CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9726 |
0.9805 |
0.0079 |
0.8% |
0.9721 |
| High |
0.9726 |
0.9820 |
0.0094 |
1.0% |
0.9820 |
| Low |
0.9679 |
0.9805 |
0.0126 |
1.3% |
0.9679 |
| Close |
0.9738 |
0.9811 |
0.0073 |
0.7% |
0.9811 |
| Range |
0.0047 |
0.0015 |
-0.0032 |
-68.1% |
0.0141 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
7.3% |
0.0000 |
| Volume |
13 |
47 |
34 |
261.5% |
101 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9857 |
0.9849 |
0.9819 |
|
| R3 |
0.9842 |
0.9834 |
0.9815 |
|
| R2 |
0.9827 |
0.9827 |
0.9814 |
|
| R1 |
0.9819 |
0.9819 |
0.9812 |
0.9823 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9814 |
| S1 |
0.9804 |
0.9804 |
0.9810 |
0.9808 |
| S2 |
0.9797 |
0.9797 |
0.9808 |
|
| S3 |
0.9782 |
0.9789 |
0.9807 |
|
| S4 |
0.9767 |
0.9774 |
0.9803 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0143 |
0.9889 |
|
| R3 |
1.0052 |
1.0002 |
0.9850 |
|
| R2 |
0.9911 |
0.9911 |
0.9837 |
|
| R1 |
0.9861 |
0.9861 |
0.9824 |
0.9886 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9783 |
| S1 |
0.9720 |
0.9720 |
0.9798 |
0.9745 |
| S2 |
0.9629 |
0.9629 |
0.9785 |
|
| S3 |
0.9488 |
0.9579 |
0.9772 |
|
| S4 |
0.9347 |
0.9438 |
0.9733 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9859 |
|
1.618 |
0.9844 |
|
1.000 |
0.9835 |
|
0.618 |
0.9829 |
|
HIGH |
0.9820 |
|
0.618 |
0.9814 |
|
0.500 |
0.9813 |
|
0.382 |
0.9811 |
|
LOW |
0.9805 |
|
0.618 |
0.9796 |
|
1.000 |
0.9790 |
|
1.618 |
0.9781 |
|
2.618 |
0.9766 |
|
4.250 |
0.9741 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9791 |
| PP |
0.9812 |
0.9770 |
| S1 |
0.9812 |
0.9750 |
|