CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9602 |
0.9653 |
0.0051 |
0.5% |
0.9624 |
| High |
0.9701 |
0.9733 |
0.0032 |
0.3% |
0.9643 |
| Low |
0.9575 |
0.9650 |
0.0075 |
0.8% |
0.9362 |
| Close |
0.9653 |
0.9698 |
0.0045 |
0.5% |
0.9507 |
| Range |
0.0126 |
0.0083 |
-0.0043 |
-34.1% |
0.0281 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
82,571 |
103,185 |
20,614 |
25.0% |
447,672 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9903 |
0.9744 |
|
| R3 |
0.9860 |
0.9820 |
0.9721 |
|
| R2 |
0.9777 |
0.9777 |
0.9713 |
|
| R1 |
0.9737 |
0.9737 |
0.9706 |
0.9757 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9704 |
| S1 |
0.9654 |
0.9654 |
0.9690 |
0.9674 |
| S2 |
0.9611 |
0.9611 |
0.9683 |
|
| S3 |
0.9528 |
0.9571 |
0.9675 |
|
| S4 |
0.9445 |
0.9488 |
0.9652 |
|
|
| 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 |
0.9733 |
0.9362 |
0.0371 |
3.8% |
0.0122 |
1.3% |
91% |
True |
False |
94,602 |
| 10 |
0.9733 |
0.9362 |
0.0371 |
3.8% |
0.0116 |
1.2% |
91% |
True |
False |
85,421 |
| 20 |
0.9733 |
0.9274 |
0.0459 |
4.7% |
0.0109 |
1.1% |
92% |
True |
False |
85,967 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0102 |
1.1% |
84% |
False |
False |
79,432 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0104 |
1.1% |
84% |
False |
False |
68,091 |
| 80 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0106 |
1.1% |
84% |
False |
False |
51,248 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0109 |
1.1% |
84% |
False |
False |
41,057 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0105 |
1.1% |
86% |
False |
False |
34,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
0.9950 |
|
1.618 |
0.9867 |
|
1.000 |
0.9816 |
|
0.618 |
0.9784 |
|
HIGH |
0.9733 |
|
0.618 |
0.9701 |
|
0.500 |
0.9692 |
|
0.382 |
0.9682 |
|
LOW |
0.9650 |
|
0.618 |
0.9599 |
|
1.000 |
0.9567 |
|
1.618 |
0.9516 |
|
2.618 |
0.9433 |
|
4.250 |
0.9297 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9696 |
0.9664 |
| PP |
0.9694 |
0.9630 |
| S1 |
0.9692 |
0.9596 |
|