CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9765 |
0.9830 |
0.0065 |
0.7% |
0.9825 |
| High |
0.9805 |
0.9837 |
0.0032 |
0.3% |
0.9828 |
| Low |
0.9765 |
0.9807 |
0.0042 |
0.4% |
0.9694 |
| Close |
0.9793 |
0.9829 |
0.0036 |
0.4% |
0.9705 |
| Range |
0.0040 |
0.0030 |
-0.0010 |
-25.0% |
0.0134 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
266 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9902 |
0.9846 |
|
| R3 |
0.9884 |
0.9872 |
0.9837 |
|
| R2 |
0.9854 |
0.9854 |
0.9835 |
|
| R1 |
0.9842 |
0.9842 |
0.9832 |
0.9833 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9820 |
| S1 |
0.9812 |
0.9812 |
0.9826 |
0.9803 |
| S2 |
0.9794 |
0.9794 |
0.9824 |
|
| S3 |
0.9764 |
0.9782 |
0.9821 |
|
| S4 |
0.9734 |
0.9752 |
0.9813 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0059 |
0.9779 |
|
| R3 |
1.0010 |
0.9925 |
0.9742 |
|
| R2 |
0.9876 |
0.9876 |
0.9730 |
|
| R1 |
0.9791 |
0.9791 |
0.9717 |
0.9767 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9730 |
| S1 |
0.9657 |
0.9657 |
0.9693 |
0.9633 |
| S2 |
0.9608 |
0.9608 |
0.9680 |
|
| S3 |
0.9474 |
0.9523 |
0.9668 |
|
| S4 |
0.9340 |
0.9389 |
0.9631 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9965 |
|
2.618 |
0.9916 |
|
1.618 |
0.9886 |
|
1.000 |
0.9867 |
|
0.618 |
0.9856 |
|
HIGH |
0.9837 |
|
0.618 |
0.9826 |
|
0.500 |
0.9822 |
|
0.382 |
0.9818 |
|
LOW |
0.9807 |
|
0.618 |
0.9788 |
|
1.000 |
0.9777 |
|
1.618 |
0.9758 |
|
2.618 |
0.9728 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9819 |
| PP |
0.9824 |
0.9809 |
| S1 |
0.9822 |
0.9799 |
|