 |
0.9894 |
0.9894 |
0.9743 |
|
| R1 |
0.9806 |
0.9806 |
0.9730 |
0.9780 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9740 |
| S1 |
0.9665 |
0.9665 |
0.9704 |
0.9639 |
| S2 |
0.9612 |
0.9612 |
0.9691 |
|
| S3 |
0.9471 |
0.9524 |
0.9678 |
|
| S4 |
0.9330 |
0.9383 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9842 |
0.9701 |
0.0141 |
1.5% |
0.0077 |
0.8% |
11% |
False |
True |
215 |
| 10 |
0.9935 |
0.9701 |
0.0234 |
2.4% |
0.0074 |
0.8% |
7% |
False |
True |
262 |
| 20 |
0.9935 |
0.9470 |
0.0465 |
4.8% |
0.0070 |
0.7% |
53% |
False |
False |
167 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.7% |
0.0058 |
0.6% |
66% |
False |
False |
93 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.7% |
0.0048 |
0.5% |
66% |
False |
False |
69 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.7% |
0.0040 |
0.4% |
66% |
False |
False |
57 |
| 100 |
0.9935 |
0.9255 |
0.0680 |
7.0% |
0.0035 |
0.4% |
68% |
False |
False |
47 |
| 120 |
0.9935 |
0.9255 |
0.0680 |
7.0% |
0.0032 |
0.3% |
68% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0168 |
|
2.618 |
1.0023 |
|
1.618 |
0.9934 |
|
1.000 |
0.9879 |
|
0.618 |
0.9845 |
|
HIGH |
0.9790 |
|
0.618 |
0.9756 |
|
0.500 |
0.9746 |
|
0.382 |
0.9735 |
|
LOW |
0.9701 |
|
0.618 |
0.9646 |
|
1.000 |
0.9612 |
|
1.618 |
0.9557 |
|
2.618 |
0.9468 |
|
4.250 |
0.9323 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9746 |
0.9764 |
| PP |
0.9736 |
0.9748 |
| S1 |
0.9727 |
0.9733 |
|