CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9714 |
0.9726 |
0.0012 |
0.1% |
0.9465 |
| High |
0.9747 |
0.9726 |
-0.0021 |
-0.2% |
0.9704 |
| Low |
0.9714 |
0.9679 |
-0.0035 |
-0.4% |
0.9465 |
| Close |
0.9726 |
0.9738 |
0.0012 |
0.1% |
0.9696 |
| Range |
0.0033 |
0.0047 |
0.0014 |
42.4% |
0.0239 |
| ATR |
0.0040 |
0.0040 |
0.0001 |
1.3% |
0.0000 |
| Volume |
3 |
13 |
10 |
333.3% |
99 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9855 |
0.9844 |
0.9764 |
|
| R3 |
0.9808 |
0.9797 |
0.9751 |
|
| R2 |
0.9761 |
0.9761 |
0.9747 |
|
| R1 |
0.9750 |
0.9750 |
0.9742 |
0.9756 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9717 |
| S1 |
0.9703 |
0.9703 |
0.9734 |
0.9709 |
| S2 |
0.9667 |
0.9667 |
0.9729 |
|
| S3 |
0.9620 |
0.9656 |
0.9725 |
|
| S4 |
0.9573 |
0.9609 |
0.9712 |
|
|
| 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 |
0.9926 |
|
2.618 |
0.9849 |
|
1.618 |
0.9802 |
|
1.000 |
0.9773 |
|
0.618 |
0.9755 |
|
HIGH |
0.9726 |
|
0.618 |
0.9708 |
|
0.500 |
0.9703 |
|
0.382 |
0.9697 |
|
LOW |
0.9679 |
|
0.618 |
0.9650 |
|
1.000 |
0.9632 |
|
1.618 |
0.9603 |
|
2.618 |
0.9556 |
|
4.250 |
0.9479 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9730 |
| PP |
0.9714 |
0.9722 |
| S1 |
0.9703 |
0.9715 |
|