CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9830 |
0.0067 |
0.7% |
0.9721 |
| High |
0.9774 |
0.9843 |
0.0069 |
0.7% |
0.9820 |
| Low |
0.9762 |
0.9830 |
0.0068 |
0.7% |
0.9679 |
| Close |
0.9786 |
0.9839 |
0.0053 |
0.5% |
0.9811 |
| Range |
0.0012 |
0.0013 |
0.0001 |
8.3% |
0.0141 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
101 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9876 |
0.9871 |
0.9846 |
|
| R3 |
0.9863 |
0.9858 |
0.9843 |
|
| R2 |
0.9850 |
0.9850 |
0.9841 |
|
| R1 |
0.9845 |
0.9845 |
0.9840 |
0.9848 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9839 |
| S1 |
0.9832 |
0.9832 |
0.9838 |
0.9835 |
| S2 |
0.9824 |
0.9824 |
0.9837 |
|
| S3 |
0.9811 |
0.9819 |
0.9835 |
|
| S4 |
0.9798 |
0.9806 |
0.9832 |
|
|
| 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 |
0.9898 |
|
2.618 |
0.9877 |
|
1.618 |
0.9864 |
|
1.000 |
0.9856 |
|
0.618 |
0.9851 |
|
HIGH |
0.9843 |
|
0.618 |
0.9838 |
|
0.500 |
0.9837 |
|
0.382 |
0.9835 |
|
LOW |
0.9830 |
|
0.618 |
0.9822 |
|
1.000 |
0.9817 |
|
1.618 |
0.9809 |
|
2.618 |
0.9796 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9827 |
| PP |
0.9837 |
0.9815 |
| S1 |
0.9837 |
0.9803 |
|