CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9905 |
0.0066 |
0.7% |
0.9760 |
| High |
0.9917 |
0.9905 |
-0.0012 |
-0.1% |
0.9917 |
| Low |
0.9839 |
0.9868 |
0.0029 |
0.3% |
0.9760 |
| Close |
0.9904 |
0.9888 |
-0.0016 |
-0.2% |
0.9888 |
| Range |
0.0078 |
0.0037 |
-0.0041 |
-52.6% |
0.0157 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
240 |
177 |
-63 |
-26.3% |
1,174 |
|
| Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9980 |
0.9908 |
|
| R3 |
0.9961 |
0.9943 |
0.9898 |
|
| R2 |
0.9924 |
0.9924 |
0.9895 |
|
| R1 |
0.9906 |
0.9906 |
0.9891 |
0.9897 |
| PP |
0.9887 |
0.9887 |
0.9887 |
0.9882 |
| S1 |
0.9869 |
0.9869 |
0.9885 |
0.9860 |
| S2 |
0.9850 |
0.9850 |
0.9881 |
|
| S3 |
0.9813 |
0.9832 |
0.9878 |
|
| S4 |
0.9776 |
0.9795 |
0.9868 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0264 |
0.9974 |
|
| R3 |
1.0169 |
1.0107 |
0.9931 |
|
| R2 |
1.0012 |
1.0012 |
0.9917 |
|
| R1 |
0.9950 |
0.9950 |
0.9902 |
0.9981 |
| PP |
0.9855 |
0.9855 |
0.9855 |
0.9871 |
| S1 |
0.9793 |
0.9793 |
0.9874 |
0.9824 |
| S2 |
0.9698 |
0.9698 |
0.9859 |
|
| S3 |
0.9541 |
0.9636 |
0.9845 |
|
| S4 |
0.9384 |
0.9479 |
0.9802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9917 |
0.9760 |
0.0157 |
1.6% |
0.0056 |
0.6% |
82% |
False |
False |
234 |
| 10 |
0.9917 |
0.9701 |
0.0216 |
2.2% |
0.0067 |
0.7% |
87% |
False |
False |
225 |
| 20 |
0.9935 |
0.9685 |
0.0250 |
2.5% |
0.0066 |
0.7% |
81% |
False |
False |
210 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0060 |
0.6% |
93% |
False |
False |
120 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0051 |
0.5% |
93% |
False |
False |
86 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0042 |
0.4% |
93% |
False |
False |
71 |
| 100 |
0.9935 |
0.9288 |
0.0647 |
6.5% |
0.0038 |
0.4% |
93% |
False |
False |
59 |
| 120 |
0.9935 |
0.9255 |
0.0680 |
6.9% |
0.0033 |
0.3% |
93% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0062 |
|
2.618 |
1.0002 |
|
1.618 |
0.9965 |
|
1.000 |
0.9942 |
|
0.618 |
0.9928 |
|
HIGH |
0.9905 |
|
0.618 |
0.9891 |
|
0.500 |
0.9887 |
|
0.382 |
0.9882 |
|
LOW |
0.9868 |
|
0.618 |
0.9845 |
|
1.000 |
0.9831 |
|
1.618 |
0.9808 |
|
2.618 |
0.9771 |
|
4.250 |
0.9711 |
|
|
| Fisher Pivots for day following 02-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9879 |
| PP |
0.9887 |
0.9869 |
| S1 |
0.9887 |
0.9860 |
|