CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	0.9430	0.9507	0.0077	0.8%	0.9624
High	0.9516	0.9606	0.0090	0.9%	0.9643
Low	0.9412	0.9458	0.0046	0.5%	0.9362
Close	0.9507	0.9603	0.0096	1.0%	0.9507
Range	0.0104	0.0148	0.0044	42.3%	0.0281
ATR	0.0106	0.0109	0.0003	2.9%	0.0000
Volume	108,852	87,587	-21,265	-19.5%	447,672

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0000	0.9949	0.9684
R3	0.9852	0.9801	0.9644
R2	0.9704	0.9704	0.9630
R1	0.9653	0.9653	0.9617	0.9679
PP	0.9556	0.9556	0.9556	0.9568
S1	0.9505	0.9505	0.9589	0.9531
S2	0.9408	0.9408	0.9576
S3	0.9260	0.9357	0.9562
S4	0.9112	0.9209	0.9522

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0347	1.0208	0.9662
R3	1.0066	0.9927	0.9584
R2	0.9785	0.9785	0.9559
R1	0.9646	0.9646	0.9533	0.9575
PP	0.9504	0.9504	0.9504	0.9469
S1	0.9365	0.9365	0.9481	0.9294
S2	0.9223	0.9223	0.9455
S3	0.8942	0.9084	0.9430
S4	0.8661	0.8803	0.9352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9632	0.9362	0.0270	2.8%	0.0132	1.4%	89%	False	False	89,790
10	0.9643	0.9362	0.0281	2.9%	0.0112	1.2%	86%	False	False	82,585
20	0.9643	0.9274	0.0369	3.8%	0.0107	1.1%	89%	False	False	84,573
40	0.9780	0.9274	0.0506	5.3%	0.0103	1.1%	65%	False	False	77,131
60	0.9780	0.9274	0.0506	5.3%	0.0104	1.1%	65%	False	False	65,059
80	0.9780	0.9217	0.0563	5.9%	0.0107	1.1%	69%	False	False	48,935
100	0.9792	0.9217	0.0575	6.0%	0.0108	1.1%	67%	False	False	39,201
120	0.9792	0.9100	0.0692	7.2%	0.0104	1.1%	73%	False	False	32,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0235
2.618	0.9993
1.618	0.9845
1.000	0.9754
0.618	0.9697
HIGH	0.9606
0.618	0.9549
0.500	0.9532
0.382	0.9515
LOW	0.9458
0.618	0.9367
1.000	0.9310
1.618	0.9219
2.618	0.9071
4.250	0.8829

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	0.9579	0.9563
PP	0.9556	0.9524
S1	0.9532	0.9484

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols