CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9755 |
0.9760 |
0.0005 |
0.1% |
0.9824 |
| High |
0.9790 |
0.9817 |
0.0027 |
0.3% |
0.9842 |
| Low |
0.9701 |
0.9760 |
0.0059 |
0.6% |
0.9701 |
| Close |
0.9717 |
0.9777 |
0.0060 |
0.6% |
0.9717 |
| Range |
0.0089 |
0.0057 |
-0.0032 |
-36.0% |
0.0141 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.5% |
0.0000 |
| Volume |
129 |
385 |
256 |
198.4% |
1,079 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9923 |
0.9808 |
|
| R3 |
0.9899 |
0.9866 |
0.9793 |
|
| R2 |
0.9842 |
0.9842 |
0.9787 |
|
| R1 |
0.9809 |
0.9809 |
0.9782 |
0.9826 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9793 |
| S1 |
0.9752 |
0.9752 |
0.9772 |
0.9769 |
| S2 |
0.9728 |
0.9728 |
0.9767 |
|
| S3 |
0.9671 |
0.9695 |
0.9761 |
|
| S4 |
0.9614 |
0.9638 |
0.9746 |
|
|
| 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 |
1.4% |
0.0077 |
0.8% |
54% |
False |
False |
212 |
| 10 |
0.9935 |
0.9701 |
0.0234 |
2.4% |
0.0074 |
0.8% |
32% |
False |
False |
292 |
| 20 |
0.9935 |
0.9579 |
0.0356 |
3.6% |
0.0067 |
0.7% |
56% |
False |
False |
179 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0058 |
0.6% |
76% |
False |
False |
102 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0049 |
0.5% |
76% |
False |
False |
74 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0041 |
0.4% |
76% |
False |
False |
62 |
| 100 |
0.9935 |
0.9278 |
0.0657 |
6.7% |
0.0036 |
0.4% |
76% |
False |
False |
51 |
| 120 |
0.9935 |
0.9255 |
0.0680 |
7.0% |
0.0032 |
0.3% |
77% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0059 |
|
2.618 |
0.9966 |
|
1.618 |
0.9909 |
|
1.000 |
0.9874 |
|
0.618 |
0.9852 |
|
HIGH |
0.9817 |
|
0.618 |
0.9795 |
|
0.500 |
0.9789 |
|
0.382 |
0.9782 |
|
LOW |
0.9760 |
|
0.618 |
0.9725 |
|
1.000 |
0.9703 |
|
1.618 |
0.9668 |
|
2.618 |
0.9611 |
|
4.250 |
0.9518 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9789 |
0.9773 |
| PP |
0.9785 |
0.9768 |
| S1 |
0.9781 |
0.9764 |
|