CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9620 |
0.0155 |
1.6% |
0.9584 |
| High |
0.9465 |
0.9662 |
0.0197 |
2.1% |
0.9584 |
| Low |
0.9465 |
0.9620 |
0.0155 |
1.6% |
0.9363 |
| Close |
0.9591 |
0.9638 |
0.0047 |
0.5% |
0.9496 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0221 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.5% |
0.0000 |
| Volume |
6 |
9 |
3 |
50.0% |
163 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9766 |
0.9744 |
0.9661 |
|
| R3 |
0.9724 |
0.9702 |
0.9650 |
|
| R2 |
0.9682 |
0.9682 |
0.9646 |
|
| R1 |
0.9660 |
0.9660 |
0.9642 |
0.9671 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9646 |
| S1 |
0.9618 |
0.9618 |
0.9634 |
0.9629 |
| S2 |
0.9598 |
0.9598 |
0.9630 |
|
| S3 |
0.9556 |
0.9576 |
0.9626 |
|
| S4 |
0.9514 |
0.9534 |
0.9615 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0041 |
0.9618 |
|
| R3 |
0.9923 |
0.9820 |
0.9557 |
|
| R2 |
0.9702 |
0.9702 |
0.9537 |
|
| R1 |
0.9599 |
0.9599 |
0.9516 |
0.9540 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9452 |
| S1 |
0.9378 |
0.9378 |
0.9476 |
0.9319 |
| S2 |
0.9260 |
0.9260 |
0.9455 |
|
| S3 |
0.9039 |
0.9157 |
0.9435 |
|
| S4 |
0.8818 |
0.8936 |
0.9374 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9841 |
|
2.618 |
0.9772 |
|
1.618 |
0.9730 |
|
1.000 |
0.9704 |
|
0.618 |
0.9688 |
|
HIGH |
0.9662 |
|
0.618 |
0.9646 |
|
0.500 |
0.9641 |
|
0.382 |
0.9636 |
|
LOW |
0.9620 |
|
0.618 |
0.9594 |
|
1.000 |
0.9578 |
|
1.618 |
0.9552 |
|
2.618 |
0.9510 |
|
4.250 |
0.9442 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9641 |
0.9613 |
| PP |
0.9640 |
0.9588 |
| S1 |
0.9639 |
0.9564 |
|