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 |
|
|
|
| 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 |
|