CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9729 |
0.9745 |
0.0016 |
0.2% |
0.9507 |
| High |
0.9770 |
0.9788 |
0.0018 |
0.2% |
0.9746 |
| Low |
0.9690 |
0.9717 |
0.0027 |
0.3% |
0.9458 |
| Close |
0.9745 |
0.9743 |
-0.0002 |
0.0% |
0.9713 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0288 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
74,729 |
83,765 |
9,036 |
12.1% |
443,852 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9962 |
0.9924 |
0.9782 |
|
| R3 |
0.9891 |
0.9853 |
0.9763 |
|
| R2 |
0.9820 |
0.9820 |
0.9756 |
|
| R1 |
0.9782 |
0.9782 |
0.9750 |
0.9766 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9741 |
| S1 |
0.9711 |
0.9711 |
0.9736 |
0.9695 |
| S2 |
0.9678 |
0.9678 |
0.9730 |
|
| S3 |
0.9607 |
0.9640 |
0.9723 |
|
| S4 |
0.9536 |
0.9569 |
0.9704 |
|
|
| 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 |
0.9788 |
0.9671 |
0.0117 |
1.2% |
0.0065 |
0.7% |
62% |
True |
False |
83,221 |
| 10 |
0.9788 |
0.9362 |
0.0426 |
4.4% |
0.0094 |
1.0% |
89% |
True |
False |
88,912 |
| 20 |
0.9788 |
0.9337 |
0.0451 |
4.6% |
0.0099 |
1.0% |
90% |
True |
False |
85,589 |
| 40 |
0.9788 |
0.9274 |
0.0514 |
5.3% |
0.0099 |
1.0% |
91% |
True |
False |
81,550 |
| 60 |
0.9788 |
0.9274 |
0.0514 |
5.3% |
0.0098 |
1.0% |
91% |
True |
False |
74,178 |
| 80 |
0.9788 |
0.9274 |
0.0514 |
5.3% |
0.0104 |
1.1% |
91% |
True |
False |
56,436 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0107 |
1.1% |
91% |
False |
False |
45,211 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0105 |
1.1% |
93% |
False |
False |
37,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0090 |
|
2.618 |
0.9974 |
|
1.618 |
0.9903 |
|
1.000 |
0.9859 |
|
0.618 |
0.9832 |
|
HIGH |
0.9788 |
|
0.618 |
0.9761 |
|
0.500 |
0.9753 |
|
0.382 |
0.9744 |
|
LOW |
0.9717 |
|
0.618 |
0.9673 |
|
1.000 |
0.9646 |
|
1.618 |
0.9602 |
|
2.618 |
0.9531 |
|
4.250 |
0.9415 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9742 |
| PP |
0.9749 |
0.9740 |
| S1 |
0.9746 |
0.9739 |
|