CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9682 |
0.0002 |
0.0% |
0.9465 |
| High |
0.9680 |
0.9704 |
0.0024 |
0.2% |
0.9704 |
| Low |
0.9680 |
0.9681 |
0.0001 |
0.0% |
0.9465 |
| Close |
0.9682 |
0.9696 |
0.0014 |
0.1% |
0.9696 |
| Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0239 |
| ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
99 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9752 |
0.9709 |
|
| R3 |
0.9740 |
0.9729 |
0.9702 |
|
| R2 |
0.9717 |
0.9717 |
0.9700 |
|
| R1 |
0.9706 |
0.9706 |
0.9698 |
0.9712 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9696 |
| S1 |
0.9683 |
0.9683 |
0.9694 |
0.9689 |
| S2 |
0.9671 |
0.9671 |
0.9692 |
|
| S3 |
0.9648 |
0.9660 |
0.9690 |
|
| S4 |
0.9625 |
0.9637 |
0.9683 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0256 |
0.9827 |
|
| R3 |
1.0100 |
1.0017 |
0.9762 |
|
| R2 |
0.9861 |
0.9861 |
0.9740 |
|
| R1 |
0.9778 |
0.9778 |
0.9718 |
0.9820 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9642 |
| S1 |
0.9539 |
0.9539 |
0.9674 |
0.9581 |
| S2 |
0.9383 |
0.9383 |
0.9652 |
|
| S3 |
0.9144 |
0.9300 |
0.9630 |
|
| S4 |
0.8905 |
0.9061 |
0.9565 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9802 |
|
2.618 |
0.9764 |
|
1.618 |
0.9741 |
|
1.000 |
0.9727 |
|
0.618 |
0.9718 |
|
HIGH |
0.9704 |
|
0.618 |
0.9695 |
|
0.500 |
0.9693 |
|
0.382 |
0.9690 |
|
LOW |
0.9681 |
|
0.618 |
0.9667 |
|
1.000 |
0.9658 |
|
1.618 |
0.9644 |
|
2.618 |
0.9621 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9695 |
0.9694 |
| PP |
0.9694 |
0.9692 |
| S1 |
0.9693 |
0.9690 |
|