CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9729 |
-0.0003 |
0.0% |
0.9507 |
| High |
0.9755 |
0.9770 |
0.0015 |
0.2% |
0.9746 |
| Low |
0.9713 |
0.9690 |
-0.0023 |
-0.2% |
0.9458 |
| Close |
0.9730 |
0.9745 |
0.0015 |
0.2% |
0.9713 |
| Range |
0.0042 |
0.0080 |
0.0038 |
90.5% |
0.0288 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
87,105 |
74,729 |
-12,376 |
-14.2% |
443,852 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9940 |
0.9789 |
|
| R3 |
0.9895 |
0.9860 |
0.9767 |
|
| R2 |
0.9815 |
0.9815 |
0.9760 |
|
| R1 |
0.9780 |
0.9780 |
0.9752 |
0.9798 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9744 |
| S1 |
0.9700 |
0.9700 |
0.9738 |
0.9718 |
| S2 |
0.9655 |
0.9655 |
0.9730 |
|
| S3 |
0.9575 |
0.9620 |
0.9723 |
|
| S4 |
0.9495 |
0.9540 |
0.9701 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0396 |
0.9871 |
|
| R3 |
1.0215 |
1.0108 |
0.9792 |
|
| R2 |
0.9927 |
0.9927 |
0.9766 |
|
| R1 |
0.9820 |
0.9820 |
0.9739 |
0.9874 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9666 |
| S1 |
0.9532 |
0.9532 |
0.9687 |
0.9586 |
| S2 |
0.9351 |
0.9351 |
0.9660 |
|
| S3 |
0.9063 |
0.9244 |
0.9634 |
|
| S4 |
0.8775 |
0.8956 |
0.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9770 |
0.9650 |
0.0120 |
1.2% |
0.0068 |
0.7% |
79% |
True |
False |
87,105 |
| 10 |
0.9770 |
0.9362 |
0.0408 |
4.2% |
0.0094 |
1.0% |
94% |
True |
False |
90,803 |
| 20 |
0.9770 |
0.9290 |
0.0480 |
4.9% |
0.0100 |
1.0% |
95% |
True |
False |
84,139 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0100 |
1.0% |
93% |
False |
False |
81,473 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0099 |
1.0% |
93% |
False |
False |
73,139 |
| 80 |
0.9780 |
0.9274 |
0.0506 |
5.2% |
0.0104 |
1.1% |
93% |
False |
False |
55,391 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0107 |
1.1% |
92% |
False |
False |
44,374 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0105 |
1.1% |
93% |
False |
False |
36,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0110 |
|
2.618 |
0.9979 |
|
1.618 |
0.9899 |
|
1.000 |
0.9850 |
|
0.618 |
0.9819 |
|
HIGH |
0.9770 |
|
0.618 |
0.9739 |
|
0.500 |
0.9730 |
|
0.382 |
0.9721 |
|
LOW |
0.9690 |
|
0.618 |
0.9641 |
|
1.000 |
0.9610 |
|
1.618 |
0.9561 |
|
2.618 |
0.9481 |
|
4.250 |
0.9350 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9738 |
| PP |
0.9735 |
0.9731 |
| S1 |
0.9730 |
0.9724 |
|