CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9807 |
0.9839 |
0.0032 |
0.3% |
0.9824 |
| High |
0.9862 |
0.9917 |
0.0055 |
0.6% |
0.9842 |
| Low |
0.9802 |
0.9839 |
0.0037 |
0.4% |
0.9701 |
| Close |
0.9843 |
0.9904 |
0.0061 |
0.6% |
0.9717 |
| Range |
0.0060 |
0.0078 |
0.0018 |
30.0% |
0.0141 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
125 |
240 |
115 |
92.0% |
1,079 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0090 |
0.9947 |
|
| R3 |
1.0043 |
1.0012 |
0.9925 |
|
| R2 |
0.9965 |
0.9965 |
0.9918 |
|
| R1 |
0.9934 |
0.9934 |
0.9911 |
0.9950 |
| PP |
0.9887 |
0.9887 |
0.9887 |
0.9894 |
| S1 |
0.9856 |
0.9856 |
0.9897 |
0.9872 |
| S2 |
0.9809 |
0.9809 |
0.9890 |
|
| S3 |
0.9731 |
0.9778 |
0.9883 |
|
| S4 |
0.9653 |
0.9700 |
0.9861 |
|
|
| 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 |
0.9917 |
0.9701 |
0.0216 |
2.2% |
0.0066 |
0.7% |
94% |
True |
False |
225 |
| 10 |
0.9935 |
0.9701 |
0.0234 |
2.4% |
0.0075 |
0.8% |
87% |
False |
False |
270 |
| 20 |
0.9935 |
0.9680 |
0.0255 |
2.6% |
0.0067 |
0.7% |
88% |
False |
False |
202 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0061 |
0.6% |
95% |
False |
False |
115 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0051 |
0.5% |
95% |
False |
False |
83 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0043 |
0.4% |
95% |
False |
False |
69 |
| 100 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0038 |
0.4% |
95% |
False |
False |
57 |
| 120 |
0.9935 |
0.9255 |
0.0680 |
6.9% |
0.0033 |
0.3% |
95% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0121 |
|
1.618 |
1.0043 |
|
1.000 |
0.9995 |
|
0.618 |
0.9965 |
|
HIGH |
0.9917 |
|
0.618 |
0.9887 |
|
0.500 |
0.9878 |
|
0.382 |
0.9869 |
|
LOW |
0.9839 |
|
0.618 |
0.9791 |
|
1.000 |
0.9761 |
|
1.618 |
0.9713 |
|
2.618 |
0.9635 |
|
4.250 |
0.9508 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9895 |
0.9887 |
| PP |
0.9887 |
0.9869 |
| S1 |
0.9878 |
0.9852 |
|